Trigger build

- Removed old authentication code (refresh tokens) and settings
- Added "tradier-use-sandbox" config setting

Brokerages/Tradier/Data.cs

@@ -1,11 +1,11 @@
 /*
  * 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"); 
+ *
+ * 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.
@@ -157,12 +157,12 @@ namespace QuantConnect.Brokerages.Tradier
 
         /// Bid Price
         [JsonProperty(PropertyName = "bid")]
-        public decimal Bid = 0;
+        public decimal? Bid = 0;
 
         /// Bid Size:
         [JsonProperty(PropertyName = "bidsize")]
         public decimal BidSize = 0;
-        
+
         /// Bid Exchange
         [JsonProperty(PropertyName = "bidexch")]
         public string BigExchange = "";
@@ -173,7 +173,7 @@ namespace QuantConnect.Brokerages.Tradier
 
         /// Asking Price
         [JsonProperty(PropertyName = "ask")]
-        public decimal Ask = 0;
+        public decimal? Ask = 0;
 
         /// Asking Quantity
         [JsonProperty(PropertyName = "asksize")]
@@ -278,7 +278,7 @@ namespace QuantConnect.Brokerages.Tradier
         [JsonProperty(PropertyName = "next_change")]
         public string NextChange;
 
-        /// Market Status: State 
+        /// Market Status: State
         [JsonProperty(PropertyName = "state")]
         public string State;
 
@@ -397,7 +397,7 @@ namespace QuantConnect.Brokerages.Tradier
     /// </summary>
     public class TradierStreamSession
     {
-        /// Trading Stream: Session Id 
+        /// Trading Stream: Session Id
         public string SessionId;
         /// Trading Stream: Stream URL
         public string Url;

Brokerages/Tradier/TradierBrokerage.DataQueueHandler.cs

@@ -15,7 +15,6 @@
 */
 
 using System;
-using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.IO;
 using System.Linq;
@@ -63,6 +62,13 @@ namespace QuantConnect.Brokerages.Tradier
         /// <returns>The new enumerator for this subscription request</returns>
         public IEnumerator<BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler)
         {
+            // streaming is not supported by sandbox
+            if (_useSandbox)
+            {
+                throw new NotSupportedException(
+                    "TradierBrokerage.DataQueueHandler.Subscribe(): The sandbox does not support data streaming.");
+            }
+
             if (!CanSubscribe(dataConfig.Symbol))
             {
                 return Enumerable.Empty<BaseData>().GetEnumerator();
@@ -74,7 +80,7 @@ namespace QuantConnect.Brokerages.Tradier
             return enumerator;
         }
 
-        private static bool CanSubscribe(Symbol symbol)
+        private bool CanSubscribe(Symbol symbol)
         {
             return (symbol.ID.SecurityType == SecurityType.Equity || symbol.ID.SecurityType == SecurityType.Option)
                 && !symbol.Value.Contains("-UNIVERSE-");
@@ -207,7 +213,7 @@ namespace QuantConnect.Brokerages.Tradier
 
                 //Authenticate a request:
                 request.Accept = "application/json";
-                request.Headers.Add("Authorization", "Bearer " + AccessToken);
+                request.Headers.Add("Authorization", "Bearer " + _accessToken);
 
                 //Add the desired data:
                 var postData = "symbols=" + symbolJoined + "&filter=trade&sessionid=" + session.SessionId;

Brokerages/Tradier/TradierBrokerage.cs

@@ -47,28 +47,26 @@ namespace QuantConnect.Brokerages.Tradier
     /// </summary>
     public partial class TradierBrokerage : Brokerage, IDataQueueHandler, IHistoryProvider
     {
-        private readonly string _accountID;
+        private readonly bool _useSandbox;
+        private readonly string _accountId;
+        private readonly string _accessToken;
 
