QuantConnect.Orders.ComboMarketOrder Class Reference
Combo market order type More...
Inheritance diagram for QuantConnect.Orders.ComboMarketOrder:
Public Member Functions | |
| ComboMarketOrder () | |
| Added a default constructor for JSON Deserialization: More... | |
| ComboMarketOrder (Symbol symbol, decimal quantity, DateTime time, GroupOrderManager groupOrderManager, string tag="", IOrderProperties properties=null) | |
| New market order constructor More... | |
| override Order | Clone () |
| Creates a deep-copy clone of this order More... | |
 Public Member Functions inherited from QuantConnect.Orders.ComboOrder | |
| ComboOrder () | |
| Added a default constructor for JSON Deserialization: More... | |
| ComboOrder (Symbol symbol, decimal quantity, DateTime time, GroupOrderManager groupOrderManager, string tag="", IOrderProperties properties=null) | |
| New market order constructor More... | |
| override void | ApplyUpdateOrderRequest (UpdateOrderRequest request) |
| Modifies the state of this order to match the update request More... | |
| Public Member Functions inherited from QuantConnect.Orders.Order | |
| virtual IEnumerable< IPosition > | CreatePositions (SecurityManager securities) |
| Creates an enumerable containing each position resulting from executing this order. More... | |
| decimal | GetValue (Security security) |
| Gets the value of this order at the given market price in units of the account currency NOTE: Some order types derive value from other parameters, such as limit prices More... | |
| virtual string | GetDefaultTag () |
| Gets the default tag for this order More... | |
| override string | ToString () |
| Returns a string that represents the current object. More... | |
Public Attributes | |
| override OrderType | Type => OrderType.ComboMarket |
| Combo Market Order Type More... | |
| Public Attributes inherited from QuantConnect.Orders.Order | |
| DateTime | CreatedTime => Time |
| Gets the utc time this order was created. Alias for Time More... | |
| TimeInForce | TimeInForce => Properties.TimeInForce |
| Order Time In Force More... | |
| SecurityType | SecurityType => Symbol.ID.SecurityType |
| The symbol's security type More... | |
| decimal | AbsoluteQuantity => Math.Abs(Quantity) |
| Get the absolute quantity for this order More... | |
| decimal | Value => Quantity * Price |
| Deprecated More... | |
Protected Member Functions | |
| override decimal | GetValueImpl (Security security) |
| Gets the order value in units of the security's quote currency More... | |
| Protected Member Functions inherited from QuantConnect.Orders.Order | |
| Order () | |
| Added a default constructor for JSON Deserialization: More... | |
| Order (Symbol symbol, decimal quantity, DateTime time, GroupOrderManager groupOrderManager, string tag="", IOrderProperties properties=null) | |
| New order constructor More... | |
| Order (Symbol symbol, decimal quantity, DateTime time, string tag="", IOrderProperties properties=null) | |
| New order constructor More... | |
| void | CopyTo (Order order) |
| Copies base Order properties to the specified order More... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from QuantConnect.Orders.Order | |
| static Order | CreateOrder (SubmitOrderRequest request) |
| Creates an Order to match the specified request More... | |
| Properties inherited from QuantConnect.Orders.ComboOrder | |
| override decimal | Quantity [get, set] |
| Number of shares to execute. For combo orders, we store the ratio of each leg instead of the quantity, and the actual quantity is calculated when requested using the group order manager quantity. This allows for a single quantity update to be applied to all the legs of the combo. More... | |
| Properties inherited from QuantConnect.Orders.Order | |
| int | Id [get, set] |
| Order ID. More... | |
| int | ContingentId [get, set] |
| Order id to process before processing this order. More... | |
| List< string > | BrokerId [get, set] |
| Brokerage Id for this order for when the brokerage splits orders into multiple pieces More... | |
| Symbol | Symbol [get, set] |
| Symbol of the Asset More... | |
| decimal | Price [get, set] |
| Price of the Order. More... | |
| string | PriceCurrency [get, set] |
| Currency for the order price More... | |
| DateTime | Time [get, set] |
| Gets the utc time the order was created. More... | |
| DateTime? | LastFillTime [get, set] |
| Gets the utc time the last fill was received, or null if no fills have been received More... | |
| DateTime? | LastUpdateTime [get, set] |
| Gets the utc time this order was last updated, or null if the order has not been updated. More... | |
| DateTime? | CanceledTime [get, set] |
| Gets the utc time this order was canceled, or null if the order was not canceled. More... | |
| virtual decimal | Quantity [get, set] |
| Number of shares to execute. More... | |
| abstract OrderType | Type [get] |
| Order Type More... | |
| OrderStatus | Status [get, set] |
| Status of the Order More... | |
| string | Tag [get, set] |
| Tag the order with some custom data More... | |
| IOrderProperties | Properties [get] |
| Additional properties of the order More... | |
| OrderDirection | Direction [get] |
| Order Direction Property based off Quantity. More... | |
| OrderSubmissionData | OrderSubmissionData [get, set] |
| Gets the price data at the time the order was submitted More... | |
| bool | IsMarketable [get] |
| Returns true if the order is a marketable order. More... | |
| GroupOrderManager | GroupOrderManager [get, set] |
| Manager for the orders in the group if this is a combo order More... | |
| DataNormalizationMode | PriceAdjustmentMode [get, set] |
| The adjustment mode used on the order fill price More... | |
Detailed Description
Combo market order type
Definition at line 25 of file ComboMarketOrder.cs.
Constructor & Destructor Documentation
◆ ComboMarketOrder() [1/2]
| QuantConnect.Orders.ComboMarketOrder.ComboMarketOrder | ( | ) |
Added a default constructor for JSON Deserialization:
Definition at line 35 of file ComboMarketOrder.cs.
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◆ ComboMarketOrder() [2/2]
| QuantConnect.Orders.ComboMarketOrder.ComboMarketOrder | ( | Symbol | symbol, |
| decimal | quantity, | ||
| DateTime | time, | ||
| GroupOrderManager | groupOrderManager, | ||
| string | tag = "", |
||
| IOrderProperties | properties = null |
||
| ) |
New market order constructor
- Parameters
-
symbol Symbol asset we're seeking to trade quantity Quantity of the asset we're seeking to trade time Time the order was placed groupOrderManager Manager for the orders in the group tag User defined data tag for this order properties The order properties for this order
Definition at line 48 of file ComboMarketOrder.cs.
Member Function Documentation
◆ GetValueImpl()
|
protectedvirtual |
Gets the order value in units of the security's quote currency
- Parameters
-
security The security matching this order's symbol
Implements QuantConnect.Orders.Order.
Definition at line 58 of file ComboMarketOrder.cs.
◆ Clone()
|
virtual |
Creates a deep-copy clone of this order
- Returns
- A copy of this order
Implements QuantConnect.Orders.Order.
Definition at line 67 of file ComboMarketOrder.cs.
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Member Data Documentation
◆ Type
| override OrderType QuantConnect.Orders.ComboMarketOrder.Type => OrderType.ComboMarket |
Combo Market Order Type
Definition at line 30 of file ComboMarketOrder.cs.
The documentation for this class was generated from the following file:
- Common/Orders/ComboMarketOrder.cs
