/*
* 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.
*/
namespace QuantConnect.Orders
{
///
/// Type of the order: market, limit or stop
///
public enum OrderType
{
///
/// Market Order Type (0)
///
Market,
///
/// Limit Order Type (1)
///
Limit,
///
/// Stop Market Order Type - Fill at market price when break target price (2)
///
StopMarket,
///
/// Stop limit order type - trigger fill once pass the stop price; but limit fill to limit price (3)
///
StopLimit,
///
/// Market on open type - executed on exchange open (4)
///
MarketOnOpen,
///
/// Market on close type - executed on exchange close (5)
///
MarketOnClose,
///
/// Option Exercise Order Type (6)
///
OptionExercise,
///
/// Limit if Touched Order Type - a limit order to be placed after first reaching a trigger value (7)
///
LimitIfTouched,
///
/// Combo Market Order Type - (8)
///
ComboMarket,
///
/// Combo Limit Order Type - (9)
///
ComboLimit,
///
/// Combo Leg Limit Order Type - (10)
///
ComboLegLimit,
///
/// Trailing Stop Order Type - (11)
///
TrailingStop
}
///
/// Direction of the order
///
public enum OrderDirection
{
///
/// Buy Order (0)
///
Buy,
///
/// Sell Order (1)
///
Sell,
///
/// Default Value - No Order Direction (2)
///
///
/// Unfortunately this does not have a value of zero because
/// there are backtests saved that reference the values in this order
///
Hold
}
///
/// Position of the order
///
public enum OrderPosition
{
///
/// Indicates the buy order will result in a long position, starting either from zero or an existing long position (0)
///
BuyToOpen,
///
/// Indicates the buy order is starting from an existing short position, resulting in a closed or long position (1)
///
BuyToClose,
///
/// Indicates the sell order will result in a short position, starting either from zero or an existing short position (2)
///
SellToOpen,
///
/// Indicates the sell order is starting from an existing long position, resulting in a closed or short position (3)
///
SellToClose,
}
///
/// Fill status of the order class.
///
public enum OrderStatus
{
///
/// New order pre-submission to the order processor (0)
///
New = 0,
///
/// Order submitted to the market (1)
///
Submitted = 1,
///
/// Partially filled, In Market Order (2)
///
PartiallyFilled = 2,
///
/// Completed, Filled, In Market Order (3)
///
Filled = 3,
///
/// Order cancelled before it was filled (5)
///
Canceled = 5,
///
/// No Order State Yet (6)
///
None = 6,
///
/// Order invalidated before it hit the market (e.g. insufficient capital) (7)
///
Invalid = 7,
///
/// Order waiting for confirmation of cancellation (8)
///
CancelPending = 8,
///
/// Order update submitted to the market (9)
///
UpdateSubmitted = 9
}
}