public OrderTrailingStop(OrderSide position, decimal quantity, decimal adjustedPrice, int lagTicks, Symbol symbol, IAggregator account = null,
OrderDuration duration = OrderDuration.Gtc, uint leverage = 1)
: base(position, quantity, symbol, account, duration, leverage)
{
LagTicks = lagTicks;
SetStrikePrice(adjustedPrice);
}
/// <summary>
/// Convert the QuantConnect order duration enum into a Tradier order duration enum
/// </summary>
/// <param name="duration">QuantConnect order duration enum</param>
/// <returns>Tradier order duration enum</returns>
private TradierOrderDuration OrderDuration(OrderDuration duration)
{
switch (duration)
{
default:
case QuantConnect.Orders.OrderDuration.GTC:
return(TradierOrderDuration.GTC);
}
}
/// <summary>
/// Order constructor:
/// </summary>
public Order(string symbol, int quantity, OrderType order, DateTime time, decimal price = 0, string tag = "")
{
this.Time = time;
this.Price = price;
this.Type = order;
this.Quantity = quantity;
this.Symbol = symbol;
this.Status = OrderStatus.None;
this.Tag = tag;
this.Duration = OrderDuration.GTC;
this.BrokerId = new List <long>();
this.ContingentId = 0;
}
/// <summary>
/// New order constructor
/// </summary>
/// <param name="symbol">Symbol asset we're seeking to trade</param>
/// <param name="quantity">Quantity of the asset we're seeking to trade</param>
/// <param name="order">Order type (market, limit or stoploss order)</param>
/// <param name="time">Time the order was placed</param>
/// <param name="price">Price the order should be filled at if a limit order</param>
/// <param name="tag">User defined data tag for this order</param>
public Order(string symbol, int quantity, OrderType order, DateTime time, decimal price = 0, string tag = "")
{
Time = time;
Price = price;
Type = order;
Quantity = quantity;
Symbol = symbol;
Status = OrderStatus.None;
Tag = tag;
Duration = OrderDuration.GTC;
BrokerId = new List <long>();
ContingentId = 0;
}
/// <summary>
/// Added a default constructor for JSON Deserialization:
/// </summary>
public Order()
{
Time = new DateTime();
Price = 0;
Type = OrderType.Market;
Quantity = 0;
Symbol = "";
Status = OrderStatus.None;
Tag = "";
SecurityType = SecurityType.Base;
Duration = OrderDuration.GTC;
BrokerId = new List <long>();
ContingentId = 0;
}
/// <summary>
/// Added a default constructor for JSON Deserialization:
/// </summary>
protected Order(OrderType type)
{
Time = new DateTime();
Price = 0;
Type = type;
Quantity = 0;
Symbol = "";
Status = OrderStatus.None;
Tag = "";
SecurityType = SecurityType.Base;
Duration = OrderDuration.GTC;
BrokerId = new List <long>();
ContingentId = 0;
}
public string ConvertToTimeInForce(OrderDuration orderDuration)
{
switch (orderDuration)
{
case OrderDuration.GTC:
return(CashDefinition.TIF_GTC);
case OrderDuration.Custom:
return(CashDefinition.TIF_DAY);
case OrderDuration.Day:
return(CashDefinition.TIF_DAY);
default:
throw new InvalidEnumArgumentException("order.OrderType", (int)orderDuration, typeof(Orders.OrderDuration));
}
}
protected OrderBase(OrderType type, OrderSide side, decimal quantity, IAggregator account, Symbol symbol,
decimal price = 0, OrderDuration duration = OrderDuration.Gtc, uint leverage = 1)
{
Account = account;
TargetSymbol = symbol;
Type = type;
ClientId = Guid.NewGuid();
OrigClientId = ClientId;
Quantity = quantity;
if (quantity < 0)
{
throw new Exception("negative quantity order");
}
Side = side;
Duration = duration;
Leverage = leverage;
Price = price;
status = DigitexWire.OrderStatus.Pending;
}
/// <summary>
/// New order constructor
/// </summary>
/// <param name="symbol">Symbol asset we're seeking to trade</param>
/// <param name="type"></param>
/// <param name="quantity">Quantity of the asset we're seeking to trade</param>
/// <param name="order">Order type (market, limit or stoploss order)</param>
/// <param name="time">Time the order was placed</param>
