When I send an order by self.SetHoldings('BTCUSDT', 0.1), I want to get the price and quantity of this order
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When I send an order by self.SetHoldings('BTCUSDT', 0.1), I want to get the price and quantity of this order
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Fred Painchaud
Hi Frank,
You can't really as SetHoldings is doing a best effort in targetting your percentage allocation. SetHoldings can result in 0 order, 1 order or many orders, depending on a few factors. You can track orders with OnOrderEvent() but it will be basically blind with SetHoldings because you do not have the tickets.
Moreover, SetHoldings was not designed really for crypto. It is not recommended to use it with crypto but with equities.
So finally, you should use individual orders (MarketOrder, LimitOrder, etc - make sure to use the Cashbook to size quantities), keep the tickets and use OnOrderEvent to track fills to know price and quantity.
Fred
Frank cao
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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