         // we're reusing the equity exchange here to grab typical exchange hours
         private static readonly EquityExchange Exchange =
             new EquityExchange(MarketHoursDatabase.FromDataFolder().GetExchangeHours(Market.USA, null, SecurityType.Equity));
 
-        //Access and Refresh Tokens:
         private string _previousResponseRaw = "";
-        private DateTime _issuedAt;
-        private TimeSpan _lifeSpan = TimeSpan.FromSeconds(86399); // 1 second less than a day
         private readonly object _lockAccessCredentials = new object();
 
-        // polling timers for refreshing access tokens and checking for fill events
-        private Timer _refreshTimer;
-        private Timer _orderFillTimer;
+        // polling timer for checking for fill events
+        private readonly Timer _orderFillTimer;
 
         //Tradier Spec:
         private readonly Dictionary<TradierApiRequestType, TimeSpan> _rateLimitPeriod;
         private readonly Dictionary<TradierApiRequestType, DateTime> _rateLimitNextRequest;
 
         //Endpoints:
-        private const string RequestEndpoint = @"https://api.tradier.com/v1/";
+        private readonly string _requestEndpoint;
         private readonly IOrderProvider _orderProvider;
         private readonly ISecurityProvider _securityProvider;
         private readonly IDataAggregator _aggregator;
@@ -88,42 +86,6 @@ namespace QuantConnect.Brokerages.Tradier
         private readonly FixedSizeHashQueue<int> _cancelledQcOrderIDs = new FixedSizeHashQueue<int>(10000);
         private readonly EventBasedDataQueueHandlerSubscriptionManager _subscriptionManager;
 
-        /// <summary>
-        /// Event fired when our session has been refreshed/tokens updated
-        /// </summary>
-        public event EventHandler<TokenResponse> SessionRefreshed;
-
-        /// <summary>
-        /// When we expect this access token to expire, leaves an hour of padding
-        /// </summary>
-        private DateTime ExpectedExpiry
-        {
-            get { return _issuedAt + _lifeSpan - TimeSpan.FromMinutes(60); }
-        }
-
-        /// <summary>
-        /// Access Token Access:
-        /// </summary>
-        public string AccessToken { get; private set; }
-
-        /// <summary>
-        /// Refresh Token Access:
-        /// </summary>
-        public string RefreshToken { get; private set; }
-
-        /// <summary>
-        /// The QC User id, used for refreshing the session
-        /// </summary>
-        public int UserId { get; private set; }
-
-        /// <summary>
-        /// Get the last string returned
-        /// </summary>
-        public string LastResponse
-        {
-            get { return _previousResponseRaw; }
-        }
-
         /// <summary>
         /// Returns the brokerage account's base currency
         /// </summary>
@@ -132,13 +94,23 @@ namespace QuantConnect.Brokerages.Tradier
         /// <summary>
         /// Create a new Tradier Object:
         /// </summary>
-        public TradierBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider, IDataAggregator aggregator, string accountID)
+        public TradierBrokerage(
+            IOrderProvider orderProvider,
+            ISecurityProvider securityProvider,
+            IDataAggregator aggregator,
+            bool useSandbox,
+            string accountId,
+            string accessToken)
             : base("Tradier Brokerage")
         {
             _orderProvider = orderProvider;
             _securityProvider = securityProvider;
             _aggregator = aggregator;
-            _accountID = accountID;
+            _useSandbox = useSandbox;
+            _accountId = accountId;
+            _accessToken = accessToken;
+
+            _requestEndpoint = useSandbox ? "https://sandbox.tradier.com/v1/" : "https://api.tradier.com/v1/";
 
             _subscriptionManager = new EventBasedDataQueueHandlerSubscriptionManager();
             _subscriptionManager.SubscribeImpl += (s, t) =>
@@ -170,6 +142,11 @@ namespace QuantConnect.Brokerages.Tradier
             _rateLimitPeriod[TradierApiRequestType.Standard] = TimeSpan.FromMilliseconds(500);
             _rateLimitPeriod[TradierApiRequestType.Data] = TimeSpan.FromMilliseconds(500);
 
