{"action":"created","issue":{"url":"https://api.github.com/repos/QuantConnect/Lean/issues/2000","repository_url":"https://api.github.com/repos/QuantConnect/Lean","labels_url":"https://api.github.com/repos/QuantConnect/Lean/issues/2000/labels{/name}","comments_url":"https://api.github.com/repos/QuantConnect/Lean/issues/2000/comments","events_url":"https://api.github.com/repos/QuantConnect/Lean/issues/2000/events","html_url":"https://github.com/QuantConnect/Lean/pull/2000","id":322263296,"node_id":"MDExOlB1bGxSZXF1ZXN0MTg3NDM3OTY4","number":2000,"title":"Add Guaranteed VWAP Order Type","user":{"login":"StefanoRaggi","id":7236689,"node_id":"MDQ6VXNlcjcyMzY2ODk=","avatar_url":"https://avatars1.githubusercontent.com/u/7236689?v=4","gravatar_id":"","url":"https://api.github.com/users/StefanoRaggi","html_url":"https://github.com/StefanoRaggi","followers_url":"https://api.github.com/users/StefanoRaggi/followers","following_url":"https://api.github.com/users/StefanoRaggi/following{/other_user}","gists_url":"https://api.github.com/users/StefanoRaggi/gists{/gist_id}","starred_url":"https://api.github.com/users/StefanoRaggi/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/StefanoRaggi/subscriptions","organizations_url":"https://api.github.com/users/StefanoRaggi/orgs","repos_url":"https://api.github.com/users/StefanoRaggi/repos","events_url":"https://api.github.com/users/StefanoRaggi/events{/privacy}","received_events_url":"https://api.github.com/users/StefanoRaggi/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":2,"created_at":"2018-05-11T11:27:26Z","updated_at":"2018-05-30T21:09:48Z","closed_at":null,"author_association":"MEMBER","pull_request":{"url":"https://api.github.com/repos/QuantConnect/Lean/pulls/2000","html_url":"https://github.com/QuantConnect/Lean/pull/2000","diff_url":"https://github.com/QuantConnect/Lean/pull/2000.diff","patch_url":"https://github.com/QuantConnect/Lean/pull/2000.patch"},"body":"\r\n#### Description\r\nThis PR adds support for a new order type only supported by Interactive Brokers, the **guaranteed** Volume Weighted Average Price (VWAP) order type:\r\nhttps://www.interactivebrokers.com/en/index.php?f=603\r\n\r\n#### Related Issue\r\n#1093\r\n\r\n#### Requires Documentation Change\r\nYes, this section will have to be updated to include the new order type:\r\nhttps://www.quantconnect.com/docs/algorithm-reference/trading-and-orders\r\n\r\n#### How Has This Been Tested?\r\nNew regression test, checking that VWAP orders are filled at market close.\r\n\r\n#### Types of changes\r\n- [ ] Bug fix (non-breaking change which fixes an issue)\r\n- [x] New feature (non-breaking change which adds functionality)\r\n- [ ] Breaking change (fix or feature that would cause existing functionality to change)\r\n- [ ] Non-functional change (xml comments/documentation/ect)\r\n\r\n#### Checklist:\r\n- [x] My code follows the code style of this project.\r\n- [x] I have read the **CONTRIBUTING** [document](https://github.com/QuantConnect/Lean/blob/master/CONTRIBUTING.md).\r\n- [x] I have added tests to cover my changes.\r\n- [x] All new and existing tests passed.\r\n- [x] My branch follows the naming convention `bug-<issue#>-<description` or `feature-<issue#>-<description>`"},"comment":{"url":"https://api.github.com/repos/QuantConnect/Lean/issues/comments/393320311","html_url":"https://github.com/QuantConnect/Lean/pull/2000#issuecomment-393320311","issue_url":"https://api.github.com/repos/QuantConnect/Lean/issues/2000","id":393320311,"node_id":"MDEyOklzc3VlQ29tbWVudDM5MzMyMDMxMQ==","user":{"login":"mchandschuh","id":531416,"node_id":"MDQ6VXNlcjUzMTQxNg==","avatar_url":"https://avatars2.githubusercontent.com/u/531416?v=4","gravatar_id":"","url":"https://api.github.com/users/mchandschuh","html_url":"https://github.com/mchandschuh","followers_url":"https://api.github.com/users/mchandschuh/followers","following_url":"https://api.github.com/users/mchandschuh/following{/other_user}","gists_url":"https://api.github.com/users/mchandschuh/gists{/gist_id}","starred_url":"https://api.github.com/users/mchandschuh/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/mchandschuh/subscriptions","organizations_url":"https://api.github.com/users/mchandschuh/orgs","repos_url":"https://api.github.com/users/mchandschuh/repos","events_url":"https://api.github.com/users/mchandschuh/events{/privacy}","received_events_url":"https://api.github.com/users/mchandschuh/received_events","type":"User","site_admin":false},"created_at":"2018-05-30T21:09:48Z","updated_at":"2018-05-30T21:09:48Z","author_association":"MEMBER","body":"Approving and merging into `feature-1093-vwap-order-type` -- #2052 added to cover remaining work to be performed."}}
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