Class used to keep track of CancelPending orders and their original or updated status More...

Public Member Functions
void	Set (int orderId, OrderStatus status)
	Adds an order which will be canceled and we want to keep track of it Status in case of fallback More...

void	UpdateOrRemove (int orderId, OrderStatus newStatus)
	Updates an order that is pending to be canceled. More...

void	RemoveAndFallback (Order order)
	Removes an order which we failed to cancel and falls back the order Status to previous value More...

Public Attributes
int	GetCancelPendingOrdersSize => _cancelPendingOrders.Count
	Amount of CancelPending Orders More...

Detailed Description

Class used to keep track of CancelPending orders and their original or updated status

Definition at line 23 of file CancelPendingOrders.cs.

Member Function Documentation

void QuantConnect.Lean.Engine.TransactionHandlers.CancelPendingOrders.Set	(	int	orderId,
		OrderStatus	status
	)

Adds an order which will be canceled and we want to keep track of it Status in case of fallback

Parameters

orderId	The order id
status	The order Status, before the cancel request

Definition at line 37 of file CancelPendingOrders.cs.

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void QuantConnect.Lean.Engine.TransactionHandlers.CancelPendingOrders.UpdateOrRemove	(	int	orderId,
		OrderStatus	newStatus
	)

Updates an order that is pending to be canceled.

Parameters

newStatus	The new status of the order. If its OrderStatus.Canceled or OrderStatus.Filled it will be removed
orderId	The id of the order

Definition at line 47 of file CancelPendingOrders.cs.

void QuantConnect.Lean.Engine.TransactionHandlers.CancelPendingOrders.RemoveAndFallback ( Order order )

Removes an order which we failed to cancel and falls back the order Status to previous value

Parameters

order The order that failed to be canceled

Definition at line 77 of file CancelPendingOrders.cs.

int QuantConnect.Lean.Engine.TransactionHandlers.CancelPendingOrders.GetCancelPendingOrdersSize => _cancelPendingOrders.Count

Amount of CancelPending Orders

Definition at line 30 of file CancelPendingOrders.cs.

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