QuantConnect / QuantConnect/Lean

Order Scheduling Support

Open
#8,977 0 comments 1 reaction 0 assignees View on GitHub

Nobody has claimed this yet.

depth feature
Dominant language
C#
Stars
21.7k
Forks
5.3k
Avg merge
2d 22h
Merged PRs (30d)
34

Description

Expected Behavior
  • Being able to schedule an order submission at a specific date and time, getting around any brokerage limitations
Actual Behavior

N/A

Potential Solution
  • Maybe Order/Request could have a public DateTime? ScheduleTime if set, the BTH, could add the order into a separate queue which is monitored by a separate task, so that when the order is due it just adds it to be processed
  • QCAlgorithm API support,
Checklist
  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by tracing the mentioned Order/Request objects and the BTH order-processing queue, then review how the QCAlgorithm API submits orders. Done means orders can be scheduled for a specific date and time, are submitted when due, and the scheduling behavior is exposed through the algorithm API.

Written by the indexing model from the issue text.

Assessment

Tech stack
csharp
Domain
api, backend
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.