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Feature:TradeStationBrokerage: support ComboMarket
&& ComboLimit
#8290
Merged
Martin-Molinero
merged 27 commits into
QuantConnect:master
from
Romazes:fix-group-order-process
Sep 6, 2024
Merged
Feature:TradeStationBrokerage: support ComboMarket
&& ComboLimit
#8290
Martin-Molinero
merged 27 commits into
QuantConnect:master
from
Romazes:fix-group-order-process
Sep 6, 2024
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This was referenced Aug 29, 2024
Merged
feat: unSupported OrderTypes in CanUpdateOrder's TradeStationBrokerageModel
refactor: use new Message in TradeStationBrokerageModel
feat: add _groupOrderManagerId in OrderProvider
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test:feat: validate upddate LimitPrice of ComboLimit Order
remove: TryGetGroupCachedOrders from extension
Martin-Molinero
approved these changes
Sep 6, 2024
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Description
TradeStationBrokerageModel
to support new order types:OrderType.ComboMarket
OrderType.ComboLimit
CrossZeroOrder
type cannot be submitted withOrderType.ComboMarket
orOrderType.ComboLimit
.LimitPrice
ofOrderType.ComboLimit
.NASDAQ_Options
;ARCA_Options
;CBOE
;EDGO
;BOX
;MIAX_SAPPHIRE
;CSFB
;PHLX
.Exchange
class to allow users to create custom exchanges in Lean.GroupOrderCacheManager
to reuse abstraction logic for combo orders.GroupOrderManager
, added a new constructor that omits the ID parameter.GroupOrderManager.OrderIds
in the Lean Order class.AllOrNone
property toclass TradeStationOrderProperties
.ID's
groupOrderManager inBrokerageTransactionHandler
andOrderProvider
.Changes in
class Exchange
BATS_Y
isBYX
in TradeStation Brokerage - docsRelated Issue
Motivation and Context
This refactor improves the
TradeStationBrokerageModel
by expanding support for additional order types (ComboMarket
andComboLimit
) and refining order management throughGroupOrderCacheManager
andGroupOrderManager
improvements. It also enhances flexibility by allowing users to define custom exchanges and supports new trading platforms. These changes improve performance and code reuse while fixing issues related toGroupOrderManager.OrderIds
and improving the transaction handling for combo orders.Requires Documentation Change
How Has This Been Tested?
ComboMarket
,ComboLimit
) in theTradeStationBrokerageModel
.CrossZeroOrder
with incompatible order types.Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>