Defines the parameters for the IFillModel method More...

Public Member Functions
	FillModelParameters (Security security, Order order, ISubscriptionDataConfigProvider configProvider, TimeSpan stalePriceTimeSpan, Dictionary< Order, Security > securitiesForOrders, Action< Order > onOrderUpdated=null)
	Creates a new instance More...

Properties
Security	Security `[get]`
	Gets the Security More...

Order	Order `[get]`
	Gets the Order More...

ISubscriptionDataConfigProvider	ConfigProvider `[get]`
	Gets the SubscriptionDataConfig provider More...

TimeSpan	StalePriceTimeSpan `[get]`
	Gets the minimum time span elapsed to consider a market fill price as stale (defaults to one hour) More...

Dictionary< Order, Security >	SecuritiesForOrders `[get]`
	Gets the collection of securities by order More...

Action< Order >	OnOrderUpdated `[get]`
	Callback to notify when an order is updated by the fill model More...

Detailed Description

Defines the parameters for the IFillModel method

Definition at line 27 of file FillModelParameters.cs.

Constructor & Destructor Documentation

◆ FillModelParameters()

QuantConnect.Orders.Fills.FillModelParameters.FillModelParameters	(	Security	security,
		Order	order,
		ISubscriptionDataConfigProvider	configProvider,
		TimeSpan	stalePriceTimeSpan,
		Dictionary< Order, Security >	securitiesForOrders,
		Action< Order >	onOrderUpdated = `null`
	)

Creates a new instance

Parameters

security	Security asset we're filling
order	Order packet to model
configProvider	The ISubscriptionDataConfigProvider to use
stalePriceTimeSpan	The minimum time span elapsed to consider a fill price as stale
securitiesForOrders	Collection of securities for each order

Definition at line 68 of file FillModelParameters.cs.

Property Documentation

◆ Security

Security QuantConnect.Orders.Fills.FillModelParameters.Security

get

Gets the Security

Definition at line 32 of file FillModelParameters.cs.

◆ Order

Order QuantConnect.Orders.Fills.FillModelParameters.Order

get

Gets the Order

Definition at line 37 of file FillModelParameters.cs.

◆ ConfigProvider

ISubscriptionDataConfigProvider QuantConnect.Orders.Fills.FillModelParameters.ConfigProvider

get

Gets the SubscriptionDataConfig provider

Definition at line 42 of file FillModelParameters.cs.

◆ StalePriceTimeSpan

TimeSpan QuantConnect.Orders.Fills.FillModelParameters.StalePriceTimeSpan

get

Gets the minimum time span elapsed to consider a market fill price as stale (defaults to one hour)

Definition at line 47 of file FillModelParameters.cs.

◆ SecuritiesForOrders

Dictionary<Order, Security> QuantConnect.Orders.Fills.FillModelParameters.SecuritiesForOrders

get

Gets the collection of securities by order

We need this so that combo limit orders can access the prices for each security to calculate the price for the fill

Definition at line 53 of file FillModelParameters.cs.

◆ OnOrderUpdated

Action<Order> QuantConnect.Orders.Fills.FillModelParameters.OnOrderUpdated

get

Callback to notify when an order is updated by the fill model

Definition at line 58 of file FillModelParameters.cs.

The documentation for this class was generated from the following file:

Common/Orders/Fills/FillModelParameters.cs

Public Member Functions

Properties