/* * 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); } } } }