Add ExecutionId to OrderEvent and SerializedOrderEvent#9250
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JaggerH wants to merge 1 commit intoQuantConnect:masterfrom
Closed
Add ExecutionId to OrderEvent and SerializedOrderEvent#9250JaggerH wants to merge 1 commit intoQuantConnect:masterfrom
JaggerH wants to merge 1 commit intoQuantConnect:masterfrom
Conversation
…9133) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
Author
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@Martin-Molinero could you please review this PR? thanks~ |
Member
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Hey @JaggerH! Welcome to lean, will close the PR for now and we can continue discussion in the related issue, to fully understand and lay out why is this required |
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Description
Add
ExecutionIdproperty toOrderEventandSerializedOrderEventclasses to store the unique execution identifier provided by brokerages.Changes:
ExecutionIdproperty toOrderEvent(ProtoMember 20, JsonProperty with DefaultValueHandling.Ignore)ExecutionIdproperty toSerializedOrderEventwith backward compatibility setter forexecution-idFromSerializedmethod to map ExecutionIdSerializedOrderEventconstructor to copy ExecutionId from OrderEventRelated Issue
Closes #9133
Motivation and Context
Algorithms that maintain virtual position trackers (e.g., for pairs trading, multi-leg strategies) need unique execution identifiers to keep positions in sync with the brokerage. This enables deduplication and reconciliation logic in user algorithms.
Requires Documentation Change
No documentation changes required. This is an optional field that brokerages can populate.
How Has This Been Tested?
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>