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Feat: Brokerage Cross Position Order #8051
Merged
Martin-Molinero
merged 33 commits into
QuantConnect:master
from
Romazes:feature-brokerage-crossing-helper
Jun 26, 2024
Merged
Feat: Brokerage Cross Position Order #8051
Martin-Molinero
merged 33 commits into
QuantConnect:master
from
Romazes:feature-brokerage-crossing-helper
Jun 26, 2024
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feat: helper methods to CrossPosition
rename: TryCrossPositionOrder -> TryCrossZeroPositionOrder feat: handle event of CrossZeroOrder feat: new prop in CrossZeroOrderRequest test:feat: write working test imitate of CrossZeroOrdering and assert different params
feat: helper method for CrossZeroCollection
refactor: CrossZeroOrders tests
… place feat: message property in CrossZeroOrderResponse refactor: CrossBrokerageTest a little bit
refactor: change action scenario for Filled FirstPart of CrossZeroOrder
…sZero order completely fix: crossZeroOrder test put orderStatus internally
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Looks good! shared minor requests
remove: extra validation of variable
This was referenced Jun 26, 2024
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Description
This pull request introduces a new feature that supports the creation of cross position orders in our brokerage module. The main components of this feature include utility methods and helper functions that encapsulate the brokerage-specific logic required for cross positions. This enhancement aims to streamline the process and improve the efficiency of handling cross position orders.
Related Issue
N/A
Motivation and Context
Cross position orders are essential in scenarios where clients have multiple positions and want to execute a single order across them. This feature addresses the need for a seamless mechanism to facilitate such orders within our brokerage platform. By automating the cross position order process, we enhance user experience and increase operational efficiency.
Changes Included
Requires Documentation Change
N/A
How Has This Been Tested?
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>