QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest Class Reference

Represents a first request to cross zero order. More...

Inheritance diagram for QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest:

Public Member Functions
	CrossZeroFirstOrderRequest (Order leanOrder, OrderType orderType, decimal orderQuantity, decimal orderQuantityHolding, OrderPosition orderPosition)
	Initializes a new instance of the CrossZeroFirstOrderRequest struct. More...

Public Attributes
decimal	AbsoluteOrderQuantity => Math.Abs(OrderQuantity)
	Gets the absolute quantity of the order. More...

Properties
Order	LeanOrder [get]
	Gets the original lean order. More...
OrderType	OrderType [get]
	Gets the type of the order. More...
decimal	OrderQuantity [get]
	Gets the quantity of the order. More...
decimal	OrderQuantityHolding [get]
	Gets the current holding quantity of the order's symbol. More...
OrderPosition	OrderPosition [get]
	Gets the position of the order. More...

Detailed Description

Represents a first request to cross zero order.

Definition at line 24 of file CrossZeroFirstOrderRequest.cs.

Constructor & Destructor Documentation

CrossZeroFirstOrderRequest()

QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest.CrossZeroFirstOrderRequest	(	Order	leanOrder,
		OrderType	orderType,
		decimal	orderQuantity,
		decimal	orderQuantityHolding,
		OrderPosition	orderPosition
	)

Initializes a new instance of the CrossZeroFirstOrderRequest struct.

Parameters

leanOrder	The lean order.
orderType	The type of the order.
orderQuantity	The quantity of the order.
orderQuantityHolding	The current holding quantity of the order's symbol.
orderPosition	The position of the order, which depends on the orderQuantityHolding .

Definition at line 67 of file CrossZeroFirstOrderRequest.cs.

Member Data Documentation

AbsoluteOrderQuantity

decimal QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest.AbsoluteOrderQuantity => Math.Abs(OrderQuantity)

Gets the absolute quantity of the order.

Definition at line 44 of file CrossZeroFirstOrderRequest.cs.

Property Documentation

LeanOrder

Order QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest.LeanOrder

get

Gets the original lean order.

Definition at line 29 of file CrossZeroFirstOrderRequest.cs.

OrderType

OrderType QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest.OrderType

get

Gets the type of the order.

Definition at line 34 of file CrossZeroFirstOrderRequest.cs.

OrderQuantity

decimal QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest.OrderQuantity

get

Gets the quantity of the order.

Definition at line 39 of file CrossZeroFirstOrderRequest.cs.

OrderQuantityHolding

decimal QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest.OrderQuantityHolding

get

Gets the current holding quantity of the order's symbol.

Definition at line 49 of file CrossZeroFirstOrderRequest.cs.

OrderPosition

OrderPosition QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest.OrderPosition

get

Gets the position of the order.

The position of the order, which depends on the OrderQuantityHolding.

Definition at line 57 of file CrossZeroFirstOrderRequest.cs.

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

• Brokerages/CrossZero/CrossZeroFirstOrderRequest.cs