/// <summary>
/// Creates a new <see cref="IBrokerage"/> instance
/// </summary>
/// <param name="job">The job packet to create the brokerage for</param>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>A new brokerage instance</returns>
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
var errors = new List <string>();
// read values from the brokerage data
var server = Read <string>(job.BrokerageData, "fxcm-server", errors);
var terminal = Read <string>(job.BrokerageData, "fxcm-terminal", errors);
var userName = Read <string>(job.BrokerageData, "fxcm-user-name", errors);
var password = Read <string>(job.BrokerageData, "fxcm-password", errors);
var accountId = Read <string>(job.BrokerageData, "fxcm-account-id", errors);
if (errors.Count != 0)
{
// if we had errors then we can't create the instance
throw new Exception(string.Join(Environment.NewLine, errors));
}
var brokerage = new FxcmBrokerage(
algorithm.Transactions,
algorithm.Portfolio,
Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager")),
server,
terminal,
userName,
password,
accountId);
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
return(brokerage);
}
/// <summary>
/// Creates a new <see cref="IBrokerage"/> instance
/// </summary>
/// <param name="job">The job packet to create the brokerage for</param>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>A new brokerage instance</returns>
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
var errors = new List <string>();
// read values from the brokerage data
var server = Read <string>(job.BrokerageData, "fxcm-server", errors);
var terminal = Read <string>(job.BrokerageData, "fxcm-terminal", errors);
var userName = Read <string>(job.BrokerageData, "fxcm-user-name", errors);
var password = Read <string>(job.BrokerageData, "fxcm-password", errors);
var accountId = Read <string>(job.BrokerageData, "fxcm-account-id", errors);
if (errors.Count != 0)
{
// if we had errors then we can't create the instance
throw new Exception(string.Join(Environment.NewLine, errors));
}
var brokerage = new FxcmBrokerage(algorithm.Transactions, algorithm.Portfolio, server, terminal, userName, password, accountId);
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
Composer.Instance.AddPart <IHistoryProvider>(brokerage);
return(brokerage);
}
/// <summary>
/// Creates a new <see cref="IBrokerage"/> instance
/// </summary>
/// <param name="job">The job packet to create the brokerage for</param>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>A new brokerage instance</returns>
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
var errors = new List<string>();
// read values from the brokerage data
var server = Read<string>(job.BrokerageData, "fxcm-server", errors);
var terminal = Read<string>(job.BrokerageData, "fxcm-terminal", errors);
var userName = Read<string>(job.BrokerageData, "fxcm-user-name", errors);
var password = Read<string>(job.BrokerageData, "fxcm-password", errors);
var accountId = Read<string>(job.BrokerageData, "fxcm-account-id", errors);
if (errors.Count != 0)
{
// if we had errors then we can't create the instance
throw new Exception(string.Join(Environment.NewLine, errors));
}
var brokerage = new FxcmBrokerage(algorithm.Transactions, algorithm.Portfolio, server, terminal, userName, password, accountId);
Composer.Instance.AddPart<IDataQueueHandler>(brokerage);
Composer.Instance.AddPart<IHistoryProvider>(brokerage);
return brokerage;
}
