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