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quantconnect--lean/Common/Orders
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Martin-Molinero 575f17c6ec
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Order command improvements (#6584) 
- Create SubmitOrderRequest method in algorithm API to reduce
  duplication of code and responsability.
- Add order command tests for different failure and success cases
- Fix null reference exception in equity fill model, when there is no
  data for an asset.
2022-08-25 15:53:11 -03:00
..
Fees
Fix IB futures commission fees (#6557)
2022-08-18 18:35:49 -03:00
Fills
Order command improvements (#6584)
2022-08-25 15:53:11 -03:00
OptionExercise
Refactor OptionExerciseOrder.Quantity to be consistent with other Order types (#4796)
2020-10-08 20:05:20 -03:00
Serialization
Changes Protection Level of Constructor of Serialized Order Classes (#5366)
2021-03-08 17:03:09 -08:00
Slippage
Reinstate slippage
2020-05-18 15:50:12 -07:00
TimeInForces
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
AtreyuOrderProperties.cs
Remove Atreyu order exchange destination (#6232)
2022-03-04 15:22:29 -03:00
BinanceOrderProperties.cs
Binance Brokerage implementation (#4688)
2020-09-28 15:57:10 -03:00
BitfinexOrderProperties.cs
Manage orders
2018-08-27 21:59:15 +03:00
CancelOrderRequest.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
FTXOrderProperties.cs
FTX brokerage essentials (#5963)
2021-10-08 19:16:38 -03:00
GDAXOrderProperties.cs
Add base OrderProperties class
2018-04-30 15:39:30 +02:00
IndiaOrderProperties.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
InteractiveBrokersOrderProperties.cs
Add OutsideRth property to InteractiveBrokersOrderProperties (#5360)
2021-03-08 20:15:25 -03:00
KrakenOrderProperties.cs
Feature kraken brokerage setup (#5896)
2021-09-08 12:49:13 -03:00
LimitIfTouchedOrder.cs
Feature 5162 - LimitIfTouched Orders (#5164)
2021-02-15 10:29:51 -03:00
LimitOrder.cs
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -03:00
MarketOnCloseOrder.cs
Configurable MarketOnCloseOrder Buffer (#5516)
2021-05-03 18:08:27 -03:00
MarketOnOpenOrder.cs
Refactor OrderProperties class to IOrderProperties interface
2017-10-26 18:22:11 +02:00
MarketOrder.cs
Refactor changes required for brokerages extraction (#6279)
2022-04-04 17:01:36 -03:00
OptionExerciseOrder.cs
Refactor OrderProperties class to IOrderProperties interface
2017-10-26 18:22:11 +02:00
Order.cs
Crypto base currency fees handled correctly (#6166)
2022-01-28 13:02:58 -03:00
OrderError.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
OrderEvent.cs
Alpha holdings state (#5770)
2021-08-19 13:56:18 -03:00
OrderExtensions.cs
Check for Filled or PartiallyFilled for order value
2015-07-09 20:13:15 -04:00
OrderField.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
OrderJsonConverter.cs
Add ReadBacktestOrders() and ReadLiveOrders() methods (#6329)
2022-07-14 16:02:58 -03:00
OrderProperties.cs
Add basic template Atreyu algorithm (#5872)
2021-08-23 18:24:44 -03:00
OrderRequest.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
OrderRequestStatus.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
OrderRequestType.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
OrderResponse.cs
BrokerageTransactionHandler - handle OrderStatus.New in order update/cancel (#5867)
2021-08-19 12:01:38 -03:00
OrderResponseErrorCode.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
OrderSizing.cs
Alpha Streams Improvements. Python Imports (#5874)
2021-08-24 11:15:48 -03:00
OrdersResponseWrapper.cs
Add ReadBacktestOrders() and ReadLiveOrders() methods (#6329)
2022-07-14 16:02:58 -03:00
OrderSubmissionData.cs
Fix SecurityCache OHLC data type
2020-04-08 19:31:37 -03:00
OrderTicket.cs
Order command improvements (#6584)
2022-08-25 15:53:11 -03:00
OrderTypes.cs
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
StopLimitOrder.cs
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -03:00
StopMarketOrder.cs
Include Order.Tag/OrderEvent.Message in their ToString, Fix default tag values (#4797)
2020-10-08 21:54:54 -03:00
SubmitOrderRequest.cs
Feature 5162 - LimitIfTouched Orders (#5164)
2021-02-15 10:29:51 -03:00
TimeInForce.cs
Minor refactor
2018-05-30 18:25:52 +02:00
TimeInForceJsonConverter.cs
Add ReadBacktestOrders() and ReadLiveOrders() methods (#6329)
2022-07-14 16:02:58 -03:00
UpdateOrderFields.cs
Feature 5162 - LimitIfTouched Orders (#5164)
2021-02-15 10:29:51 -03:00
UpdateOrderRequest.cs
Feature 5162 - LimitIfTouched Orders (#5164)
2021-02-15 10:29:51 -03:00