ComboLegLimitFill(Order order, FillModelParameters parameters) | QuantConnect.Orders.Fills.FillModel | virtual |
ComboLimitFill(Order order, FillModelParameters parameters) | QuantConnect.Orders.Fills.FillModel | virtual |
ComboMarketFill(Order order, FillModelParameters parameters) | QuantConnect.Orders.Fills.FillModel | virtual |
Fill(FillModelParameters parameters) | QuantConnect.Orders.Fills.FillModel | virtual |
GetPrices(Security asset, OrderDirection direction) | QuantConnect.Orders.Fills.LatestPriceFillModel | protectedvirtual |
GetPricesCheckingPythonWrapper(Security asset, OrderDirection direction) | QuantConnect.Orders.Fills.FillModel | protectedvirtual |
GetSubscribedTypes(Security asset) | QuantConnect.Orders.Fills.FillModel | protectedvirtual |
IsExchangeOpen(Security asset, bool isExtendedMarketHours) | QuantConnect.Orders.Fills.FillModel | protectedvirtual |
LimitFill(Security asset, LimitOrder order) | QuantConnect.Orders.Fills.FillModel | virtual |
LimitIfTouchedFill(Security asset, LimitIfTouchedOrder order) | QuantConnect.Orders.Fills.FillModel | virtual |
MarketFill(Security asset, MarketOrder order) | QuantConnect.Orders.Fills.FillModel | virtual |
MarketOnCloseFill(Security asset, MarketOnCloseOrder order) | QuantConnect.Orders.Fills.FillModel | virtual |
MarketOnOpenFill(Security asset, MarketOnOpenOrder order) | QuantConnect.Orders.Fills.FillModel | virtual |
Parameters | QuantConnect.Orders.Fills.FillModel | protected |
PythonWrapper | QuantConnect.Orders.Fills.FillModel | protected |
SetPythonWrapper(FillModelPythonWrapper pythonWrapper) | QuantConnect.Orders.Fills.FillModel | |
StopLimitFill(Security asset, StopLimitOrder order) | QuantConnect.Orders.Fills.FillModel | virtual |
StopMarketFill(Security asset, StopMarketOrder order) | QuantConnect.Orders.Fills.FillModel | virtual |
TrailingStopFill(Security asset, TrailingStopOrder order) | QuantConnect.Orders.Fills.FillModel | virtual |