IOrderProcessor

QuantConnect.Securities.IOrderProcessor

Bases: IOrderProvider

Represents a type capable of processing orders

orders_count

orders_count: int

Gets the current number of orders that have been processed

process

process(request: OrderRequest) -> OrderTicket

Adds the specified order to be processed

Parameters:

Name	Type	Description	Default
request	OrderRequest	The OrderRequest to be processed	required

Returns:

Type	Description
OrderTicket	The OrderTicket for the corresponding OrderRequest.order_id.

get_open_orders

get_open_orders(
    filter: Callable[[Order], bool] = None,
) -> List[Order]

Gets open orders matching the specified filter. Specifying null will return an enumerable of all open orders.

Parameters:

Name	Type	Description	Default
filter	Callable[[Order], bool]	Delegate used to filter the orders	None

Returns:

Type	Description
List[Order]	All filtered open orders this order provider currently holds.

get_open_order_tickets

get_open_order_tickets(
    filter: Callable[[OrderTicket], bool] = None,
) -> Iterable[OrderTicket]

Gets and enumerable of opened OrderTicket matching the specified filter

Parameters:

Name	Type	Description	Default
filter	Callable[[OrderTicket], bool]	The filter predicate used to find the required order tickets. If null is specified then all tickets are returned	None

Returns:

Type	Description
Iterable[OrderTicket]	An enumerable of opened OrderTicket matching the specified filter.

get_order_by_id

get_order_by_id(order_id: int) -> Order

Get the order by its id

Parameters:

Name	Type	Description	Default
order_id	int	Order id to fetch	required

Returns:

Type	Description
Order	A clone of the order with the specified id, or null if no match is found.

get_orders

get_orders(
    filter: Callable[[Order], bool] = None,
) -> Iterable[Order]

Gets all orders matching the specified filter. Specifying null will return an enumerable of all orders.

Parameters:

Name	Type	Description	Default
filter	Callable[[Order], bool]	Delegate used to filter the orders	None

Returns:

Type	Description
Iterable[Order]	All orders this order provider currently holds by the specified filter.

get_orders_by_brokerage_id

get_orders_by_brokerage_id(
    brokerage_id: str,
) -> List[Order]

Gets the Lean orders by its brokerage id

Parameters:

Name	Type	Description	Default
brokerage_id	str	The brokerage id to fetch	required

Returns:

Type	Description
List[Order]	The orders matching the brokerage id, or null if no match is found.

get_order_ticket

get_order_ticket(order_id: int) -> OrderTicket

Gets the order ticket for the specified order id. Returns null if not found

Parameters:

Name	Type	Description	Default
order_id	int	The order's id	required

Returns:

Type	Description
OrderTicket	The order ticket with the specified id, or null if not found.

get_order_tickets

get_order_tickets(
    filter: Callable[[OrderTicket], bool] = None,
) -> Iterable[OrderTicket]

Gets and enumerable of OrderTicket matching the specified filter

Parameters:

Name	Type	Description	Default
filter	Callable[[OrderTicket], bool]	The filter predicate used to find the required order tickets. If null is specified then all tickets are returned	None

Returns:

Type	Description
Iterable[OrderTicket]	An enumerable of OrderTicket matching the specified filter.

get_projected_holdings

get_projected_holdings(
    security: Security,
) -> ProjectedHoldings

Calculates the projected holdings for the specified security based on the current open orders.

Parameters:

Name	Type	Description	Default
security	Security	The security	required

Returns:

Type	Description
ProjectedHoldings	The projected holdings for the specified security, which is the sum of the current holdings plus the sum of the open orders quantity.