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quantconnect--lean/Algorithm.Framework
Jhonathan Abreu 546afd2a61
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Async orders in execution models (#8872)
* Changed default async to true and passed target.Tag

* Make execution models place orders asynchronously if specified

* Add unit tests

* Execution model default to asynchronous orders.

Also, minor fixes for tickets remaining fill quantity potential race conditions

* Add SecurityHolding.UnrealizedQuantity property

It gets the holding quantity the security will have once all open orders are filled.
Added for thread safety reasons when execution models place asynchronous orders and need to calculate the actual quantity needed to reach the target of there are open orders

* Some cleanup

* Adjust projected holdings quantity on splits

* Minor fix

* More changes and cleanup

* Minor fix

* Improvements for thread safety

* Add IOrderProvider.GetProjectedHoldings to get projected holdings atomically

* Minor unit tests fix

* Add ProjectedHoldings DTO class

* Address peer review

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Co-authored-by: arthiondaena <arthiondaena@gmail.com>
2025-07-21 13:11:03 -04:00
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2024-07-09 11:08:42 -03:00