/* * 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); } } }