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
@@ -0,0 +1,204 @@
+/*
+ * 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>
+    /// Error detail code
+    /// </summary>
+    public enum OrderResponseErrorCode
+    {
+        /// <summary>
+        /// No error (0)
+        /// </summary>
+        None = 0,
+
+        /// <summary>
+        /// Unknown error (-1)
+        /// </summary>
+        ProcessingError = -1,
+
+        /// <summary>
+        /// Cannot submit because order already exists (-2)
+        /// </summary>
+        OrderAlreadyExists = -2,
+
+        /// <summary>
+        /// Not enough money to to submit order (-3)
+        /// </summary>
+        InsufficientBuyingPower = -3,
+
+        /// <summary>
+        /// Internal logic invalidated submit order (-4)
+        /// </summary>
+        BrokerageModelRefusedToSubmitOrder = -4,
+
+        /// <summary>
+        /// Brokerage submit error (-5)
+        /// </summary>
+        BrokerageFailedToSubmitOrder = -5,
+
+        /// <summary>
+        /// Brokerage update error (-6)
+        /// </summary>
+        BrokerageFailedToUpdateOrder = -6,
+
+        /// <summary>
+        /// Internal logic invalidated update order (-7)
+        /// </summary>
+        BrokerageHandlerRefusedToUpdateOrder = -7,
+
+        /// <summary>
+        /// Brokerage cancel error (-8)
+        /// </summary>
+        BrokerageFailedToCancelOrder = -8,
+
+        /// <summary>
+        /// Only pending orders can be canceled (-9)
+        /// </summary>
+        InvalidOrderStatus = -9,
+
+        /// <summary>
+        /// Missing order (-10)
+        /// </summary>
+        UnableToFindOrder = -10,
+
+        /// <summary>
+        /// Cannot submit or update orders with zero quantity (-11)
+        /// </summary>
+        OrderQuantityZero = -11,
+
+        /// <summary>
+        /// This type of request is unsupported (-12)
+        /// </summary>
+        UnsupportedRequestType = -12,
+
+        /// <summary>
+        /// Unknown error during pre order request validation (-13)
+        /// </summary>
+        PreOrderChecksError = -13,
+
+        /// <summary>
+        /// Security is missing. Probably did not subscribe (-14)
+        /// </summary>
+        MissingSecurity = -14,
+
+        /// <summary>
+        /// Some order types require open exchange (-15)
+        /// </summary>
+        ExchangeNotOpen = -15,
+
+        /// <summary>
+        /// Zero security price is probably due to bad data (-16)
+        /// </summary>
+        SecurityPriceZero = -16,
+
+        /// <summary>
+        /// Need both currencies in cashbook to trade a pair (-17)
+        /// </summary>
+        ForexBaseAndQuoteCurrenciesRequired = -17,
+
+        /// <summary>
+        /// Need conversion rate to account currency (-18)
+        /// </summary>
+        ForexConversionRateZero = -18,
+
+        /// <summary>
+        /// Should not attempt trading without at least one data point (-19)
+        /// </summary>
+        SecurityHasNoData = -19,
+
+        /// <summary>
+        /// Transaction manager's cache is full (-20)
+        /// </summary>
+        ExceededMaximumOrders = -20,
+
+        /// <summary>
+        /// Below buffer time for MOC order to be placed before exchange closes. 15.5 minutes by default (-21)
+        /// </summary>
+        MarketOnCloseOrderTooLate = -21,
+
+        /// <summary>
+        /// Request is invalid or null (-22)
+        /// </summary>
+        InvalidRequest = -22,
+
+        /// <summary>
+        /// Request was canceled by user (-23)
+        /// </summary>
+        RequestCanceled = -23,
+
+        /// <summary>
+        /// All orders are invalidated while algorithm is warming up (-24)
+        /// </summary>
+        AlgorithmWarmingUp = -24,
+
+        /// <summary>
+        /// Internal logic invalidated update order (-25)
+        /// </summary>
+        BrokerageModelRefusedToUpdateOrder = -25,
+
+        /// <summary>
+        /// Need quote currency in cashbook to trade (-26)
+        /// </summary>
+        QuoteCurrencyRequired = -26,
+
+        /// <summary>
+        /// Need conversion rate to account currency (-27)
+        /// </summary>
+        ConversionRateZero = -27,
+
+        /// <summary>
+        /// The order's symbol references a non-tradable security (-28)
+        /// </summary>
+        NonTradableSecurity = -28,
+
+        /// <summary>
+        /// The order's symbol references a non-exercisable security (-29)
+        /// </summary>
+        NonExercisableSecurity = -29,
+
+        /// <summary>
+        /// Cannot submit or update orders with quantity that is less than lot size (-30)
+        /// </summary>
+        OrderQuantityLessThanLotSize = -30,
+
+        /// <summary>
+        /// The order's quantity exceeds the max shortable quantity set by the brokerage (-31)
+        /// </summary>
+        ExceedsShortableQuantity = -31,
+
+        /// <summary>
+        /// Cannot update/cancel orders with OrderStatus.New (-32)
+        /// </summary>
+        InvalidNewOrderStatus = -32,
+
+        /// <summary>
+        /// Exercise time before expiry for European options (-33)
+        /// </summary>
+        EuropeanOptionNotExpiredOnExercise = -33,
+
+        /// <summary>
+        /// Option order is invalid due to underlying stock split (-34)
+        /// </summary>
+        OptionOrderOnStockSplit = -34,
+
+        /// <summary>
+        /// The Market On Open order was submitted during regular market hours, 
+        /// which is not allowed. This order type must be submitted before the market opens.
+        /// </summary>
+        MarketOnOpenNotAllowedDuringRegularHours = -35
+    }
+}