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CrossZeroFirstOrderRequest

QuantConnect.Brokerages.CrossZero.CrossZeroFirstOrderRequest

CrossZeroFirstOrderRequest(
    lean_order: Order,
    order_type: OrderType,
    order_quantity: float,
    order_quantity_holding: float,
    order_position: OrderPosition,
)

Bases: Object

Represents a first request to cross zero order.

Initializes a new instance of the CrossZeroFirstOrderRequest struct.

Parameters:

Name Type Description Default
lean_order Order

The lean order.

required
order_type OrderType

The type of the order.

required
order_quantity float

The quantity of the order.

required
order_quantity_holding float

The current holding quantity of the order's symbol.

required
order_position OrderPosition

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

required

lean_order

lean_order: Order

Gets the original lean order.

order_type

order_type: OrderType

Gets the type of the order.

order_quantity

order_quantity: float

Gets the quantity of the order.

absolute_order_quantity

absolute_order_quantity: float

Gets the absolute quantity of the order.

order_quantity_holding

order_quantity_holding: float

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

order_position

order_position: OrderPosition

Gets the position of the order.