Order event packet for passing updates on the state of an order to the portfolio. More...

Inheritance diagram for QuantConnect.Packets.OrderEventPacket:

Public Member Functions
	OrderEventPacket ()
	Default constructor for JSON More...

	OrderEventPacket (string algorithmId, OrderEvent eventOrder)
	Create a new instance of the order event packet More...

Public Member Functions inherited from QuantConnect.Packets.Packet
	Packet (PacketType type)
	Initialize the base class and setup the packet type. More...

Public Attributes
OrderEvent	Event
	Order event object More...

string	AlgorithmId
	Algorithm id for this order event More...

Additional Inherited Members
Properties inherited from QuantConnect.Packets.Packet
PacketType	Type = PacketType.None `[get, set]`
	Packet type defined by a string enum More...

virtual string	Channel = "" `[get, set]`
	User unique specific channel endpoint to send the packets More...

Detailed Description

Order event packet for passing updates on the state of an order to the portfolio.

As an order is updated in pieces/partial fills the order fill price is passed back to the Algorithm Portfolio method

Definition at line 26 of file OrderEventPacket.cs.

Constructor & Destructor Documentation

QuantConnect.Packets.OrderEventPacket.OrderEventPacket ( )

Default constructor for JSON

Definition at line 41 of file OrderEventPacket.cs.

QuantConnect.Packets.OrderEventPacket.OrderEventPacket	(	string	algorithmId,
		OrderEvent	eventOrder
	)

Create a new instance of the order event packet

Definition at line 48 of file OrderEventPacket.cs.

OrderEvent QuantConnect.Packets.OrderEventPacket.Event

Order event object

Definition at line 31 of file OrderEventPacket.cs.

string QuantConnect.Packets.OrderEventPacket.AlgorithmId

Algorithm id for this order event

Definition at line 36 of file OrderEventPacket.cs.

The documentation for this class was generated from the following file: