/*
* 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;
}
}
}
}