+            // we can poll orders once a second in sandbox and twice a second in production
+            var orderPollingIntervalInSeconds = Config.GetDouble("tradier-order-poll-interval", 1.0);
+            var interval = (int)(1000 * orderPollingIntervalInSeconds);
+            _orderFillTimer = new Timer(state => CheckForFills(), null, interval, interval);
+
             Task.Factory.StartNew(() =>
             {
                 IEnumerator<TradierStreamData> pipe = null;
@@ -209,42 +186,6 @@ namespace QuantConnect.Brokerages.Tradier
 
         #region Tradier client implementation
 
-        /// <summary>
-        /// Set the access token and login information for the tradier brokerage
-        /// </summary>
-        /// <param name="userId">Userid for this brokerage</param>
-        /// <param name="accessToken">Viable access token</param>
-        /// <param name="refreshToken">Our refresh token</param>
-        /// <param name="issuedAt">When the token was issued</param>
-        /// <param name="lifeSpan">Life span for our token.</param>
-        public void SetTokens(int userId, string accessToken, string refreshToken, DateTime issuedAt, TimeSpan lifeSpan)
-        {
-            AccessToken = accessToken;
-            RefreshToken = refreshToken;
-            _issuedAt = issuedAt;
-            _lifeSpan = lifeSpan;
-            UserId = userId;
-
-            if (_refreshTimer != null)
-            {
-                _refreshTimer.Dispose();
-            }
-            if (_orderFillTimer != null)
-            {
-                _orderFillTimer.Dispose();
-            }
-
-            var dueTime = ExpectedExpiry - DateTime.UtcNow;
-            if (dueTime < TimeSpan.Zero) dueTime = TimeSpan.Zero;
-            var period = TimeSpan.FromDays(1).Subtract(TimeSpan.FromMinutes(-1));
-            _refreshTimer = new Timer(state => RefreshSession(), null, dueTime, period);
-
-            // we can poll orders once a second in sandbox and twice a second in production
-            double orderPollingIntervalInSeconds = Config.GetDouble("tradier-order-poll-interval", 1.0);
-            var interval = (int)(1000 * orderPollingIntervalInSeconds);
-            _orderFillTimer = new Timer(state => CheckForFills(), null, interval, interval);
-        }
-
         /// <summary>
         /// Execute a authenticated call:
         /// </summary>
@@ -262,9 +203,9 @@ namespace QuantConnect.Brokerages.Tradier
 
             lock (_lockAccessCredentials)
             {
-                var client = new RestClient(RequestEndpoint);
+                var client = new RestClient(_requestEndpoint);
                 client.AddDefaultHeader("Accept", "application/json");
-                client.AddDefaultHeader("Authorization", "Bearer " + AccessToken);
+                client.AddDefaultHeader("Authorization", "Bearer " + _accessToken);
                 //client.AddDefaultHeader("Content-Type", "application/x-www-form-urlencoded");
 
                 //Wait for the API rate limiting
@@ -306,7 +247,7 @@ namespace QuantConnect.Brokerages.Tradier
                         // tradier sometimes sends back poorly formed messages, response will be null
                         // and we'll extract from it below
                     }
-                    if (fault != null && fault.Fault != null)
+                    if (fault?.Fault != null)
                     {
                         // JSON Errors:
                         Log.Trace(method + "(1): Parameters: " + string.Join(",", parameters));
@@ -320,14 +261,13 @@ namespace QuantConnect.Brokerages.Tradier
                         {
                             if (request.Method == Method.DELETE)
                             {
-                                string orderId = "[unknown]";
-                                var parameter = request.Parameters.FirstOrDefault(x => x.Name == "orderId");
-                                if (parameter != null) orderId = parameter.Value.ToString();
+                                var orderId = raw.ResponseUri.Segments.LastOrDefault() ?? "[unknown]";
+
                                 OnMessage(new BrokerageMessageEvent(BrokerageMessageType.Warning, "OrderAlreadyFilled",
                                     "Unable to cancel the order because it has already been filled. TradierOrderId: " + orderId
                                     ));
                             }
-                            return new T();
+                            return default(T);
                         }
 
