/*
* 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 System;
using QuantConnect.Interfaces;
namespace QuantConnect.Brokerages
{
///
/// Event arguments class for the event
///
public sealed class OptionNotificationEventArgs : EventArgs
{
///
/// Gets the option symbol which has received a notification
///
public Symbol Symbol { get; }
///
/// Gets the new option position (positive for long, zero for flat, negative for short)
///
public decimal Position { get; }
///
/// The tag that will be used in the order
///
public string Tag { get; }
///
/// Initializes a new instance of the class
///
/// The symbol
/// The new option position
public OptionNotificationEventArgs(Symbol symbol, decimal position)
{
Symbol = symbol;
Position = position;
}
///
/// Initializes a new instance of the class
///
/// The symbol
/// The new option position
/// The tag to be used for the order
public OptionNotificationEventArgs(Symbol symbol, decimal position, string tag)
: this(symbol, position)
{
Tag = tag;
}
///
/// Returns the string representation of this event
///
public override string ToString()
{
var str = $"{Symbol} position: {Position}";
if (!string.IsNullOrEmpty(Tag))
{
str += $", tag: {Tag}";
}
return str;
}
}
}