DowngradeErrorCodeToWarningBrokerageMessageHandler
QuantConnect.Brokerages.DowngradeErrorCodeToWarningBrokerageMessageHandler
DowngradeErrorCodeToWarningBrokerageMessageHandler(
brokerage_message_handler: IBrokerageMessageHandler,
error_codes_to_ignore: List[str],
)
Bases: Object, IBrokerageMessageHandler
Provides an implementation of IBrokerageMessageHandler that converts specified error codes into warnings
Initializes a new instance of the DowngradeErrorCodeToWarningBrokerageMessageHandler class
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
brokerage_message_handler
|
IBrokerageMessageHandler
|
The brokerage message handler to be wrapped |
required |
error_codes_to_ignore
|
List[str]
|
The error codes to convert to warning messages |
required |
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. |