                         // this happens when a request for historical data should return an empty response
@@ -379,72 +319,6 @@ namespace QuantConnect.Brokerages.Tradier
             return response;
         }
 
-        /// <summary>
-        /// Verify we have a user session; or refresh the access token.
-        /// </summary>
-        public bool RefreshSession()
-        {
-            // if session refreshing disabled, do nothing
-            if (!Config.GetBool("tradier-refresh-session", true))
-                return true;
-
-            //Send:
-            //Get: {"sAccessToken":"123123","iExpiresIn":86399,"dtIssuedAt":"2014-10-15T16:59:52-04:00","sRefreshToken":"123123","sScope":"read write market trade stream","sStatus":"approved","success":true}
-            // Or: {"success":false}
-            var raw = "";
-            bool success;
-            lock (_lockAccessCredentials)
-            {
-                try
-                {
-                    //Create the client for connection:
-                    var client = new RestClient("https://www.quantconnect.com/terminal/");
-
-                    //Create the GET call:
-                    var request = new RestRequest("processTradier", Method.GET);
-                    request.AddParameter("uid", UserId.ToStringInvariant(), ParameterType.GetOrPost);
-                    request.AddParameter("accessToken", AccessToken, ParameterType.GetOrPost);
-                    request.AddParameter("refreshToken", RefreshToken, ParameterType.GetOrPost);
-
-                    //Submit the call:
-                    var result = client.Execute(request);
-                    raw = result.Content;
-
-                    //Decode to token response: update internal access parameters:
-                    var newTokens = JsonConvert.DeserializeObject<TokenResponse>(result.Content);
-                    if (newTokens != null && newTokens.Success)
-                    {
-                        AccessToken = newTokens.AccessToken;
-                        RefreshToken = newTokens.RefreshToken;
-                        _issuedAt = newTokens.IssuedAt;
-                        _lifeSpan = TimeSpan.FromSeconds(newTokens.ExpiresIn);
-                        Log.Trace("SESSION REFRESHED: Access: " + AccessToken + " Refresh: " + RefreshToken + " Issued At: " + _lifeSpan + " JSON>>"
-                            + result.Content);
-                        OnSessionRefreshed(newTokens);
-                        success = true;
-                    }
-                    else
-                    {
-                        Log.Error("Tradier.RefreshSession(): Error Refreshing Session: URL: " + client.BuildUri(request) + " Response: " + result.Content);
-                        success = false;
-                    }
-                }
-                catch (Exception err)
-                {
-                    Log.Error(err, "Raw: " + raw);
-                    success = false;
-                }
-            }
-
-            if (!success)
-            {
-                // if we can't refresh our tokens then we must stop the algorithm
-                OnMessage(new BrokerageMessageEvent(BrokerageMessageType.Error, "RefreshSession", "Failed to refresh access token: " + raw));
-            }
-
-            return success;
-        }
-
         /// <summary>
         /// Using this auth token get the tradier user:
         /// </summary>
@@ -466,10 +340,9 @@ namespace QuantConnect.Brokerages.Tradier
         /// Returns null if the request was unsucessful
         /// </remarks>
         /// <returns>Balance</returns>
-        public TradierBalanceDetails GetBalanceDetails(string accountId)
+        public TradierBalanceDetails GetBalanceDetails()
         {
-            var request = new RestRequest("accounts/{accountId}/balances", Method.GET);
-            request.AddParameter("accountId", accountId, ParameterType.UrlSegment);
+            var request = new RestRequest($"accounts/{_accountId}/balances", Method.GET);
             var balContainer = Execute<TradierBalance>(request, TradierApiRequestType.Standard);
             //Log.Trace("TradierBrokerage.GetBalanceDetails(): Bal Container: " + JsonConvert.SerializeObject(balContainer));
             return balContainer.Balances;
@@ -484,11 +357,10 @@ namespace QuantConnect.Brokerages.Tradier
         /// <returns>Array of the symbols we hold.</returns>
         public List<TradierPosition> GetPositions()
         {
-            var request = new RestRequest("accounts/{accountId}/positions", Method.GET);
-            request.AddParameter("accountId", _accountID, ParameterType.UrlSegment);
+            var request = new RestRequest($"accounts/{_accountId}/positions", Method.GET);
             var positionContainer = Execute<TradierPositionsContainer>(request, TradierApiRequestType.Standard);
 
