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QuantConnect.Orders.Fills.IFillModel Interface Reference

Represents a model that simulates order fill events More...

Inheritance diagram for QuantConnect.Orders.Fills.IFillModel:
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Public Member Functions

Fill Fill (FillModelParameters parameters)
 Return an order event with the fill details More...
 

Detailed Description

Represents a model that simulates order fill events

Please useFillModel as the base class for any implementations ofIFillModel

Definition at line 23 of file IFillModel.cs.

Member Function Documentation

◆ Fill()

Fill QuantConnect.Orders.Fills.IFillModel.Fill ( FillModelParameters  parameters)

Return an order event with the fill details

Parameters
parametersA FillModelParameters object containing the security and order
Returns
Order fill information detailing the average price and quantity filled.

Implemented in QuantConnect.Orders.Fills.FillModel, and QuantConnect.Python.FillModelPythonWrapper.

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