/*
* 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 System;
using System.Collections.Generic;
using QuantConnect.Orders;
namespace QuantConnect.Securities
{
///
/// Represents a type capable of fetching Order instances by its QC order id or by a brokerage id
///
public interface IOrderProvider
{
///
/// Gets the current number of orders that have been processed
///
int OrdersCount { get; }
///
/// Get the order by its id
///
/// Order id to fetch
/// A clone of the order with the specified id, or null if no match is found
Order GetOrderById(int orderId);
///
/// Gets the Lean orders by its brokerage id
///
/// The brokerage id to fetch
/// The orders matching the brokerage id, or null if no match is found
List GetOrdersByBrokerageId(string brokerageId);
///
/// Gets and enumerable of matching the specified
///
/// The filter predicate used to find the required order tickets. If null is specified then all tickets are returned
/// An enumerable of matching the specified
IEnumerable GetOrderTickets(Func filter = null);
///
/// Gets and enumerable of opened matching the specified
///
/// The filter predicate used to find the required order tickets. If null is specified then all tickets are returned
/// An enumerable of opened matching the specified
IEnumerable GetOpenOrderTickets(Func filter = null);
///
/// Gets the order ticket for the specified order id. Returns null if not found
///
/// The order's id
/// The order ticket with the specified id, or null if not found
OrderTicket GetOrderTicket(int orderId);
///
/// Gets all orders matching the specified filter. Specifying null will return an enumerable
/// of all orders.
///
/// Delegate used to filter the orders
/// All orders this order provider currently holds by the specified filter
IEnumerable GetOrders(Func filter = null);
///
/// Gets open orders matching the specified filter. Specifying null will return an enumerable
/// of all open orders.
///
/// Delegate used to filter the orders
/// All filtered open orders this order provider currently holds
List GetOpenOrders(Func filter = null);
///
/// Calculates the projected holdings for the specified security based on the current open orders.
///
/// The security
///
/// The projected holdings for the specified security, which is the sum of the current holdings
/// plus the sum of the open orders quantity.
///
ProjectedHoldings GetProjectedHoldings(Security security);
}
///
/// Provides extension methods for the interface
///
public static class OrderProviderExtensions
{
///
/// Gets the order by its brokerage id
///
/// The order provider to search
/// The brokerage id to fetch
/// The first order matching the brokerage id, or null if no match is found
public static List GetOrdersByBrokerageId(this IOrderProvider orderProvider, long brokerageId)
{
return orderProvider.GetOrdersByBrokerageId(brokerageId.ToStringInvariant());
}
///
/// Gets the order by its brokerage id
///
/// The order provider to search
/// The brokerage id to fetch
/// The first order matching the brokerage id, or null if no match is found
public static List GetOrdersByBrokerageId(this IOrderProvider orderProvider, int brokerageId)
{
return orderProvider.GetOrdersByBrokerageId(brokerageId.ToStringInvariant());
}
}
}