Lean  $LEAN_TAG$
QuantConnect.Orders.GroupOrderManager Class Reference

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...
 

Detailed Description

Manager of a group of orders

Definition at line 25 of file GroupOrderManager.cs.

Constructor & Destructor Documentation

◆ GroupOrderManager() [1/3]

QuantConnect.Orders.GroupOrderManager.GroupOrderManager ( )

Creates a new empty instance

Definition at line 87 of file GroupOrderManager.cs.

◆ GroupOrderManager() [2/3]

QuantConnect.Orders.GroupOrderManager.GroupOrderManager ( int  id,
int  legCount,
decimal  quantity,
decimal  limitPrice = 0 
)

Creates a new instance of GroupOrderManager

Parameters
idThis order group unique Id
legCountThe order leg count
quantityThe group order quantity
limitPriceThe limit price associated with this order group if any

Definition at line 98 of file GroupOrderManager.cs.

◆ GroupOrderManager() [3/3]

QuantConnect.Orders.GroupOrderManager.GroupOrderManager ( int  legCount,
decimal  quantity,
decimal  limitPrice = 0 
)

Creates a new instance of GroupOrderManager

Parameters
legCountThe order leg count
quantityThe group order quantity
limitPriceThe limit price associated with this order group if any

Definition at line 109 of file GroupOrderManager.cs.

Member Data Documentation

◆ AbsoluteQuantity

decimal QuantConnect.Orders.GroupOrderManager.AbsoluteQuantity => Math.Abs(Quantity)

Get the absolute quantity for this combo order

Definition at line 82 of file GroupOrderManager.cs.

Property Documentation

◆ Id

int QuantConnect.Orders.GroupOrderManager.Id
getset

The unique order group Id

Definition at line 31 of file GroupOrderManager.cs.

◆ Quantity

decimal QuantConnect.Orders.GroupOrderManager.Quantity
getset

The group order quantity

Definition at line 37 of file GroupOrderManager.cs.

◆ Count

int QuantConnect.Orders.GroupOrderManager.Count
get

The total order count associated with this order group

Definition at line 43 of file GroupOrderManager.cs.

◆ LimitPrice

decimal QuantConnect.Orders.GroupOrderManager.LimitPrice
getset

The limit price associated with this order group if any

Definition at line 49 of file GroupOrderManager.cs.

◆ OrderIds

HashSet<int> QuantConnect.Orders.GroupOrderManager.OrderIds
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.

◆ Direction

OrderDirection QuantConnect.Orders.GroupOrderManager.Direction
get

Order Direction Property based off Quantity.

Definition at line 63 of file GroupOrderManager.cs.


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