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Lean
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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...
Public Member Functions | |
| DefaultBrokerageMessageHandler (IAlgorithm algorithm, TimeSpan? initialDelay=null, TimeSpan? openThreshold=null) | |
| Initializes a new instance of the DefaultBrokerageMessageHandler class More... | |
| 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... | |
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.
| QuantConnect.Brokerages.DefaultBrokerageMessageHandler.DefaultBrokerageMessageHandler | ( | IAlgorithm | algorithm, |
| TimeSpan? | initialDelay = null, |
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| TimeSpan? | openThreshold = null |
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| ) |
Initializes a new instance of the DefaultBrokerageMessageHandler class
| algorithm | The running algorithm |
| initialDelay | |
| openThreshold | Defines how long before market open to re-check for brokerage reconnect message |
Definition at line 53 of file DefaultBrokerageMessageHandler.cs.
| QuantConnect.Brokerages.DefaultBrokerageMessageHandler.DefaultBrokerageMessageHandler | ( | IAlgorithm | algorithm, |
| AlgorithmNodePacket | job, | ||
| IApi | api, | ||
| TimeSpan? | initialDelay = null, |
||
| TimeSpan? | openThreshold = null |
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| ) |
Initializes a new instance of the DefaultBrokerageMessageHandler class
| 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 66 of file DefaultBrokerageMessageHandler.cs.
| void QuantConnect.Brokerages.DefaultBrokerageMessageHandler.HandleMessage | ( | BrokerageMessageEvent | message | ) |
Handles the message
| message | The message to be handled |
Implements QuantConnect.Brokerages.IBrokerageMessageHandler.
Definition at line 78 of file DefaultBrokerageMessageHandler.cs.
| bool QuantConnect.Brokerages.DefaultBrokerageMessageHandler.HandleOrder | ( | NewBrokerageOrderNotificationEventArgs | eventArgs | ) |
Handles a new order placed manually in the brokerage side
| eventArgs | The new order event |
Implements QuantConnect.Brokerages.IBrokerageMessageHandler.
Definition at line 174 of file DefaultBrokerageMessageHandler.cs.