Commit Graph

2 Commits

Author SHA1 Message Date
snugs e79e03e28b Check for Filled or PartiallyFilled for order value
When computing order.GetValue(marketPrice) sometimes we want to use the order.Price and other
times we want to use security.Price, we want to use order.Price if the order's status is either
Filled or PartiallyFilled
2015-07-09 20:13:15 -04:00
snugs 704bfc2298 Adds new order ticket system
QCAlgorithm order functions now return an OrderTicket

OrderTicket can be used to directly update or cancel an order

Placing an order now submits an OrderRequest which is processed by the ITransactionHandler
2015-07-08 23:40:28 -04:00