177 lines
6.7 KiB
C#
177 lines
6.7 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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namespace QuantConnect.Orders
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{
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/// <summary>
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/// Represents a response to an <see cref="OrderRequest"/>. See <see cref="OrderRequest.Response"/> property for
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/// a specific request's response value
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/// </summary>
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public class OrderResponse
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{
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/// <summary>
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/// Gets the order id
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/// </summary>
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public int OrderId
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{
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get; private set;
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}
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/// <summary>
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/// Gets the error message if the <see cref="ErrorCode"/> does not equal <see cref="OrderResponseErrorCode.None"/>, otherwise
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/// gets <see cref="string.Empty"/>
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/// </summary>
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public string ErrorMessage
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{
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get; private set;
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}
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/// <summary>
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/// Gets the error code for this response.
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/// </summary>
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public OrderResponseErrorCode ErrorCode
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{
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get; private set;
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}
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/// <summary>
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/// Gets true if this response represents a successful request, false otherwise
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/// If this is an unprocessed response, IsSuccess will return false.
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/// </summary>
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public bool IsSuccess
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{
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get { return IsProcessed && !IsError; }
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}
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/// <summary>
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/// Gets true if this response represents an error, false otherwise
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/// </summary>
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public bool IsError
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{
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get { return IsProcessed && ErrorCode != OrderResponseErrorCode.None; }
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}
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/// <summary>
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/// Gets true if this response has been processed, false otherwise
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/// </summary>
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public bool IsProcessed
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{
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get { return this != Unprocessed; }
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}
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/// <summary>
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/// Initializes a new instance of the <see cref="OrderResponse"/> class
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/// </summary>
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/// <param name="orderId">The order id</param>
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/// <param name="errorCode">The error code of the response, specify <see cref="OrderResponseErrorCode.None"/> for no error</param>
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/// <param name="errorMessage">The error message, applies only if the <paramref name="errorCode"/> does not equal <see cref="OrderResponseErrorCode.None"/></param>
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private OrderResponse(int orderId, OrderResponseErrorCode errorCode, string errorMessage)
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{
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OrderId = orderId;
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ErrorCode = errorCode;
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if (errorCode != OrderResponseErrorCode.None)
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{
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ErrorMessage = errorMessage ?? Messages.OrderResponse.DefaultErrorMessage;
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}
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}
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/// <summary>
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/// Returns a string that represents the current object.
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/// </summary>
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/// <returns>
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/// A string that represents the current object.
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/// </returns>
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/// <filterpriority>2</filterpriority>
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public override string ToString()
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{
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return Messages.OrderResponse.ToString(this);
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}
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#region Statics - implicit(int), Unprocessed constant, response factory methods
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/// <summary>
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/// Gets an <see cref="OrderResponse"/> for a request that has not yet been processed
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/// </summary>
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public static readonly OrderResponse Unprocessed = new OrderResponse(int.MinValue, OrderResponseErrorCode.None,
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Messages.OrderResponse.UnprocessedOrderResponseErrorMessage);
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/// <summary>
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/// Helper method to create a successful response from a request
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/// </summary>
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public static OrderResponse Success(OrderRequest request)
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{
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return new OrderResponse(request.OrderId, OrderResponseErrorCode.None, null);
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}
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/// <summary>
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/// Helper method to create an error response from a request
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/// </summary>
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public static OrderResponse Error(OrderRequest request, OrderResponseErrorCode errorCode, string errorMessage)
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{
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return new OrderResponse(request.OrderId, errorCode, errorMessage);
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}
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/// <summary>
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/// Helper method to create an error response due to an invalid order status
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/// </summary>
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public static OrderResponse InvalidStatus(OrderRequest request, Order order)
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{
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return Error(request, OrderResponseErrorCode.InvalidOrderStatus, Messages.OrderResponse.InvalidStatus(request, order));
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}
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/// <summary>
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/// Helper method to create an error response due to the "New" order status
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/// </summary>
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public static OrderResponse InvalidNewStatus(OrderRequest request, Order order)
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{
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return Error(request, OrderResponseErrorCode.InvalidNewOrderStatus, Messages.OrderResponse.InvalidNewStatus(request, order));
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}
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/// <summary>
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/// Helper method to create an error response due to a bad order id
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/// </summary>
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public static OrderResponse UnableToFindOrder(OrderRequest request)
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{
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return Error(request, OrderResponseErrorCode.UnableToFindOrder, Messages.OrderResponse.UnableToFindOrder(request));
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}
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/// <summary>
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/// Helper method to create an error response due to a zero order quantity
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/// </summary>
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public static OrderResponse ZeroQuantity(OrderRequest request)
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{
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return Error(request, OrderResponseErrorCode.OrderQuantityZero, Messages.OrderResponse.ZeroQuantity(request));
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}
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/// <summary>
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/// Helper method to create an error response due to a missing security
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/// </summary>
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public static OrderResponse MissingSecurity(SubmitOrderRequest request)
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{
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return Error(request, OrderResponseErrorCode.MissingSecurity, Messages.OrderResponse.MissingSecurity(request));
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}
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/// <summary>
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/// Helper method to create an error response due to algorithm still in warmup mode
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/// </summary>
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public static OrderResponse WarmingUp(OrderRequest request)
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{
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return Error(request, OrderResponseErrorCode.AlgorithmWarmingUp, Messages.OrderResponse.WarmingUp(request));
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}
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#endregion
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}
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}
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