Jhonathan Abreu 314a334e88 Price adjustment mode Order property (#7582) ...

* Add new Order.PriceAdjustmentMode property

* Minor fix and unit test

* Minor fix and regression algorithms' stats update

* Unit test fixes

* Minor fix

* Set order price adjustment mode to raw always for live trading

2023-11-17 16:09:03 -04:00

..

Fees

Shortable modeling improvements (#7579)

2023-11-16 16:25:56 -03:00

Fills

Add support for Fill models with COMBO orders in Python (#7446)

2023-08-29 10:06:32 -03:00

OptionExercise

Implement OptionExerciseModelPythonWrapper.cs (#7193)

2023-04-18 16:54:53 -03:00

Serialization

Price adjustment mode Order property (#7582)

2023-11-17 16:09:03 -04:00

Slippage

Add null slippage model (#7580)

2023-11-16 16:03:37 -03:00

TimeInForces

Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)

2021-03-12 20:46:23 -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

BrokerageOrderIdChangedEvent.cs

Add OnOrderIdChangedEvent (#6816)

2022-12-21 20:53:39 -03:00

BybitOrderProperties.cs

Add Bybit integration (#7442)

2023-09-18 11:08:40 -03:00

CancelOrderRequest.cs

User-facing messages organization (first phase) (#6912)

2023-01-26 16:14:57 -08:00

ComboLegLimitOrder.cs

Fix combo order direction determination (#7066)

2023-03-21 12:26:50 -03:00

ComboLimitOrder.cs

Fix combo order direction determination (#7066)

2023-03-21 12:26:50 -03:00

ComboMarketOrder.cs

Fix combo order direction determination (#7066)

2023-03-21 12:26:50 -03:00

EzeOrderProperties.cs

Eze: remove extra internal accessors (#7561)

2023-11-10 13:55:00 -03:00

FixOrderProperites.cs

Add Notes field in FixOrderProperties (#7491)

2023-09-26 11:27:03 -03:00

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

GroupOrderExtensions.cs

Fix combo order direction determination (#7066)

2023-03-21 12:26:50 -03:00

GroupOrderManager.cs

Combo limit orders price calculation (#6858)

2023-01-13 18:02:25 -03:00

IndiaOrderProperties.cs

Update enum values in comments (#6460)

2022-07-05 10:29:28 -03:00

InteractiveBrokersOrderProperties.cs

Combo orders (#6813)

2023-01-06 17:58:43 -03:00

KrakenOrderProperties.cs

Fix potential bug in KrakenOrderProperties (#7248)

2023-05-15 19:19:31 -03:00

Leg.cs

Add Leg.Create method (#6842)

2023-01-09 14:20:32 -03:00

LimitIfTouchedOrder.cs

User-facing messages organization (first phase) (#6912)

2023-01-26 16:14:57 -08:00

LimitOrder.cs

User-facing messages organization (first phase) (#6912)

2023-01-26 16:14:57 -08:00

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

OTM option excerise orders improvements (#6767)

2022-12-06 14:30:40 -03:00

Order.cs

Price adjustment mode Order property (#7582)

2023-11-17 16:09:03 -04:00

OrderError.cs

Update enum values in comments (#6460)

2022-07-05 10:29:28 -03:00

OrderEvent.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

OrderExtensions.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

OrderField.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

OrderJsonConverter.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

OrderProperties.cs

Add basic template Atreyu algorithm (#5872)

2021-08-23 18:24:44 -03:00

OrderRequest.cs

User-facing messages organization (first phase) (#6912)

2023-01-26 16:14:57 -08:00

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

User-facing messages organization (first phase) (#6912)

2023-01-26 16:14:57 -08:00

OrderResponseErrorCode.cs

Invalidate option orders during a stock split (#7550)

2023-11-01 17:07:04 -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

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

OrderTypes.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

OrderUpdateEvent.cs

Fix updating StopLimitOrder.StopTriggered flag globally (#7407)

2023-08-08 16:37:47 -03:00

RBIOrderProperties.cs

RBI brokerage setup (#7216)

2023-04-27 10:03:04 -03:00

StopLimitOrder.cs

Fix updating StopLimitOrder.StopTriggered flag globally (#7407)

2023-08-08 16:37:47 -03:00

StopMarketOrder.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

SubmitOrderRequest.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

TDAmeritradeOrderProperties.cs

Feature tdameritrade brokerage setup (#6791)

2022-12-12 18:14:21 -03:00

TerminalLinkOrderProperties.cs

New Terminal Link order properties (#7499)

2023-10-04 18:16:39 -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

TradingTechnologiesOrderProperties.cs

Feature trading technologies order properties (#7465)

2023-09-15 12:50:47 -03:00

TrailingStopOrder.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

UpdateOrderFields.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

UpdateOrderRequest.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

WolverineOrderProperties.cs

Add exchange post fix for wolverine order properties (#7355)

2023-07-05 19:17:43 -03:00