/// <param name="tag">User defined data tag for this order</param>
protected Order(string symbol, SecurityType type, int quantity, OrderType order, DateTime time, string tag = "")
{
Time = time;
Price = 0;
Type = order;
Quantity = quantity;
Symbol = symbol;
Status = OrderStatus.None;
Tag = tag;
SecurityType = type;
Duration = OrderDuration.GTC;
BrokerId = new List<long>();
ContingentId = 0;
}
Order exit(string s, OrderDetails stop, OrderDuration duration)
{
return(placeOrder(system.position().exit(s, stop, duration)));
}
Order scaleUp(string description, OrderDetails details, OrderDuration duration)
{
return(placeOrder(system.position().scaleUp(description, details, 1, duration)));
}
Order buy(string description, OrderDetails details, OrderDuration duration)
{
return(placeOrder(SYMBOL.buy(description, details, 1, duration)));
}
public OrderLimit(OrderSide side, decimal quantity, decimal price, Symbol symbol, IAggregator account = null, OrderDuration duration = OrderDuration.Gtc, uint leverage = 1)
: base(OrderType.Limit, side, quantity, account, symbol, price, duration, leverage)
{
}
/// <summary>
/// New order constructor
/// </summary>
/// <param name="symbol">Symbol asset we're seeking to trade</param>
/// <param name="type">Type of the security order</param>
/// <param name="quantity">Quantity of the asset we're seeking to trade</param>
/// <param name="order">Order type (market, limit or stoploss order)</param>
/// <param name="time">Time the order was placed</param>
/// <param name="price">Price the order should be filled at if a limit order</param>
/// <param name="tag">User defined data tag for this order</param>
public Order(string symbol, int quantity, OrderType order, DateTime time, decimal price = 0, string tag = "", SecurityType type = SecurityType.Base)
{
Time = time;
Price = price;
Type = order;
Quantity = quantity;
Symbol = symbol;
Status = OrderStatus.None;
Tag = tag;
SecurityType = type;
Duration = OrderDuration.GTC;
BrokerId = new List<long>();
ContingentId = 0;
}
protected List <Order> sell(string description, OrderDetails detailsLeft, OrderDetails detailsRight, long size, OrderDuration duration)
{
var result = pair().sell(description, detailsLeft, detailsRight, size, duration);
Objects.each(result, order => order.placed());
return(result);
}
/// <summary>
/// Added a default constructor for JSON Deserialization:
/// </summary>
protected Order(OrderType type)
{
Time = new DateTime();
Price = 0;
Type = type;
Quantity = 0;
Symbol = "";
Status = OrderStatus.None;
Tag = "";
SecurityType = SecurityType.Base;
Duration = OrderDuration.GTC;
BrokerId = new List<long>();
ContingentId = 0;
}
public OrderMarket(OrderSide position, decimal quantity, Symbol symbol, IAggregator account = null, OrderDuration duration = OrderDuration.Gtc, uint leverage = 1)
: base(OrderType.Market, position, quantity, account, symbol, duration: duration, leverage: leverage)
{
}
/// <summary>
/// Order constructor:
/// </summary>
public Order(string symbol, int quantity, OrderType order, DateTime time, decimal price = 0, string tag = "")
{
this.Time = time;
this.Price = price;
this.Type = order;
this.Quantity = quantity;
this.Symbol = symbol;
this.Status = OrderStatus.None;
this.Tag = tag;
this.Duration = OrderDuration.GTC;
this.BrokerId = new List<long>();
this.ContingentId = 0;
}
/// <summary>
/// Added a default constructor for JSON Deserialization:
/// </summary>
public Order()
{
Time = new DateTime();
Price = 0;
Type = OrderType.Market;
Quantity = 0;
Symbol = "";
Status = OrderStatus.None;
Tag = "";
SecurityType = SecurityType.Base;
Duration = OrderDuration.GTC;
BrokerId = new List<long>();
ContingentId = 0;
}
protected Order sell(string description, OrderDetails details, long size, OrderDuration duration)
{
return(symbol().sell(description, details, size, duration).placed());
}
