/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License"); 
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System;

namespace QuantConnect.Orders
{
    /// <summary>
    /// Market order type definition
    /// </summary>
    public class MarketOrder : Order
    {
        /// <summary>
        /// Added a default constructor for JSON Deserialization:
        /// </summary>
        public MarketOrder()
        {
        }

        /// <summary>
        /// Market Order Type
        /// </summary>
        public override OrderType Type
        {
            get { return OrderType.Market; }
        }

        /// <summary>
        /// New market order constructor
        /// </summary>
        /// <param name="symbol">Symbol asset we're seeking to trade</param>
        /// <param name="type">Type of the security order</param>
        /// <param name="quantity">Quantity of the asset we're seeking to trade</param>
        /// <param name="time">Time the order was placed</param>
        /// <param name="tag">User defined data tag for this order</param>
        public MarketOrder(Symbol symbol, int quantity, DateTime time, string tag = "", SecurityType type = SecurityType.Base)
            : base(symbol, quantity, time, tag, type)
        {
        }

        /// <summary>
        /// Gets the value of this order at the given market price.
        /// </summary>
        /// <param name="currentMarketPrice">The current market price of the security</param>
        /// <returns>The value of this order given the current market price</returns>
        public override decimal GetValue(decimal currentMarketPrice)
        {
            return Quantity*currentMarketPrice;
        }

        /// <summary>
        /// Creates a deep-copy clone of this order
        /// </summary>
        /// <returns>A copy of this order</returns>
        public override Order Clone()
        {
            var order = new MarketOrder();
            CopyTo(order);
            return order;
        }
    }
}