BrokerageMessageHandlerPythonWrapper.cs

/*
 * 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 Python.Runtime;
using QuantConnect.Brokerages;
 
namespace QuantConnect.Python
{
    /// <summary>
    /// Provides a wrapper for <see cref="IBrokerageMessageHandler"/> implementations written in python
    /// </summary>
    public class BrokerageMessageHandlerPythonWrapper : BasePythonWrapper<IBrokerageMessageHandler>, IBrokerageMessageHandler
    {
        /// <summary>
        /// Initializes a new instance of the <see cref="BrokerageMessageHandlerPythonWrapper"/> class
        /// </summary>
        /// <param name="model">The python implementation of <see cref="IBrokerageMessageHandler"/></param>
        public BrokerageMessageHandlerPythonWrapper(PyObject model)
            : base(model)
        {
        }
 
        /// <summary>
        /// Handles the message
        /// </summary>
        /// <param name="message">The message to be handled</param>
        public void HandleMessage(BrokerageMessageEvent message)
        {
            InvokeMethod(nameof(HandleMessage), message);
        }
 
        /// <summary>
        /// Handles a new order placed manually in the brokerage side
        /// </summary>
        /// <param name="eventArgs">The new order event</param>
        /// <returns>Whether the order should be added to the transaction handler</returns>
        public bool HandleOrder(NewBrokerageOrderNotificationEventArgs eventArgs)
        {
            return InvokeMethod<bool>(nameof(HandleOrder), eventArgs);
        }
    }
}