Use algorithm DefaultOrderProperties in OrderCommand

AlgorithmFactory/Python/Wrappers/AlgorithmPythonWrapper.cs

@@ -1297,6 +1297,11 @@ public void SetTags(HashSet<string> tags)
         /// <returns>The command result</returns>
         public CommandResultPacket RunCommand(CallbackCommand command) => _baseAlgorithm.RunCommand(command);
 
+        /// <summary>
+        /// Gets the default order properties
+        /// </summary>
+        public IOrderProperties DefaultOrderProperties => _baseAlgorithm.DefaultOrderProperties;
+
         /// <summary>
         /// Dispose of this instance
         /// </summary>

Common/Commands/OrderCommand.cs

@@ -76,7 +76,7 @@ public class OrderCommand : BaseCommand
         public override CommandResultPacket Run(IAlgorithm algorithm)
         {
             Symbol = GetSymbol(Ticker, SecurityType, Market, Symbol);
-            var request = new SubmitOrderRequest(OrderType, Symbol.SecurityType, Symbol, Quantity, StopPrice, LimitPrice, DateTime.UtcNow, Tag);
+            var request = new SubmitOrderRequest(OrderType, Symbol.SecurityType, Symbol, Quantity, StopPrice, LimitPrice, DateTime.UtcNow, Tag, algorithm.DefaultOrderProperties);
             var ticket = algorithm.SubmitOrderRequest(request);
             var response = ticket.GetMostRecentOrderResponse();
             var message = Messages.OrderCommand.CommandInfo(OrderType, Symbol, Quantity, response);

Common/Interfaces/IAlgorithm.cs

@@ -952,5 +952,10 @@ Security AddSecurity(Symbol symbol, Resolution? resolution = null, bool fillForw
         /// <param name="command">The callback command instance</param>
         /// <returns>The command result</returns>
         CommandResultPacket RunCommand(CallbackCommand command);
+
+        /// <summary>
+        /// Gets the default order properties
+        /// </summary>
+        IOrderProperties DefaultOrderProperties { get; }
     }
 }

Tests/Common/Commands/OrderCommandTests.cs

@@ -18,6 +18,7 @@
 using QuantConnect.Commands;
 using QuantConnect.Data.Market;
 using QuantConnect.Tests.Engine.DataFeeds;
+using System.Linq;
 
 namespace QuantConnect.Tests.Common.Commands
 {
@@ -73,5 +74,29 @@ public void RunOrderCommand(bool warminUp, bool hasData, bool securityAdded, int
                 Assert.IsFalse(response.Success);
             }
         }
+
+        [Test]
+        public void OrderCommandUsesDefaultOrderProperties()
+        {
+            var command = new OrderCommand
+            {
+                Symbol = Symbols.AAPL,
+                Quantity = 10,
+                OrderType = OrderType.Market,
+            };
+
+            var algorithm = new AlgorithmStub();
+            algorithm.SetFinishedWarmingUp();
+            var security = algorithm.AddEquity("AAPL");
+            security.SetMarketPrice(new Tick { Value = 100 });
+
+            var response = command.Run(algorithm);
+            Assert.IsTrue(response.Success);
+            var ticket = algorithm.Transactions.GetOrderTickets().FirstOrDefault();
+            Assert.NotNull(ticket);
+            var orderProperties = ticket.SubmitRequest.OrderProperties;
+            Assert.NotNull(orderProperties);
+            Assert.AreEqual(TimeInForce.GoodTilCanceled, orderProperties.TimeInForce);
+        }
     }
 }