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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