Add Custom Order Properties
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Under the Order section of Trading Technologies, Wolverine, the Bloomberg ESMX, and RBI sections, add Custom Order Properties sections to link to the brokerage models.
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I appreciate it's also in brokerage modeling, but a short sentence about specific properties that can be customized on each broker platform would help.
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Update Brokerage Models to include Bloomberg ESMX https://github.com/QuantConnect/Lean/pull/7488/files
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Update all brokerage model sections to use both the DefaultOrderProperties and order method overloads.
e.g.
# Add a note to every ESMX order.
properties = TerminalLinkOrderProperties()
properties.CustomNotes1 = "QuantConnect/LEAN Routed Order"
self.DefaultOrderProperties = properties
Expected Behavior
Document FIX properties:
Actual Behavior
No docs for order properties
Checklist
- [x] I have completely filled out this template
- [x] I have confirmed that this issue exists on the current
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues
Most of points in this issue have been addressed. E.g.: https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/brokerages/bloomberg-emsx#05-Orders
We have decided not to create a Brokerage page for RBI, and its order properties are the same as default.
The missing point is adding the Brokerage Model for Terminal Link (cc @DerekMelchin).