UpdateOrderCommand.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 QuantConnect.Interfaces;
using QuantConnect.Orders;
 
namespace QuantConnect.Commands
{
    /// <summary>
    /// Represents a command to update an order by id
    /// </summary>
    public class UpdateOrderCommand : BaseCommand
    {
        /// <summary>
        /// Gets or sets the id of the order to update
        /// </summary>
        public int OrderId { get; set; }
 
        /// <summary>
        /// Gets or sets the new quantity, specify null to not update the quantity
        /// </summary>
        public decimal? Quantity { get; set; }
 
        /// <summary>
        /// Gets or sets the new limit price, specify null to not update the limit price.
        /// This will only be used if the order has a limit price (Limit/StopLimit orders)
        /// </summary>
        public decimal? LimitPrice { get; set; }
 
        /// <summary>
        /// Gets or sets the new stop price, specify null to not update the stop price.
        /// This will onky be used if the order has a stop price (StopLimit/StopMarket orders)
        /// </summary>
        public decimal? StopPrice { get; set; }
 
        /// <summary>
        /// Gets or sets the new tag for the order, specify null to not update the tag
        /// </summary>
        public string Tag { get; set; }
 
        /// <summary>
        /// Runs this command against the specified algorithm instance
        /// </summary>
        /// <param name="algorithm">The algorithm to run this command against</param>
        public override CommandResultPacket Run(IAlgorithm algorithm)
        {
            var ticket = algorithm.Transactions.UpdateOrder(new UpdateOrderRequest(algorithm.UtcTime, OrderId, new UpdateOrderFields
            {
                Quantity = Quantity,
                LimitPrice = LimitPrice,
                StopPrice = StopPrice,
                Tag = Tag
            }));
 
            var response = ticket.GetMostRecentOrderResponse();
            return new CommandResultPacket(this, response.IsSuccess);
        }
    }
}