-            if (positionContainer.TradierPositions == null || positionContainer.TradierPositions.Positions == null)
+            if (positionContainer.TradierPositions?.Positions == null)
             {
                 // we had a successful call but there weren't any positions
                 Log.Trace("Tradier.Positions(): No positions found");
@@ -504,14 +376,13 @@ namespace QuantConnect.Brokerages.Tradier
         /// <remarks>
         /// Returns null if the request was unsucessful
         /// </remarks>
-        public List<TradierEvent> GetAccountEvents(long accountId)
+        public List<TradierEvent> GetAccountEvents()
         {
-            var request = new RestRequest("accounts/{accountId}/history", Method.GET);
-            request.AddUrlSegment("accountId", accountId.ToStringInvariant());
+            var request = new RestRequest($"accounts/{_accountId}/history", Method.GET);
 
             var eventContainer = Execute<TradierEventContainer>(request, TradierApiRequestType.Standard);
 
-            if (eventContainer.TradierEvents == null || eventContainer.TradierEvents.Events == null)
+            if (eventContainer.TradierEvents?.Events == null)
             {
                 // we had a successful call but there weren't any events
                 Log.Trace("Tradier.GetAccountEvents(): No events found");
@@ -524,14 +395,13 @@ namespace QuantConnect.Brokerages.Tradier
         /// <summary>
         /// GainLoss of recent trades for this account:
         /// </summary>
-        public List<TradierGainLoss> GetGainLoss(long accountId)
+        public List<TradierGainLoss> GetGainLoss()
         {
-            var request = new RestRequest("accounts/{accountId}/gainloss");
-            request.AddUrlSegment("accountId", accountId.ToStringInvariant());
+            var request = new RestRequest($"accounts/{_accountId}/gainloss");
 
             var gainLossContainer = Execute<TradierGainLossContainer>(request, TradierApiRequestType.Standard);
 
-            if (gainLossContainer.GainLossClosed == null || gainLossContainer.GainLossClosed.ClosedPositions == null)
+            if (gainLossContainer.GainLossClosed?.ClosedPositions == null)
             {
                 // we had a successful call but there weren't any records returned
                 Log.Trace("Tradier.GetGainLoss(): No gain loss found");
@@ -546,8 +416,7 @@ namespace QuantConnect.Brokerages.Tradier
         /// </summary>
         public List<TradierOrder> GetIntradayAndPendingOrders()
         {
-            var request = new RestRequest("accounts/{accountId}/orders");
-            request.AddUrlSegment("accountId", _accountID.ToStringInvariant());
+            var request = new RestRequest($"accounts/{_accountId}/orders");
             var ordersContainer = Execute<TradierOrdersContainer>(request, TradierApiRequestType.Standard);
 
             if (ordersContainer.Orders == null)
@@ -565,14 +434,14 @@ namespace QuantConnect.Brokerages.Tradier
         /// </summary>
         public TradierOrderDetailed GetOrder(long orderId)
         {
-            var request = new RestRequest("accounts/{accountId}/orders/" + orderId);
-            request.AddUrlSegment("accountId", _accountID.ToStringInvariant());
+            var request = new RestRequest($"accounts/{_accountId}/orders/" + orderId);
             var detailsParent = Execute<TradierOrderDetailedContainer>(request, TradierApiRequestType.Standard);
-            if (detailsParent == null || detailsParent.DetailedOrder == null)
+            if (detailsParent?.DetailedOrder == null)
             {
                 Log.Error("Tradier.GetOrder(): Null response.");
                 return new TradierOrderDetailed();
             }
+
             return detailsParent.DetailedOrder;
         }
 
