/* * 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; namespace QuantConnect.Orders { /// /// The purpose of this class is to store time and price information /// available at the time an order was submitted. /// public class OrderSubmissionData { /// /// The bid price at order submission time /// [JsonProperty(PropertyName = "bidPrice")] public decimal BidPrice { get; } /// /// The ask price at order submission time /// [JsonProperty(PropertyName = "askPrice")] public decimal AskPrice { get; } /// /// The current price at order submission time /// [JsonProperty(PropertyName = "lastPrice")] public decimal LastPrice { get; } /// /// Initializes a new instance of the class /// /// This method is currently only used for testing. public OrderSubmissionData(decimal bidPrice, decimal askPrice, decimal lastPrice) { BidPrice = bidPrice; AskPrice = askPrice; LastPrice = lastPrice; } /// /// Return a new instance clone of this object /// public OrderSubmissionData Clone() { return (OrderSubmissionData)MemberwiseClone(); } } }