Stefano Raggi
7a76b07174
- removed TimeInForceType enum - updated comments in InteractiveBrokersBrokerage.ParseExpiryDateTime - removed equality methods and operators from TimeInForce class - fixed TimeInForce JSON serialization/deserialization with custom converter
130 lines
3.3 KiB
C#
130 lines
3.3 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace QuantConnect.Orders
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{
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/// <summary>
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/// Type of the order: market, limit or stop
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/// </summary>
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public enum OrderType
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{
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/// <summary>
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/// Market Order Type
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/// </summary>
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Market,
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/// <summary>
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/// Limit Order Type
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/// </summary>
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Limit,
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/// <summary>
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/// Stop Market Order Type - Fill at market price when break target price
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/// </summary>
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StopMarket,
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/// <summary>
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/// Stop limit order type - trigger fill once pass the stop price; but limit fill to limit price.
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/// </summary>
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StopLimit,
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/// <summary>
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/// Market on open type - executed on exchange open
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/// </summary>
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MarketOnOpen,
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/// <summary>
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/// Market on close type - executed on exchange close
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/// </summary>
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MarketOnClose,
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/// <summary>
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/// Option Exercise Order Type
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/// </summary>
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OptionExercise
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}
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/// <summary>
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/// Direction of the order
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/// </summary>
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public enum OrderDirection
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{
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/// <summary>
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/// Buy Order
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/// </summary>
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Buy,
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/// <summary>
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/// Sell Order
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/// </summary>
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Sell,
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/// <summary>
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/// Default Value - No Order Direction
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/// </summary>
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/// <remarks>
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/// Unfortunately this does not have a value of zero because
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/// there are backtests saved that reference the values in this order
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/// </remarks>
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Hold
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}
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/// <summary>
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/// Fill status of the order class.
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/// </summary>
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public enum OrderStatus
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{
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/// <summary>
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/// New order pre-submission to the order processor.
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/// </summary>
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New = 0,
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/// <summary>
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/// Order submitted to the market
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/// </summary>
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Submitted = 1,
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/// <summary>
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/// Partially filled, In Market Order.
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/// </summary>
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PartiallyFilled = 2,
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/// <summary>
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/// Completed, Filled, In Market Order.
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/// </summary>
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Filled = 3,
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/// <summary>
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/// Order cancelled before it was filled
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/// </summary>
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Canceled = 5,
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/// <summary>
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/// No Order State Yet
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/// </summary>
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None = 6,
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/// <summary>
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/// Order invalidated before it hit the market (e.g. insufficient capital)..
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/// </summary>
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Invalid = 7,
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/// <summary>
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/// Order waiting for confirmation of cancellation
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/// </summary>
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CancelPending = 8
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}
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}
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