QuantConnect.Securities.IOrderProvider Interface Reference

Represents a type capable of fetching Order instances by its QC order id or by a brokerage id More...

Inheritance diagram for QuantConnect.Securities.IOrderProvider:

Public Member Functions
Order	GetOrderById (int orderId)
	Get the order by its id More...
List< Order >	GetOrdersByBrokerageId (string brokerageId)
	Gets the Lean orders by its brokerage id More...
IEnumerable< OrderTicket >	GetOrderTickets (Func< OrderTicket, bool > filter=null)
	Gets and enumerable of OrderTicket matching the specified filter More...
IEnumerable< OrderTicket >	GetOpenOrderTickets (Func< OrderTicket, bool > filter=null)
	Gets and enumerable of opened OrderTicket matching the specified filter More...
OrderTicket	GetOrderTicket (int orderId)
	Gets the order ticket for the specified order id. Returns null if not found More...
IEnumerable< Order >	GetOrders (Func< Order, bool > filter=null)
	Gets all orders matching the specified filter. Specifying null will return an enumerable of all orders. More...
List< Order >	GetOpenOrders (Func< Order, bool > filter=null)
	Gets open orders matching the specified filter. Specifying null will return an enumerable of all open orders. More...

Properties
int	OrdersCount [get]
	Gets the current number of orders that have been processed More...

Detailed Description

Represents a type capable of fetching Order instances by its QC order id or by a brokerage id

Definition at line 25 of file IOrderProvider.cs.

Member Function Documentation

GetOrderById()

Order QuantConnect.Securities.IOrderProvider.GetOrderById

(

int

orderId

)

Get the order by its id

Parameters

orderId

Order id to fetch

Returns

A clone of the order with the specified id, or null if no match is found

Implemented in QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler, and QuantConnect.Securities.SecurityTransactionManager.

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GetOrdersByBrokerageId()

List<Order> QuantConnect.Securities.IOrderProvider.GetOrdersByBrokerageId

(

string

brokerageId

)

Gets the Lean orders by its brokerage id

Parameters

brokerageId

The brokerage id to fetch

Returns

The orders matching the brokerage id, or null if no match is found

Implemented in QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler, and QuantConnect.Securities.SecurityTransactionManager.

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GetOrderTickets()

IEnumerable<OrderTicket> QuantConnect.Securities.IOrderProvider.GetOrderTickets

(

Func< OrderTicket, bool >

filter = null

)

Gets and enumerable of OrderTicket matching the specified filter

Parameters

filter

The filter predicate used to find the required order tickets. If null is specified then all tickets are returned

Returns

An enumerable of OrderTicket matching the specified filter

Implemented in QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler, and QuantConnect.Securities.SecurityTransactionManager.

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GetOpenOrderTickets()

IEnumerable<OrderTicket> QuantConnect.Securities.IOrderProvider.GetOpenOrderTickets

(

Func< OrderTicket, bool >

filter = null

)

Gets and enumerable of opened OrderTicket matching the specified filter

Parameters

filter

The filter predicate used to find the required order tickets. If null is specified then all tickets are returned

Returns

An enumerable of opened OrderTicket matching the specified filter

Implemented in QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler, and QuantConnect.Securities.SecurityTransactionManager.

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GetOrderTicket()

OrderTicket QuantConnect.Securities.IOrderProvider.GetOrderTicket

(

int

orderId

)

Gets the order ticket for the specified order id. Returns null if not found

Parameters

orderId

The order's id

Returns

The order ticket with the specified id, or null if not found

Implemented in QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler, and QuantConnect.Securities.SecurityTransactionManager.

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GetOrders()

IEnumerable<Order> QuantConnect.Securities.IOrderProvider.GetOrders

(

Func< Order, bool >

filter = null

)

Gets all orders matching the specified filter. Specifying null will return an enumerable of all orders.

Parameters

filter

Delegate used to filter the orders

Returns

All orders this order provider currently holds by the specified filter

Implemented in QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler, and QuantConnect.Securities.SecurityTransactionManager.

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GetOpenOrders()

List<Order> QuantConnect.Securities.IOrderProvider.GetOpenOrders

(

Func< Order, bool >

filter = null

)

Gets open orders matching the specified filter. Specifying null will return an enumerable of all open orders.

Parameters

filter

Delegate used to filter the orders

Returns

All filtered open orders this order provider currently holds

Implemented in QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler, and QuantConnect.Securities.SecurityTransactionManager.

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Property Documentation

OrdersCount

int QuantConnect.Securities.IOrderProvider.OrdersCount

get

Gets the current number of orders that have been processed

Definition at line 30 of file IOrderProvider.cs.

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

• Common/Securities/IOrderProvider.cs