@@ -580,7 +449,7 @@ namespace QuantConnect.Brokerages.Tradier
         /// Place Order through API.
         /// accounts/{account-id}/orders
         /// </summary>
-        public TradierOrderResponse PlaceOrder(string accountId,
+        public TradierOrderResponse PlaceOrder(
             TradierOrderClass classification,
             TradierOrderDirection direction,
             string symbol,
@@ -592,8 +461,7 @@ namespace QuantConnect.Brokerages.Tradier
             TradierOrderDuration duration = TradierOrderDuration.GTC)
         {
             //Compose the request:
-            var request = new RestRequest("accounts/{accountId}/orders");
-            request.AddUrlSegment("accountId", accountId.ToStringInvariant());
+            var request = new RestRequest($"accounts/{_accountId}/orders");
 
             //Add data:
             request.AddParameter("class", GetEnumDescription(classification));
@@ -617,7 +485,7 @@ namespace QuantConnect.Brokerages.Tradier
         /// <summary>
         /// Update an exiting Tradier Order:
         /// </summary>
-        public TradierOrderResponse ChangeOrder(string accountId,
+        public TradierOrderResponse ChangeOrder(
             long orderId,
             TradierOrderType type = TradierOrderType.Market,
             TradierOrderDuration duration = TradierOrderDuration.GTC,
@@ -625,10 +493,10 @@ namespace QuantConnect.Brokerages.Tradier
             decimal stop = 0)
         {
             //Create Request:
-            var request = new RestRequest("accounts/{accountId}/orders/{orderId}");
-            request.AddUrlSegment("accountId", accountId.ToStringInvariant());
-            request.AddUrlSegment("orderId", orderId.ToStringInvariant());
-            request.Method = Method.PUT;
+            var request = new RestRequest($"accounts/{_accountId}/orders/{orderId}")
+            {
+                Method = Method.PUT
+            };
 
             //Add Data:
             request.AddParameter("type", GetEnumDescription(type));
@@ -643,13 +511,13 @@ namespace QuantConnect.Brokerages.Tradier
         /// <summary>
         /// Cancel the order with this account and id number
         /// </summary>
-        public TradierOrderResponse CancelOrder(string accountId, long orderId)
+        public TradierOrderResponse CancelOrder(long orderId)
         {
             //Compose Request:
-            var request = new RestRequest("accounts/{accountId}/orders/{orderId}");
-            request.AddUrlSegment("accountId", accountId.ToStringInvariant());
-            request.AddUrlSegment("orderId", orderId.ToStringInvariant());
-            request.Method = Method.DELETE;
+            var request = new RestRequest($"accounts/{_accountId}/orders/{orderId}")
+            {
+                Method = Method.DELETE
+            };
 
             //Transmit Request:
             return Execute<TradierOrderResponse>(request, TradierApiRequestType.Orders);
@@ -667,7 +535,7 @@ namespace QuantConnect.Brokerages.Tradier
 
             //Send Request:
             var request = new RestRequest("markets/quotes", Method.GET);
-            var csvSymbols = String.Join(",", symbols);
+            var csvSymbols = string.Join(",", symbols);
             request.AddParameter("symbols", csvSymbols, ParameterType.QueryString);
 
             var dataContainer = Execute<TradierQuoteContainer>(request, TradierApiRequestType.Data, "quotes");
@@ -791,15 +659,6 @@ namespace QuantConnect.Brokerages.Tradier
             return obj;
         }
 
