DefaultBrokerageMessageHandler

QuantConnect.Brokerages.DefaultBrokerageMessageHandler

DefaultBrokerageMessageHandler(
    algorithm: IAlgorithm,
    initial_delay: Optional[timedelta] = None,
    open_threshold: Optional[timedelta] = None,
)

DefaultBrokerageMessageHandler(
    algorithm: IAlgorithm,
    job: AlgorithmNodePacket,
    api: IApi,
    initial_delay: Optional[timedelta] = None,
    open_threshold: Optional[timedelta] = None,
)

Bases: Object, IBrokerageMessageHandler

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

Initializes a new instance of the DefaultBrokerageMessageHandler class

Parameters:

Name	Type	Description	Default
algorithm	IAlgorithm	The running algorithm	required
initial_delay	Optional[timedelta]		None
open_threshold	Optional[timedelta]	Defines how long before market open to re-check for brokerage reconnect message	None
job	Optional[AlgorithmNodePacket]	The job that produced the algorithm	None
api	Optional[IApi]	The api for the algorithm	None

handle_message

handle_message(message: BrokerageMessageEvent) -> None

Handles the message

Parameters:

Name	Type	Description	Default
message	BrokerageMessageEvent	The message to be handled	required

handle_order

handle_order(
    event_args: NewBrokerageOrderNotificationEventArgs,
) -> bool

Handles a new order placed manually in the brokerage side

Parameters:

Name	Type	Description	Default
event_args	NewBrokerageOrderNotificationEventArgs	The new order event	required

Returns:

Type	Description
bool	Whether the order should be added to the transaction handler.