OrderContingency

QuantConnect.Orders.OrderContingency

OrderContingency(
    id: int, count: int, links: List[ContingencyLink]
)

OrderContingency(count: int, links: List[ContingencyLink])

Bases: Object

The contingency of an order: the set of contingent orders it belongs to (OCO, OTO, OUO and any composition of them, like brackets) and the links defining how this order relates to the rest of the set

Signature descriptions:

• Creates the contingency of the first order of a new set of contingent orders, the rest are created through with_links

• Creates the contingency of the first order of a new set of contingent orders, the rest are created through with_links. The set id is assigned once the orders are added into the algorithm

Parameters:

Name	Type	Description	Default
id	Optional[int]	The unique id of the set of contingent orders	None
count	int	The total order count in the set	required
links	List[ContingencyLink]	The links of this order to the rest of the set	required

id

id: int

The unique id of the set of contingent orders this order belongs to

count

count: int

The total order count in the set of contingent orders

order_ids

order_ids: HashSet[int]

The ids of the orders in the set

symbols

symbols: IReadOnlySet[Symbol]

The different symbols of the orders in the set. Allows a brokerage model to validate a single order knowing about the rest of the set. Only available at submission time

directions

directions: IReadOnlySet[OrderDirection]

The different directions of the orders in the set. Allows a brokerage model to validate a single order knowing about the rest of the set. Only available at submission time

order_types

order_types: IReadOnlySet[OrderType]

The different order types of the orders in the set. Allows a brokerage model to validate a single order knowing about the rest of the set. Only available at submission time

links

links: Sequence[ContingencyLink]

The links of this order to the rest of the set: the role it plays in each contingency

is_waiting_for_trigger

is_waiting_for_trigger: bool

True if this is a contingent child order still open and held, waiting for its parent order to fill

clone

clone() -> OrderContingency

Creates a copy of this instance: the set is shared, the links are cloned

get_units

get_units(orders: List[Order]) -> List[List[Order]]

Groups the orders into units, preserving their order: each order on its own except for the legs of a combo order which go together

relate

relate(type: ContingencyType, members: List[Order]) -> None

Helper for brokerages to rebuild the contingencies of their open orders: relates the orders to each other as siblings, One Cancels Other or One Updates Other, joining them into a single set of contingent orders

Parameters:

Name	Type	Description	Default
type	ContingencyType	The type of the relation	required
members	List[Order]	The orders to relate, all the legs for combo orders	required

to_string

to_string() -> str

Returns a string that represents the current object

trigger

trigger(parent: List[Order], children: List[Order]) -> None

Helper for brokerages to rebuild the contingencies of their open orders: relates the parent order to the orders it triggers once it completely fills (One Triggers Other), joining them into a single set of contingent orders

Parameters:

Name	Type	Description	Default
parent	List[Order]	The parent order, all the legs for a combo order	required
children	List[Order]	The orders to trigger, all the legs for combo orders	required

with_links

with_links(
    links: List[ContingencyLink],
) -> OrderContingency

Creates the contingency of another order of the same set of contingent orders: it shares the set with this instance, with the given links of its own

Parameters:

Name	Type	Description	Default
links	List[ContingencyLink]	The links of the other order to the rest of the set	required