/*
* 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;
}
}
}