/// <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 keyId = Read <string>(job.BrokerageData, "alpaca-key-id", errors);
var secretKey = Read <string>(job.BrokerageData, "alpaca-secret-key", errors);
var tradingMode = Read <string>(job.BrokerageData, "alpaca-trading-mode", errors);
if (errors.Count != 0)
{
// if we had errors then we can't create the instance
throw new Exception(string.Join(System.Environment.NewLine, errors));
}
tradingMode = tradingMode.ToLower();
if (!tradingMode.Equals("live") && !tradingMode.Equals("paper"))
{
// if the trading mode is invalid, do not proceed further
throw new Exception("Available trading mode: paper/live");
}
var brokerage = new AlpacaBrokerage(algorithm.Transactions, algorithm.Portfolio, keyId, secretKey, tradingMode);
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 keyId = Read <string>(job.BrokerageData, "alpaca-key-id", errors);
var secretKey = Read <string>(job.BrokerageData, "alpaca-secret-key", errors);
var tradingMode = Read <string>(job.BrokerageData, "alpaca-trading-mode", errors);
if (errors.Count != 0)
{
// if we had errors then we can't create the instance
throw new Exception(string.Join(Environment.NewLine, errors));
}
tradingMode = tradingMode.ToLowerInvariant();
if (!tradingMode.Equals("live") && !tradingMode.Equals("paper"))
{
// if the trading mode is invalid, do not proceed further
throw new Exception("Available trading mode: paper/live");
}
var handlesMarketData = job.DataQueueHandler.EndsWith("AlpacaBrokerage");
var brokerage = new AlpacaBrokerage(algorithm.Transactions,
algorithm.Portfolio,
keyId,
secretKey,
tradingMode,
handlesMarketData,
Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager")));
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
return(brokerage);
}