77 lines
2.8 KiB
C#
77 lines
2.8 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2024 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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using System;
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using Newtonsoft.Json;
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using Newtonsoft.Json.Linq;
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using System.Collections.Generic;
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using QuantConnect.Orders.Serialization;
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namespace QuantConnect.Orders
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{
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/// <summary>
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/// Api orders read response json converter
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/// </summary>
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public class ReadOrdersResponseJsonConverter : JsonConverter
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{
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/// <summary>
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/// Determines if can convert the given open type
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/// </summary>
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public override bool CanConvert(Type objectType)
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{
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return objectType == typeof(ApiOrderResponse);
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}
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/// <summary>
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/// Serialize the given api order response
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/// </summary>
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public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
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{
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var orderResponse = (ApiOrderResponse)value;
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var jObject = JObject.FromObject(orderResponse.Order);
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jObject["symbol"] = JToken.FromObject(orderResponse.Symbol);
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jObject["events"] = JToken.FromObject(orderResponse.Events);
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jObject.WriteTo(writer);
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}
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/// <summary>
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/// Deserialize the given api order response
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/// </summary>
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public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
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{
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var jObject = JObject.Load(reader);
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serializer.Converters.Add(new OrderJsonConverter());
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var order = jObject.ToObject<Order>(serializer);
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var events = jObject["Events"] ?? jObject["events"];
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List<SerializedOrderEvent> deserializedEvents = null;
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if (events != null)
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{
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deserializedEvents = events.ToObject<List<SerializedOrderEvent>>();
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}
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var symbol = jObject["Symbol"] ?? jObject["symbol"];
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Symbol deserializedSymbol = null;
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if (symbol != null)
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{
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deserializedSymbol = symbol.ToObject<Symbol>();
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}
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return new ApiOrderResponse(order, deserializedEvents ?? new(), deserializedSymbol);
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}
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}
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}
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