-        /// <summary>
-        /// Event invocator for the SessionRefreshed event
-        /// </summary>
-        protected virtual void OnSessionRefreshed(TokenResponse e)
-        {
-            var handler = SessionRefreshed;
-            if (handler != null) handler(this, e);
-        }
-
         #endregion
 
         #region IBrokerage implementation
@@ -807,10 +666,7 @@ namespace QuantConnect.Brokerages.Tradier
         /// <summary>
         /// Returns true if we're currently connected to the broker
         /// </summary>
-        public override bool IsConnected
-        {
-            get { return _issuedAt + _lifeSpan > DateTime.Now; }
-        }
+        public override bool IsConnected => !_disconnect;
 
         /// <summary>
         /// Gets all open orders on the account.
@@ -860,7 +716,7 @@ namespace QuantConnect.Brokerages.Tradier
         {
             return new List<CashAmount>
             {
-                new CashAmount(GetBalanceDetails(_accountID).TotalCash, Currencies.USD)
+                new CashAmount(GetBalanceDetails().TotalCash, Currencies.USD)
             };
         }
 
@@ -1010,7 +866,7 @@ namespace QuantConnect.Brokerages.Tradier
             var orderDuration = GetOrderDuration(order.TimeInForce);
             var limitPrice = GetLimitPrice(order);
             var stopPrice = GetStopPrice(order);
-            var response = ChangeOrder(_accountID, activeOrder.Order.Id,
+            var response = ChangeOrder(activeOrder.Order.Id,
                 orderType,
                 orderDuration,
                 limitPrice,
@@ -1070,7 +926,7 @@ namespace QuantConnect.Brokerages.Tradier
             foreach (var orderID in order.BrokerId)
             {
                 var id = Parse.Long(orderID);
-                var response = CancelOrder(_accountID, id);
+                var response = CancelOrder(id);
                 if (response == null)
                 {
                     // this can happen if the order has already been filled
@@ -1094,8 +950,6 @@ namespace QuantConnect.Brokerages.Tradier
         public override void Connect()
         {
             _disconnect = false;
-            if (IsConnected) return;
-            RefreshSession();
         }
 
         /// <summary>
@@ -1106,6 +960,14 @@ namespace QuantConnect.Brokerages.Tradier
             _disconnect = true;
         }
 
+        /// <summary>
+        /// Dispose of the brokerage instance
+        /// </summary>
+        public override void Dispose()
+        {
+            _orderFillTimer.DisposeSafely();
+        }
+
         /// <summary>
         /// Event invocator for the Message event
         /// </summary>
@@ -1137,7 +999,7 @@ namespace QuantConnect.Brokerages.Tradier
                 $"{order.Quantity.ToStringInvariant()} units of {order.Symbol}{stopLimit}"
             );
 
-            var response = PlaceOrder(_accountID,
+            var response = PlaceOrder(
                 order.Classification,
                 order.Direction,
                 order.Symbol,
@@ -1977,4 +1839,5 @@ namespace QuantConnect.Brokerages.Tradier
             }
         }
     }
+
 }

Brokerages/Tradier/TradierBrokerageFactory.cs

@@ -13,15 +13,10 @@
  * limitations under the License.
 */
 
-using System;
 using System.Collections.Generic;
-using System.Globalization;
-using System.IO;
-using Newtonsoft.Json;
 using QuantConnect.Configuration;
 using QuantConnect.Data;
 using QuantConnect.Interfaces;
-using QuantConnect.Logging;
 using QuantConnect.Packets;
 using QuantConnect.Securities;
 using QuantConnect.Util;
@@ -39,59 +34,21 @@ namespace QuantConnect.Brokerages.Tradier
         public static class Configuration
         {
             /// <summary>
-            /// Gets the account ID to be used when instantiating a brokerage
+            /// Gets whether to use the developer sandbox or not
             /// </summary>
-            public static int QuantConnectUserID
-            {
-                get { return Config.GetInt("qc-user-id"); }
-            }
+            public static bool UseSandbox => Config.GetBool("tradier-use-sandbox");
 
