FillModelParameters

QuantConnect.Orders.Fills.FillModelParameters

FillModelParameters(
    security: Security,
    order: Order,
    config_provider: ISubscriptionDataConfigProvider,
    stale_price_time_span: timedelta,
    securities_for_orders: Dictionary[Order, Security],
    on_order_updated: Callable[[Order], Any] = None,
)

Bases: Object

Defines the parameters for the IFillModel method

Creates a new instance

Parameters:

Name	Type	Description	Default
`security`	`Security`	Security asset we're filling	required
`order`	`Order`	Order packet to model	required
`config_provider`	`ISubscriptionDataConfigProvider`	The ISubscriptionDataConfigProvider to use	required
`stale_price_time_span`	`timedelta`	The minimum time span elapsed to consider a fill price as stale	required
`securities_for_orders`	`Dictionary[Order, Security]`	Collection of securities for each order	required

security

security: Security

Gets the security

order

order: Order

Gets the order

config_provider

config_provider: ISubscriptionDataConfigProvider

Gets the SubscriptionDataConfig provider

stale_price_time_span

stale_price_time_span: timedelta

Gets the minimum time span elapsed to consider a market fill price as stale (defaults to one hour)

securities_for_orders

securities_for_orders: Dictionary[Order, Security]

Gets the collection of securities by order

on_order_updated

on_order_updated: Callable[[Order], Any]

Callback to notify when an order is updated by the fill model