Commit Graph

4 Commits

Author SHA1 Message Date
Stefano Raggi 4a12c28823 More decimal quantity fixes
- Reverted some changes to algorithms
- Changed UpdateOrderCommand.Quantity from int to decimal
- Fixed DefaultMarginCallModel for decimals and LotSize
2017-06-22 20:45:57 +02:00
jameschch@outlook.com 7763efdc83 Changes related to #330 order quantity decimalized 2016-06-24 11:28:21 +01:00
snugs 6bc9c5a7fb Fixes bug related to new time zone feature
RealTimeSynchronizedTimer now triggers based on UTC time
LiveTradingDataFeed used UTC time to add to bridge
Renamed Security.Time to Security.LocalTime to be explicit
Renamed SecurityExchange.Time to SecurityExchange.LocalTime to be explicit
2015-07-09 16:14:19 -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