/* * 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); } } }