5 Commits

Author SHA1 Message Date
Roman Yavnikov adfad475cc Feature:TradeStationBrokerage: support ComboMarket && ComboLimit (#8290)
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* refactor: adding OrderId in GroupOrderManger

* feat: new support of OrderTypes in TradeStationBrokerageModel
feat: unSupported OrderTypes in CanUpdateOrder's TradeStationBrokerageModel

* feat: AllOrNone property in TradeStationOrderProperties

* feat: unsupported SubmitCrossZero of Combo Order in TSBrokerageModel

* test:feat: submit / update CrossZero Combo Orders

* feat: new Message Brokerage error message
refactor: use new Message in TradeStationBrokerageModel

* feat: setter of Id in GroupOrderManager

* feat: new constructor of GroupOrderManager

* feat: develop GroupOrderCacheManager service

* fix: groupOrderManger.Id in OrderProvider

* fix: incrementOrderGroupOrderManagerID in BrokerageTransactionHandler
feat: add _groupOrderManagerId in OrderProvider

* remove: extra semicolon

* refactor: prevent increment GroupOrderID

* feat: add new Exchanges

* feat: Try Get Group Combo Orders extension

* refactor: ComboORderType in TSBrokerageModel

* remove: implementing of prop ID in GroupOrderManager

* refactor: UnsupportedCrossZeroByOrderType message

* fix: warning of UnsupportedCrossZeroByOrderType

* fix: several exchanges code based on tradier docs
https://documentation.tradier.com/brokerage-api/reference/exchanges

* feat: add missed Exchange in Global class

* refactor: possible update LimitPrice in TSBrokerageModel
test:feat: validate upddate LimitPrice of ComboLimit Order

* refactor: GroupOrderCacheManager
remove: TryGetGroupCachedOrders from extension

* refactor: exchange SPHR to MIAX_SAPPHIRE

* remove: Exchange BYX cuz It is BATS_Y

* refactor: change position of Exchange C2

* refactor: change constructor's access modifier in class Exchange
2024-09-06 10:31:14 -03:00
Ricardo Andrés Marino Rojas cce8945fe8 Api Clean up, Documentation and Standarization part two (#7964)
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* Add improvements

* Add improvments and unit tests

* Add XML comments

* Nit changes

* Add unit tests for OrderJsonConverter

* Improve unit tests

* Address requested changes

* Fix bugs

* Fix bugs

* Fix bugs and self-review

* Fix bugs

* Address requested changes

* Fix unit test bug

* Fix bugs

* Improve unit tests

* Solve bugs
2024-04-26 13:17:34 -03:00
Jhonathan Abreu b75ed58411 Fix combo order quantity update (#7651)
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* Fix combo order quantity update

* Minor changes

* Fix unit tests

* Cleanup
2024-01-03 11:11:23 -04:00
Martin-Molinero 11cc062628 Combo limit orders price calculation (#6858)
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* Fix limit price calculation for combo limit orders fills

* Update regression algorithms

* Address reviews

* Fix thread race condition

Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2023-01-13 18:02:25 -03:00
Jhonathan Abreu b54281b262 Combo orders (#6813)
* Feature combo orders

- Add support for combo orders

* Make fill model wait for all grouped orders to emit fills

* Add ComboFill to model multiple fills for combo orders

* Fill combo limit orders

Add some regression algorithms

* Add fill implementation for combo leg limit orders

* Add IFill as common interface for Fill and ComboFill

* Refactor combo orders removing IGroupOrder interface

Move the group order manager to the base Order class

* Update algorithms

* Handle combo order events atomically

* Refactor brokerage transaction event handler

* Refactor combo fill models

* Process fills in batch

* Combo orders fill model tests

* Combo leg limit orders algorithm

* Regression algorithms cleanup

* Fill and combo fill classes cleanup

* Housekeeping

* Refactor equity fill model to derive from base fill model

* Address review changes request

* Handling the new types of orders in the OrderJsonConverter

* Add regression algorithm to test combo orders update/cancel

* Add regression algorithm to test combo orders update/cancel

* Housekeeping

* Address review changes request

* Minor changes

* Security transaction handler method for setting order request id

* Extend public interface for placing combo orders

* Combo order tickets demo algorithm python version

* Tweaks and updates

* Minor fixes

* Minor changes

* Minor fixes

* Address reviews minor fixes

* Minor fixes

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2023-01-06 17:58:43 -03:00