/*
* 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.
*/
using System;
using System.Collections.Generic;
using QuantConnect.Interfaces;
using QuantConnect.Packets;
using QuantConnect.Securities;
namespace QuantConnect.Brokerages
{
///
/// Provides a base implementation of IBrokerageFactory that provides a helper for reading data from a job's brokerage data dictionary
///
public abstract class BrokerageFactory : IBrokerageFactory
{
private readonly Type _brokerageType;
///
/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
///
/// 2
public abstract void Dispose();
///
/// Gets the type of brokerage produced by this factory
///
public Type BrokerageType
{
get { return _brokerageType; }
}
///
/// Gets the brokerage data required to run the brokerage from configuration/disk
///
///
/// The implementation of this property will create the brokerage data dictionary required for
/// running live jobs. See
///
public abstract Dictionary BrokerageData { get; }
///
/// Gets a brokerage model that can be used to model this brokerage's unique behaviors
///
/// The order provider
public abstract IBrokerageModel GetBrokerageModel(IOrderProvider orderProvider);
///
/// Creates a new IBrokerage instance
///
/// The job packet to create the brokerage for
/// The algorithm instance
/// A new brokerage instance
public abstract IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm);
///
/// Gets a brokerage message handler
///
public virtual IBrokerageMessageHandler CreateBrokerageMessageHandler(IAlgorithm algorithm, AlgorithmNodePacket job, IApi api)
{
return new DefaultBrokerageMessageHandler(algorithm, job, api);
}
///
/// Initializes a new instance of the class for the specified
///
/// The type of brokerage created by this factory
protected BrokerageFactory(Type brokerageType)
{
_brokerageType = brokerageType;
}
///
/// Reads a value from the brokerage data, adding an error if the key is not found
///
protected static T Read(IReadOnlyDictionary brokerageData, string key, ICollection errors)
where T : IConvertible
{
string value;
if (!brokerageData.TryGetValue(key, out value))
{
errors.Add("BrokerageFactory.CreateBrokerage(): Missing key: " + key);
return default(T);
}
try
{
return value.ConvertTo();
}
catch (Exception err)
{
errors.Add($"BrokerageFactory.CreateBrokerage(): Error converting key '{key}' with value '{value}'. {err.Message}");
return default(T);
}
}
}
}