/*
* 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();
}
}
}