/* * 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; using QuantConnect.Securities; namespace QuantConnect.Orders { /// /// Market on Open order type, submits a market order when the exchange opens /// public class MarketOnOpenOrder : Order { /// /// MarketOnOpen Order Type /// public override OrderType Type { get { return OrderType.MarketOnOpen; } } /// /// Intiializes a new instance of the class. /// public MarketOnOpenOrder() { } /// /// Intiializes a new instance of the class. /// /// The security's symbol being ordered /// The number of units to order /// The current time /// A user defined tag for the order /// The order properties for this order public MarketOnOpenOrder(Symbol symbol, decimal quantity, DateTime time, string tag = "", IOrderProperties properties = null) : base(symbol, quantity, time, tag, properties) { } /// /// Gets the order value in units of the security's quote currency /// /// The security matching this order's symbol protected override decimal GetValueImpl(Security security) { return Quantity*security.Price; } /// /// Creates a deep-copy clone of this order /// /// A copy of this order public override Order Clone() { var order = new MarketOnOpenOrder(); CopyTo(order); return order; } } }