CancelPendingOrders
QuantConnect.Lean.Engine.TransactionHandlers.CancelPendingOrders
Bases: Object
Class used to keep track of CancelPending orders and their original or updated status
get_cancel_pending_orders_size
get_cancel_pending_orders_size: int
Amount of CancelPending Orders
remove_and_fallback
remove_and_fallback(order: Order) -> None
Removes an order which we failed to cancel and falls back the order Status to previous value
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
order
|
Order
|
The order that failed to be canceled |
required |
set
set(order_id: int, status: OrderStatus) -> None
Adds an order which will be canceled and we want to keep track of it Status in case of fallback
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
order_id
|
int
|
The order id |
required |
status
|
OrderStatus
|
The order Status, before the cancel request |
required |
update_or_remove
update_or_remove(
order_id: int, new_status: OrderStatus
) -> None
Updates an order that is pending to be canceled.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
new_status
|
OrderStatus
|
The new status of the order. If its OrderStatus.Canceled or OrderStatus.Filled it will be removed |
required |
order_id
|
int
|
The id of the order |
required |