QuantConnect / QuantConnect/Lean
Error Interpreter for Brokerage Error
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- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
LEAN translates brokerage error messages to user-friendly terms.
Actual Behavior
We receive messages as the following one:
No security definition has been found for the request. Origin: [Id=42] GetContractDetails: NVDL (CFD NVD L SMART)
which is not very helpful. It means that the CFD for NVDL was not found in IB database. If we search for it on the Produce Search page, it cannot be found.
Potential Solution
Pipe the brokerage error messages through error interpreter logic, expand the interpreters to include common brokerage error messages.
Reproducing the Problem
Live deployment with the following code:
self.add_cfd("NVDL", market=Market.INTERACTIVE_BROKERS)
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by tracing the brokerage error path reached by the Python add_cfd("NVDL", market=Market.INTERACTIVE_BROKERS) example and locating the existing error interpreter logic. Review how brokerage messages are currently mapped, then add coverage for the shown Interactive Brokers message so the missing CFD is reported in user-friendly terms.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp, python
- Domain
- backend, fintech-quant
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100