wehub-resource-sync
66 lines
2.8 KiB
C#
66 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 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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using System.Linq;
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using System.Collections.Generic;
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namespace QuantConnect.Brokerages
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{
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/// <summary>
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/// Provides an implementation of <see cref="IBrokerageMessageHandler"/> that converts specified error codes into warnings
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/// </summary>
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public class DowngradeErrorCodeToWarningBrokerageMessageHandler : IBrokerageMessageHandler
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{
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private readonly HashSet<string> _errorCodesToIgnore;
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private readonly IBrokerageMessageHandler _brokerageMessageHandler;
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/// <summary>
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/// Initializes a new instance of the <see cref="DowngradeErrorCodeToWarningBrokerageMessageHandler"/> class
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/// </summary>
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/// <param name="brokerageMessageHandler">The brokerage message handler to be wrapped</param>
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/// <param name="errorCodesToIgnore">The error codes to convert to warning messages</param>
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public DowngradeErrorCodeToWarningBrokerageMessageHandler(IBrokerageMessageHandler brokerageMessageHandler, string[] errorCodesToIgnore)
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{
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_brokerageMessageHandler = brokerageMessageHandler;
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_errorCodesToIgnore = errorCodesToIgnore.ToHashSet();
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}
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/// <summary>
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/// Handles the message
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/// </summary>
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/// <param name="message">The message to be handled</param>
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public void HandleMessage(BrokerageMessageEvent message)
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{
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if (message.Type == BrokerageMessageType.Error && _errorCodesToIgnore.Contains(message.Code))
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{
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// rewrite the ignored message as a warning message
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message = new BrokerageMessageEvent(BrokerageMessageType.Warning, message.Code, message.Message);
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}
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_brokerageMessageHandler.HandleMessage(message);
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}
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/// <summary>
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/// Handles a new order placed manually in the brokerage side
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/// </summary>
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/// <param name="eventArgs">The new order event</param>
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/// <returns>Whether the order should be added to the transaction handler</returns>
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public bool HandleOrder(NewBrokerageOrderNotificationEventArgs eventArgs)
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{
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return _brokerageMessageHandler.HandleOrder(eventArgs);
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}
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}
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}
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