Lean
$LEAN_TAG$
OrderEventPacket.cs
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using
QuantConnect
.
Orders
;
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namespace
QuantConnect.Packets
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{
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/// <summary>
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/// Order event packet for passing updates on the state of an order to the portfolio.
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/// </summary>
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/// <remarks>As an order is updated in pieces/partial fills the order fill price is passed back to the Algorithm Portfolio method</remarks>
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public
class
OrderEventPacket
:
Packet
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{
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/// <summary>
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/// Order event object
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/// </summary>
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public
OrderEvent
Event
{
get
;
set
; }
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/// <summary>
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/// Algorithm id for this order event
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/// </summary>
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public
string
AlgorithmId
{
get
;
set
; }
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/// <summary>
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/// Default constructor for JSON
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/// </summary>
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public
OrderEventPacket
()
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: base (
PacketType
.
OrderEvent
)
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{ }
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/// <summary>
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/// Create a new instance of the order event packet
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/// </summary>
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public
OrderEventPacket
(
string
algorithmId,
OrderEvent
eventOrder)
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: base(
PacketType
.
OrderEvent
)
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{
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AlgorithmId
= algorithmId;
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Event
= eventOrder;
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}
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}
// End Order Event Packet:
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}
// End of Namespace:
Common
Packets
OrderEventPacket.cs
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1.8.17