chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * 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.
+*/
+
+namespace QuantConnect.Orders
+{
+    /// <summary>
+    /// Represents a response to an <see cref="OrderRequest"/>. See <see cref="OrderRequest.Response"/> property for
+    /// a specific request's response value
+    /// </summary>
+    public class OrderResponse
+    {
+        /// <summary>
+        /// Gets the order id
+        /// </summary>
+        public int OrderId
+        {
+            get; private set;
+        }
+
+        /// <summary>
+        /// Gets the error message if the <see cref="ErrorCode"/> does not equal <see cref="OrderResponseErrorCode.None"/>, otherwise
+        /// gets <see cref="string.Empty"/>
+        /// </summary>
+        public string ErrorMessage
+        {
+            get; private set;
+        }
+
+        /// <summary>
+        /// Gets the error code for this response.
+        /// </summary>
+        public OrderResponseErrorCode ErrorCode
+        {
+            get; private set;
+        }
+
+        /// <summary>
+        /// Gets true if this response represents a successful request, false otherwise
+        /// If this is an unprocessed response, IsSuccess will return false.
+        /// </summary>
+        public bool IsSuccess
+        {
+            get { return IsProcessed && !IsError; }
+        }
+
+        /// <summary>
+        /// Gets true if this response represents an error, false otherwise
+        /// </summary>
+        public bool IsError
+        {
+            get { return IsProcessed && ErrorCode != OrderResponseErrorCode.None; }
+        }
+
+        /// <summary>
+        /// Gets true if this response has been processed, false otherwise
+        /// </summary>
+        public bool IsProcessed
+        {
+            get { return this != Unprocessed; }
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="OrderResponse"/> class
+        /// </summary>
+        /// <param name="orderId">The order id</param>
+        /// <param name="errorCode">The error code of the response, specify <see cref="OrderResponseErrorCode.None"/> for no error</param>
+        /// <param name="errorMessage">The error message, applies only if the <paramref name="errorCode"/> does not equal <see cref="OrderResponseErrorCode.None"/></param>
+        private OrderResponse(int orderId, OrderResponseErrorCode errorCode, string errorMessage)
+        {
+            OrderId = orderId;
+            ErrorCode = errorCode;
+            if (errorCode != OrderResponseErrorCode.None)
+            {
+                ErrorMessage = errorMessage ?? Messages.OrderResponse.DefaultErrorMessage;
+            }
+        }
+
+        /// <summary>
+        /// Returns a string that represents the current object.
+        /// </summary>
+        /// <returns>
+        /// A string that represents the current object.
+        /// </returns>
+        /// <filterpriority>2</filterpriority>
+        public override string ToString()
+        {
+            return Messages.OrderResponse.ToString(this);
+        }
+
+        #region Statics - implicit(int), Unprocessed constant, response factory methods
+
+        /// <summary>
+        /// Gets an <see cref="OrderResponse"/> for a request that has not yet been processed
+        /// </summary>
+        public static readonly OrderResponse Unprocessed = new OrderResponse(int.MinValue, OrderResponseErrorCode.None,
+            Messages.OrderResponse.UnprocessedOrderResponseErrorMessage);
+
+        /// <summary>
+        /// Helper method to create a successful response from a request
+        /// </summary>
+        public static OrderResponse Success(OrderRequest request)
+        {
+            return new OrderResponse(request.OrderId, OrderResponseErrorCode.None, null);
+        }
+
+        /// <summary>
+        /// Helper method to create an error response from a request
+        /// </summary>
+        public static OrderResponse Error(OrderRequest request, OrderResponseErrorCode errorCode, string errorMessage)
+        {
+            return new OrderResponse(request.OrderId, errorCode, errorMessage);
+        }
+
+        /// <summary>
+        /// Helper method to create an error response due to an invalid order status
+        /// </summary>
+        public static OrderResponse InvalidStatus(OrderRequest request, Order order)
+        {
+            return Error(request, OrderResponseErrorCode.InvalidOrderStatus, Messages.OrderResponse.InvalidStatus(request, order));
+        }
+
+        /// <summary>
+        /// Helper method to create an error response due to the "New" order status
+        /// </summary>
+        public static OrderResponse InvalidNewStatus(OrderRequest request, Order order)
+        {
+            return Error(request, OrderResponseErrorCode.InvalidNewOrderStatus, Messages.OrderResponse.InvalidNewStatus(request, order));
+        }
+
+        /// <summary>
+        /// Helper method to create an error response due to a bad order id
+        /// </summary>
+        public static OrderResponse UnableToFindOrder(OrderRequest request)
+        {
+            return Error(request, OrderResponseErrorCode.UnableToFindOrder, Messages.OrderResponse.UnableToFindOrder(request));
+        }
+
+        /// <summary>
+        /// Helper method to create an error response due to a zero order quantity
+        /// </summary>
+        public static OrderResponse ZeroQuantity(OrderRequest request)
+        {
+            return Error(request, OrderResponseErrorCode.OrderQuantityZero, Messages.OrderResponse.ZeroQuantity(request));
+        }
+
+        /// <summary>
+        /// Helper method to create an error response due to a missing security
+        /// </summary>
+        public static OrderResponse MissingSecurity(SubmitOrderRequest request)
+        {
+            return Error(request, OrderResponseErrorCode.MissingSecurity, Messages.OrderResponse.MissingSecurity(request));
+        }
+
+        /// <summary>
+        /// Helper method to create an error response due to algorithm still in warmup mode
+        /// </summary>
+        public static OrderResponse WarmingUp(OrderRequest request)
+        {
+            return Error(request, OrderResponseErrorCode.AlgorithmWarmingUp, Messages.OrderResponse.WarmingUp(request));
+        }
+
+        #endregion
+    }
+}