namespace QuantConnect.Algorithm.CSharp
{
    public class TradierBrokerageExampleAlgorithm : QCAlgorithm
    {
        private Symbol _symbol;
        
        public override void Initialize()
        {
            SetStartDate(2021, 1, 1);
            SetCash(100000);

            SetBrokerageModel(BrokerageName.TradierBrokerage, AccountType.Margin);
            
            _symbol = AddEquity("SPY", Resolution.Minute).Symbol;

            // Set default order properties
            DefaultOrderProperties.TimeInForce = TimeInForce.Day;
        }

        public override void OnData(Slice data)
        {
            if (Portfolio.Invested)
            {
                return;
            }
            
            // Place an order with the default order properties 
            MarketOrder(_symbol, 1);
            
            // Place an order with new order properties
            var orderProperties = new OrderProperties { TimeInForce = TimeInForce.GoodTilCanceled };
            var ticket = LimitOrder(_symbol, 1, data[_symbol].Price * 0.9m, orderProperties: orderProperties);
            
            // Update the order quantity
            ticket.Cancel();
            ticket = LimitOrder(_symbol, 2, data[_symbol].Price * 0.9m, orderProperties: orderProperties);
            
            // Update the order fields that are not the quantity
            var orderFields = new UpdateOrderFields { 
                LimitPrice = data[_symbol].Price * 1.05m,
                Tag = "Informative order tag"
            };
            var response = ticket.Update(orderFields);
            if (!LiveMode && response.IsSuccess)
            {
                Debug("Order updated successfully");
            }
        }
    }
}