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OrderRequest.cs
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/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
using static QuantConnect.StringExtensions;
namespace QuantConnect.Orders
{
/// <summary>
/// Represents a request to submit, update, or cancel an order
/// </summary>
public abstract class OrderRequest
{
/// <summary>
/// Gets the type of this order request
/// </summary>
public abstract OrderRequestType OrderRequestType
{
get;
}
/// <summary>
/// Gets the status of this request
/// </summary>
public OrderRequestStatus Status
{
get; private set;
}
/// <summary>
/// Gets the UTC time the request was created
/// </summary>
public DateTime Time
{
get; private set;
}
/// <summary>
/// Gets the order id the request acts on
/// </summary>
public int OrderId
{
get; protected set;
}
/// <summary>
/// Gets a tag for this request
/// </summary>
public string Tag
{
get; private set;
}
/// <summary>
/// Gets the response for this request. If this request was never processed then this
/// will equal <see cref="OrderResponse.Unprocessed"/>. This value is never equal to null.
/// </summary>
public OrderResponse Response
{
get; private set;
}
/// <summary>
/// Initializes a new instance of the <see cref="OrderRequest"/> class
/// </summary>
/// <param name="time">The time this request was created</param>
/// <param name="orderId">The order id this request acts on, specify zero for <see cref="SubmitOrderRequest"/></param>
/// <param name="tag">A custom tag for the request</param>
protected OrderRequest(DateTime time, int orderId, string tag)
{
Time = time;
OrderId = orderId;
Tag = tag;
Response = OrderResponse.Unprocessed;
Status = OrderRequestStatus.Unprocessed;
}
/// <summary>
/// Sets the <see cref="Response"/> for this request
/// </summary>
/// <param name="response">The response to this request</param>
/// <param name="status">The current status of this request</param>
public void SetResponse(OrderResponse response, OrderRequestStatus status = OrderRequestStatus.Error)
{
if (response == null)
{
throw new ArgumentNullException(nameof(response), "Response can not be null");
}
// if the response is an error, ignore the input status
Status = response.IsError ? OrderRequestStatus.Error : status;
Response = response;
}
/// <summary>
/// Returns a string that represents the current object.
/// </summary>
/// <returns>
/// A string that represents the current object.
/// </returns>
/// <filterpriority>2</filterpriority>
public override string ToString()
{
return Invariant($"{Time} UTC: Order: ({OrderId.ToStringInvariant()}) - {Tag} Status: {Status}");
}
}
}