QuantConnect.Orders.GroupOrderManager Class Reference

Manager of a group of orders More...

Public Member Functions
	GroupOrderManager ()
	Creates a new empty instance More...
	GroupOrderManager (int id, int legCount, decimal quantity, decimal limitPrice=0)
	Creates a new instance of GroupOrderManager More...
	GroupOrderManager (int legCount, decimal quantity, decimal limitPrice=0)
	Creates a new instance of GroupOrderManager More...

Public Attributes
decimal	AbsoluteQuantity => Math.Abs(Quantity)
	Get the absolute quantity for this combo order More...

Properties
int	Id [get, set]
	The unique order group Id More...
decimal	Quantity [get, set]
	The group order quantity More...
int	Count [get]
	The total order count associated with this order group More...
decimal	LimitPrice [get, set]
	The limit price associated with this order group if any More...
HashSet< int >	OrderIds [get]
	The order Ids in this group More...
OrderDirection	Direction [get]
	Order Direction Property based off Quantity. More...

Detailed Description

Manager of a group of orders

Definition at line 25 of file GroupOrderManager.cs.

Constructor & Destructor Documentation

GroupOrderManager() [1/3]

QuantConnect.Orders.GroupOrderManager.GroupOrderManager

(

)

Creates a new empty instance

Definition at line 87 of file GroupOrderManager.cs.

GroupOrderManager() [2/3]

QuantConnect.Orders.GroupOrderManager.GroupOrderManager	(	int	id,
		int	legCount,
		decimal	quantity,
		decimal	limitPrice = 0
	)

Creates a new instance of GroupOrderManager

Parameters

id	This order group unique Id
legCount	The order leg count
quantity	The group order quantity
limitPrice	The limit price associated with this order group if any

Definition at line 98 of file GroupOrderManager.cs.

GroupOrderManager() [3/3]

QuantConnect.Orders.GroupOrderManager.GroupOrderManager	(	int	legCount,
		decimal	quantity,
		decimal	limitPrice = 0
	)

Creates a new instance of GroupOrderManager

Parameters

legCount	The order leg count
quantity	The group order quantity
limitPrice	The limit price associated with this order group if any

Definition at line 109 of file GroupOrderManager.cs.

Member Data Documentation

AbsoluteQuantity

decimal QuantConnect.Orders.GroupOrderManager.AbsoluteQuantity => Math.Abs(Quantity)

Get the absolute quantity for this combo order

Definition at line 82 of file GroupOrderManager.cs.

Property Documentation

Id

int QuantConnect.Orders.GroupOrderManager.Id

getset

The unique order group Id

Definition at line 31 of file GroupOrderManager.cs.

Quantity

decimal QuantConnect.Orders.GroupOrderManager.Quantity

getset

The group order quantity

Definition at line 37 of file GroupOrderManager.cs.

Count

int QuantConnect.Orders.GroupOrderManager.Count

get

The total order count associated with this order group

Definition at line 43 of file GroupOrderManager.cs.

LimitPrice

decimal QuantConnect.Orders.GroupOrderManager.LimitPrice

getset

The limit price associated with this order group if any

Definition at line 49 of file GroupOrderManager.cs.

OrderIds

HashSet<int> QuantConnect.Orders.GroupOrderManager.OrderIds

get

The order Ids in this group

In live trading we process orders in a dedicated thread so we need to be thread safe

Definition at line 56 of file GroupOrderManager.cs.

Direction

OrderDirection QuantConnect.Orders.GroupOrderManager.Direction

get

Order Direction Property based off Quantity.

Definition at line 63 of file GroupOrderManager.cs.

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

• Common/Orders/GroupOrderManager.cs