/* * 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 Newtonsoft.Json; using QuantConnect.Interfaces; namespace QuantConnect.Orders { /// /// Contains additional properties and settings for an order /// public class OrderProperties : IOrderProperties { /// /// Defines the length of time over which an order will continue working before it is cancelled /// public TimeInForce TimeInForce { get; set; } /// /// Defines the exchange name for a particular market /// [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)] public Exchange Exchange { get; set; } /// /// Initializes a new instance of the class /// public OrderProperties() { TimeInForce = TimeInForce.GoodTilCanceled; } /// /// Initializes a new instance of the class, with exchange param ///Exchange name for market /// public OrderProperties(Exchange exchange) : this() { Exchange = exchange; } /// /// Returns a new instance clone of this object /// public virtual IOrderProperties Clone() { return (OrderProperties)MemberwiseClone(); } } }