/*
* 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;
using QuantConnect.Orders;
namespace QuantConnect.Commands
{
///
/// Represents a command to update an order by id
///
public class UpdateOrderCommand : BaseCommand
{
///
/// Gets or sets the id of the order to update
///
public int OrderId { get; set; }
///
/// Gets or sets the new quantity, specify null to not update the quantity
///
public decimal? Quantity { get; set; }
///
/// Gets or sets the new limit price, specify null to not update the limit price.
/// This will only be used if the order has a limit price (Limit/StopLimit orders)
///
public decimal? LimitPrice { get; set; }
///
/// Gets or sets the new stop price, specify null to not update the stop price.
/// This will onky be used if the order has a stop price (StopLimit/StopMarket orders)
///
public decimal? StopPrice { get; set; }
///
/// Gets or sets the new tag for the order, specify null to not update the tag
///
public string Tag { 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.UpdateOrder(new UpdateOrderRequest(algorithm.UtcTime, OrderId, new UpdateOrderFields
{
Quantity = Quantity,
LimitPrice = LimitPrice,
StopPrice = StopPrice,
Tag = Tag
}));
var response = ticket.GetMostRecentOrderResponse();
return new CommandResultPacket(this, response.IsSuccess);
}
}
}