Lean  $LEAN_TAG$
OrderSubmissionData.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using Newtonsoft.Json;
17 
18 namespace QuantConnect.Orders
19 {
20  /// <summary>
21  /// The purpose of this class is to store time and price information
22  /// available at the time an order was submitted.
23  /// </summary>
24  public class OrderSubmissionData
25  {
26  /// <summary>
27  /// The bid price at order submission time
28  /// </summary>
29  [JsonProperty(PropertyName = "bidPrice")]
30  public decimal BidPrice { get; }
31 
32  /// <summary>
33  /// The ask price at order submission time
34  /// </summary>
35  [JsonProperty(PropertyName = "askPrice")]
36  public decimal AskPrice { get; }
37 
38  /// <summary>
39  /// The current price at order submission time
40  /// </summary>
41  [JsonProperty(PropertyName = "lastPrice")]
42  public decimal LastPrice { get; }
43 
44  /// <summary>
45  /// Initializes a new instance of the <see cref="OrderSubmissionData"/> class
46  /// </summary>
47  /// <remarks>This method is currently only used for testing.</remarks>
48  public OrderSubmissionData(decimal bidPrice, decimal askPrice, decimal lastPrice)
49  {
50  BidPrice = bidPrice;
51  AskPrice = askPrice;
52  LastPrice = lastPrice;
53  }
54 
55  /// <summary>
56  /// Return a new instance clone of this object
57  /// </summary>
59  {
60  return (OrderSubmissionData)MemberwiseClone();
61  }
62  }
63 }