/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using QuantConnect.Orders; using System; namespace QuantConnect.Brokerages.CrossZero { /// /// Represents a first request to cross zero order. /// public class CrossZeroFirstOrderRequest { /// /// Gets the original lean order. /// public Order LeanOrder { get; } /// /// Gets the type of the order. /// public OrderType OrderType { get; } /// /// Gets the quantity of the order. /// public decimal OrderQuantity { get; } /// /// Gets the absolute quantity of the order. /// public decimal AbsoluteOrderQuantity => Math.Abs(OrderQuantity); /// /// Gets the current holding quantity of the order's symbol. /// public decimal OrderQuantityHolding { get; } /// /// Gets the position of the order. /// /// /// The position of the order, which depends on the . /// public OrderPosition OrderPosition { get; } /// /// Initializes a new instance of the struct. /// /// The lean order. /// The type of the order. /// The quantity of the order. /// The current holding quantity of the order's symbol. /// The position of the order, which depends on the . public CrossZeroFirstOrderRequest(Order leanOrder, OrderType orderType, decimal orderQuantity, decimal orderQuantityHolding, OrderPosition orderPosition) { LeanOrder = leanOrder; OrderType = orderType; OrderQuantity = orderQuantity; OrderPosition = orderPosition; OrderQuantityHolding = orderQuantityHolding; } } }