Rename OrderDuration to TimeInForce #1911
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"Time In Force" is the standard term used in trading platforms and APIs.
Common/Orders/OrderTypes.cs
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| /// </summary> | ||
| GTC, | ||
| GoodTilCancelled, |
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I think we can alias these, such that, GTC = GoodTilCancelled -- support both the abbreviations as well as the full names.
Also, normally I would recommend that we 'phase out' the OrderDuration type name and associated values, but i practice it's never really used and not well documented either, so I think these changes are safe.
| @@ -192,7 +192,7 @@ public void WorksWithJsonConvert() | |||
| 'Time':'2010-03-04T14:31:00Z', | |||
| 'Quantity':999, | |||
| 'Status':3, | |||
| 'Duration':0, | |||
| 'TimeInForce':0, | |||
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Do we need to update OrderJsonConverter to check for a Duration property in case TimeInForce does not exist?
| @@ -654,7 +655,7 @@ private Order ConvertOrder(JToken order) | |||
| var gtdTime = order["gtdTime"]; | |||
| if (gtdTime != null) | |||
| { | |||
| qcOrder.Duration = OrderDuration.Custom; | |||
| qcOrder.TimeInForce = TimeInForce.Custom; | |||
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We'll need to remember to come back here and properly set this to GTD when it gets added
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Correct, Custom will be renamed to GoodTilDate in the GTD PR
| @@ -770,7 +770,7 @@ private Order ConvertOrder(RestV1.DataType.Order order) | |||
| qcOrder.Id = orderByBrokerageId.Id; | |||
| } | |||
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| qcOrder.Duration = OrderDuration.Custom; | |||
| qcOrder.TimeInForce = TimeInForce.Custom; | |||
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I think this will also become GTD when it gets added.
| if (timeInForce == TimeInForceFactory.DAY) | ||
| return (OrderDuration)1; //.Day; | ||
| return (TimeInForce)1; //.Day; |
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Will also need to remember this and the equivalent in the tradier brokerage when we add day time in force.
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Working on the TimeInForce.Day PR now :)
Both Duration (old) and TimeInForce (new) JSON keys are deserialized into the Order.TimeInForce property.
Description
This PR renames the following items:
OrderDurationenum ->TimeInForceOrder.Durationproperty ->Order.TimeInForceRelated Issue
QuantConnect/Lean.Brokerages.InteractiveBrokers#27
Motivation and Context
"Time In Force" is the standard term used in trading platforms and APIs:
https://www.investopedia.com/terms/t/timeinforce.asp
Requires Documentation Change
No.
Types of changes
Checklist:
bug-<issue#>-<descriptionorfeature-<issue#>-<description>