TimeInForce.cs

/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/
 
using System;
using Newtonsoft.Json;
using QuantConnect.Interfaces;
using QuantConnect.Orders.TimeInForces;
using QuantConnect.Securities;
 
namespace QuantConnect.Orders
{
    /// <summary>
    /// Time In Force - defines the length of time over which an order will continue working before it is canceled
    /// </summary>
    [JsonConverter(typeof(TimeInForceJsonConverter))]
    public abstract class TimeInForce : ITimeInForceHandler
    {
        /// <summary>
        /// Gets a <see cref="GoodTilCanceledTimeInForce"/> instance
        /// </summary>
        public static readonly TimeInForce GoodTilCanceled = new GoodTilCanceledTimeInForce();
 
        /// <summary>
        /// Gets a <see cref="DayTimeInForce"/> instance
        /// </summary>
        public static readonly TimeInForce Day = new DayTimeInForce();
 
        /// <summary>
        /// Gets a <see cref="GoodTilDateTimeInForce"/> instance
        /// </summary>
        public static Func<DateTime, TimeInForce> GoodTilDate => (DateTime expiry) => new GoodTilDateTimeInForce(expiry);
 
        /// <summary>
        /// Checks if an order is expired
        /// </summary>
        /// <param name="security">The security matching the order</param>
        /// <param name="order">The order to be checked</param>
        /// <returns>Returns true if the order has expired, false otherwise</returns>
        public abstract bool IsOrderExpired(Security security, Order order);
 
        /// <summary>
        /// Checks if an order fill is valid
        /// </summary>
        /// <param name="security">The security matching the order</param>
        /// <param name="order">The order to be checked</param>
        /// <param name="fill">The order fill to be checked</param>
        /// <returns>Returns true if the order fill can be emitted, false otherwise</returns>
        public abstract bool IsFillValid(Security security, Order order, OrderEvent fill);
    }
}