/// <summary>
/// Get the open orders from a brokerage. Adds <see cref="Orders.Order"/> and <see cref="Orders.OrderTicket"/> to the transaction handler
/// </summary>
/// <param name="algorithm">Algorithm instance</param>
/// <param name="resultHandler">The configured result handler</param>
/// <param name="transactionHandler">The configurated transaction handler</param>
/// <param name="brokerage">Brokerage output instance</param>
/// <param name="supportedSecurityTypes">The list of supported security types</param>
/// <param name="minResolution">The resolution for the security to add, if required</param>
protected void GetOpenOrders(IAlgorithm algorithm, IResultHandler resultHandler, ITransactionHandler transactionHandler, IBrokerage brokerage,
HashSet <SecurityType> supportedSecurityTypes, Resolution minResolution)
{
// populate the algorithm with the account's outstanding orders
var openOrders = brokerage.GetOpenOrders();
// add options first to ensure raw data normalization mode is set on the equity underlyings
foreach (var order in openOrders.OrderByDescending(x => x.SecurityType))
{
// be sure to assign order IDs such that we increment from the SecurityTransactionManager to avoid ID collisions
Log.Trace("BrokerageSetupHandler.Setup(): Has open order: " + order.Symbol.Value + " - " + order.Quantity);
resultHandler.DebugMessage($"BrokerageSetupHandler.Setup(): Open order detected. Creating order tickets for open order {order.Symbol.Value} with quantity {order.Quantity}. Beware that this order ticket may not accurately reflect the quantity of the order if the open order is partially filled.");
order.Id = algorithm.Transactions.GetIncrementOrderId();
transactionHandler.AddOpenOrder(order, order.ToOrderTicket(algorithm.Transactions));
// verify existing holding security type
if (!supportedSecurityTypes.Contains(order.SecurityType))
{
Log.Error("BrokerageSetupHandler.Setup(): Unsupported security type: " + order.SecurityType + "-" + order.Symbol.Value);
AddInitializationError("Found unsupported security type in existing brokerage open orders: " + order.SecurityType + ". " +
"QuantConnect currently supports the following security types: " + string.Join(",", supportedSecurityTypes));
// keep aggregating these errors
continue;
}
AddUnrequestedSecurity(algorithm, order.Symbol, minResolution);
}
}
/// <summary>
/// Get the open orders from a brokerage. Adds <see cref="Orders.Order"/> and <see cref="Orders.OrderTicket"/> to the transaction handler
/// </summary>
/// <param name="algorithm">Algorithm instance</param>
/// <param name="resultHandler">The configured result handler</param>
/// <param name="transactionHandler">The configurated transaction handler</param>
/// <param name="brokerage">Brokerage output instance</param>
protected void GetOpenOrders(IAlgorithm algorithm, IResultHandler resultHandler, ITransactionHandler transactionHandler, IBrokerage brokerage)
{
// populate the algorithm with the account's outstanding orders resultHandler
var openOrders = brokerage.GetOpenOrders();
foreach (var order in openOrders)
{
// be sure to assign order IDs such that we increment from the SecurityTransactionManager to avoid ID collisions
Log.Trace("BrokerageSetupHandler.Setup(): Has open order: " + order.Symbol.Value + " - " + order.Quantity);
resultHandler.DebugMessage($"BrokerageSetupHandler.Setup(): Open order detected. Creating order tickets for open order {order.Symbol.Value} with quantity {order.Quantity}. Beware that this order ticket may not accurately reflect the quantity of the order if the open order is partially filled.");
order.Id = algorithm.Transactions.GetIncrementOrderId();
transactionHandler.AddOpenOrder(order);
}
}