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Lean
$LEAN_TAG$
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Order event packet for passing updates on the state of an order to the portfolio. More...
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... | |
Properties | |
| OrderEvent | Event [get, set] |
| Order event object More... | |
| string | AlgorithmId [get, set] |
| Algorithm id for this order event More... | |
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... | |
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 25 of file OrderEventPacket.cs.
| QuantConnect.Packets.OrderEventPacket.OrderEventPacket | ( | ) |
Default constructor for JSON
Definition at line 40 of file OrderEventPacket.cs.
| QuantConnect.Packets.OrderEventPacket.OrderEventPacket | ( | string | algorithmId, |
| OrderEvent | eventOrder | ||
| ) |
Create a new instance of the order event packet
Definition at line 47 of file OrderEventPacket.cs.
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getset |
Order event object
Definition at line 30 of file OrderEventPacket.cs.
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getset |
Algorithm id for this order event
Definition at line 35 of file OrderEventPacket.cs.