/* * 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.Interfaces; namespace QuantConnect.Commands { /// /// Represents a command to cancel a specific order by id /// public class CancelOrderCommand : BaseCommand { /// /// Gets or sets the order id to be cancelled /// public int OrderId { get; set; } /// /// Runs this command against the specified algorithm instance /// /// The algorithm to run this command against public override CommandResultPacket Run(IAlgorithm algorithm) { var ticket = algorithm.Transactions.CancelOrder(OrderId); return ticket.CancelRequest != null && ticket.Status != Orders.OrderStatus.Invalid ? new Result(this, true, ticket.QuantityFilled) : new Result(this, false, ticket.QuantityFilled); } /// /// Result packet type for the command /// public class Result : CommandResultPacket { /// /// Gets or sets the quantity filled on the cancelled order /// public decimal QuantityFilled { get; set; } /// /// Initializes a new instance of the class /// public Result(ICommand command, bool success, decimal quantityFilled) : base(command, success) { QuantityFilled = quantityFilled; } } } }