CrossZeroSecondOrderRequest
QuantConnect.Brokerages.CrossZero.CrossZeroSecondOrderRequest
CrossZeroSecondOrderRequest(
lean_order: Order,
order_type: OrderType,
order_quantity: float,
order_quantity_holding: float,
order_position: OrderPosition,
cross_zero_first_order: CrossZeroFirstOrderRequest,
)
Bases: CrossZeroFirstOrderRequest
Represents a second 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 |
cross_zero_first_order
|
CrossZeroFirstOrderRequest
|
The first part of the cross zero order. |
required |
first_part_cross_zero_order
first_part_cross_zero_order: CrossZeroFirstOrderRequest
Gets or sets the first part of CrossZeroOrder.
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.