QuantConnect.Brokerages.DefaultBrokerageMessageHandler Class Reference

Provides a default implementation o IBrokerageMessageHandler that will forward messages as follows: Information -> IResultHandler.Debug Warning -> IResultHandler.Error && IApi.SendUserEmail Error -> IResultHandler.Error && IAlgorithm.RunTimeError More...

Inheritance diagram for QuantConnect.Brokerages.DefaultBrokerageMessageHandler:

Public Member Functions
	DefaultBrokerageMessageHandler (IAlgorithm algorithm, AlgorithmNodePacket job, IApi api, TimeSpan? initialDelay=null, TimeSpan? openThreshold=null)
	Initializes a new instance of the DefaultBrokerageMessageHandler class More...
void	HandleMessage (BrokerageMessageEvent message)
	Handles the message More...
bool	HandleOrder (NewBrokerageOrderNotificationEventArgs eventArgs)
	Handles a new order placed manually in the brokerage side More...

Detailed Description

Provides a default implementation o IBrokerageMessageHandler that will forward messages as follows: Information -> IResultHandler.Debug Warning -> IResultHandler.Error && IApi.SendUserEmail Error -> IResultHandler.Error && IAlgorithm.RunTimeError

Definition at line 35 of file DefaultBrokerageMessageHandler.cs.

Constructor & Destructor Documentation

DefaultBrokerageMessageHandler()

QuantConnect.Brokerages.DefaultBrokerageMessageHandler.DefaultBrokerageMessageHandler	(	IAlgorithm	algorithm,
		AlgorithmNodePacket	job,
		IApi	api,
		TimeSpan?	initialDelay = null,
		TimeSpan?	openThreshold = null
	)

Initializes a new instance of the DefaultBrokerageMessageHandler class

Parameters

algorithm	The running algorithm
job	The job that produced the algorithm
api	The api for the algorithm
initialDelay
openThreshold	Defines how long before market open to re-check for brokerage reconnect message

Definition at line 57 of file DefaultBrokerageMessageHandler.cs.

Member Function Documentation

HandleMessage()

void QuantConnect.Brokerages.DefaultBrokerageMessageHandler.HandleMessage

(

BrokerageMessageEvent

message

)

Handles the message

Parameters

message

The message to be handled

Implements QuantConnect.Brokerages.IBrokerageMessageHandler.

Definition at line 71 of file DefaultBrokerageMessageHandler.cs.

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HandleOrder()

bool QuantConnect.Brokerages.DefaultBrokerageMessageHandler.HandleOrder

(

NewBrokerageOrderNotificationEventArgs

eventArgs

)

Handles a new order placed manually in the brokerage side

Parameters

eventArgs

The new order event

Returns

Whether the order should be added to the transaction handler

Implements QuantConnect.Brokerages.IBrokerageMessageHandler.

Definition at line 167 of file DefaultBrokerageMessageHandler.cs.

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The documentation for this class was generated from the following file:

• Common/Brokerages/DefaultBrokerageMessageHandler.cs