Brokerage Side Orders Handling - Githubissues

QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

https://www.quantconnect.com/docs/v2/

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Brokerage Side Orders Handling #1805

Closed Martin-Molinero closed 2 weeks ago

Martin-Molinero commented 1 month ago

Expected Behavior

Lean now supports handling brokerage side generated orders, Related PR https://github.com/QuantConnect/Lean/pull/7706. see example https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/CustomBrokerageSideOrderHandlingRegressionAlgorithm.py Currently this is only supported by Terminal Link brokerage see example looking at terminal link order properties https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_bf05bc5253f076fab4bb81f20537406d.html

Actual Behavior

N/A

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AlexCatarino commented 1 month ago

We have documented this feature: https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerage-message-handler We need to add an H3 e.g.: "Brokerage Support" to inform that it's only supported by Terminal Link.

AlexCatarino commented 2 weeks ago

Closed by f839541eca28e5d496c0dafdfc88d28b8d65f755