/*
* 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();
}
}
}