Lean
$LEAN_TAG$
|
Manager of a group of orders More...
Public Member Functions | |
GroupOrderManager () | |
Creates a new empty instance More... | |
GroupOrderManager (int id, int legCount, decimal quantity, decimal limitPrice=0) | |
Creates a new instance of GroupOrderManager More... | |
GroupOrderManager (int legCount, decimal quantity, decimal limitPrice=0) | |
Creates a new instance of GroupOrderManager More... | |
Public Attributes | |
decimal | AbsoluteQuantity => Math.Abs(Quantity) |
Get the absolute quantity for this combo order More... | |
Properties | |
int | Id [get, set] |
The unique order group Id More... | |
decimal | Quantity [get, set] |
The group order quantity More... | |
int | Count [get] |
The total order count associated with this order group More... | |
decimal | LimitPrice [get, set] |
The limit price associated with this order group if any More... | |
HashSet< int > | OrderIds [get] |
The order Ids in this group More... | |
OrderDirection | Direction [get] |
Order Direction Property based off Quantity. More... | |
Manager of a group of orders
Definition at line 25 of file GroupOrderManager.cs.
QuantConnect.Orders.GroupOrderManager.GroupOrderManager | ( | ) |
Creates a new empty instance
Definition at line 87 of file GroupOrderManager.cs.
QuantConnect.Orders.GroupOrderManager.GroupOrderManager | ( | int | id, |
int | legCount, | ||
decimal | quantity, | ||
decimal | limitPrice = 0 |
||
) |
Creates a new instance of GroupOrderManager
id | This order group unique Id |
legCount | The order leg count |
quantity | The group order quantity |
limitPrice | The limit price associated with this order group if any |
Definition at line 98 of file GroupOrderManager.cs.
QuantConnect.Orders.GroupOrderManager.GroupOrderManager | ( | int | legCount, |
decimal | quantity, | ||
decimal | limitPrice = 0 |
||
) |
Creates a new instance of GroupOrderManager
legCount | The order leg count |
quantity | The group order quantity |
limitPrice | The limit price associated with this order group if any |
Definition at line 109 of file GroupOrderManager.cs.
decimal QuantConnect.Orders.GroupOrderManager.AbsoluteQuantity => Math.Abs(Quantity) |
Get the absolute quantity for this combo order
Definition at line 82 of file GroupOrderManager.cs.
|
getset |
The unique order group Id
Definition at line 31 of file GroupOrderManager.cs.
|
getset |
The group order quantity
Definition at line 37 of file GroupOrderManager.cs.
|
get |
The total order count associated with this order group
Definition at line 43 of file GroupOrderManager.cs.
|
getset |
The limit price associated with this order group if any
Definition at line 49 of file GroupOrderManager.cs.
|
get |
The order Ids in this group
In live trading we process orders in a dedicated thread so we need to be thread safe
Definition at line 56 of file GroupOrderManager.cs.
|
get |
Order Direction Property based off Quantity.
Definition at line 63 of file GroupOrderManager.cs.