             /// <summary>
             /// Gets the account ID to be used when instantiating a brokerage
             /// </summary>
-            public static string AccountID
-            {
-                get { return Config.Get("tradier-account-id"); }
-            }
+            public static string AccountId => Config.Get("tradier-account-id");
 
             /// <summary>
             /// Gets the access token from configuration
             /// </summary>
-            public static string AccessToken
-            {
-                get { return Config.Get("tradier-access-token"); }
-            }
-
-            /// <summary>
-            /// Gets the refresh token from configuration
-            /// </summary>
-            public static string RefreshToken
-            {
-                get { return Config.Get("tradier-refresh-token"); }
-            }
-
-            /// <summary>
-            /// Gets the date time the tokens were issued at from configuration
-            /// </summary>
-            public static DateTime TokensIssuedAt
-            {
-                get { return Config.GetValue<DateTime>("tradier-issued-at"); }
-            }
-
-            /// <summary>
-            /// Gets the life span of the tokens from configuration
-            /// </summary>
-            public static TimeSpan LifeSpan
-            {
-                get { return TimeSpan.FromSeconds(Config.GetInt("tradier-lifespan")); }
-            }
+            public static string AccessToken => Config.Get("tradier-access-token");
         }
 
-        /// <summary>
-        /// File path used to store tradier token data
-        /// </summary>
-        public const string TokensFile = "tradier-tokens.txt";
-
         /// <summary>
         /// Initializes a new instance of he TradierBrokerageFactory class
         /// </summary>
@@ -111,31 +68,12 @@ namespace QuantConnect.Brokerages.Tradier
         {
             get
             {
-                string accessToken, refreshToken, issuedAt, lifeSpan;
-
-                // always need to grab account ID from configuration
-                var accountID = Configuration.AccountID.ToStringInvariant();
-                var data = new Dictionary<string, string>();
-                if (File.Exists(TokensFile))
+                var data = new Dictionary<string, string>
                 {
-                    var tokens = JsonConvert.DeserializeObject<TokenResponse>(File.ReadAllText(TokensFile));
-                    accessToken = tokens.AccessToken;
-                    refreshToken = tokens.RefreshToken;
-                    issuedAt = tokens.IssuedAt.ToString(CultureInfo.InvariantCulture);
-                    lifeSpan = "86399";
-                }
-                else
-                {
-                    accessToken = Configuration.AccessToken;
-                    refreshToken = Configuration.RefreshToken;
-                    issuedAt = Configuration.TokensIssuedAt.ToString(CultureInfo.InvariantCulture);
-                    lifeSpan = Configuration.LifeSpan.TotalSeconds.ToString(CultureInfo.InvariantCulture);
-                }
-                data.Add("tradier-account-id", accountID);
-                data.Add("tradier-access-token", accessToken);
-                data.Add("tradier-refresh-token", refreshToken);
-                data.Add("tradier-issued-at", issuedAt);
-                data.Add("tradier-lifespan", lifeSpan);
+                    { "tradier-use-sandbox", Configuration.UseSandbox.ToStringInvariant() },
+                    { "tradier-account-id", Configuration.AccountId.ToStringInvariant() },
+                    { "tradier-access-token", Configuration.AccessToken.ToStringInvariant() }
+                };
                 return data;
             }
         }
@@ -155,32 +93,22 @@ namespace QuantConnect.Brokerages.Tradier
         public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
         {
             var errors = new List<string>();
-            var accountID = Read<string>(job.BrokerageData, "tradier-account-id", errors);
+            var useSandbox = Read<bool>(job.BrokerageData, "tradier-use-sandbox", errors);
+            var accountId = Read<string>(job.BrokerageData, "tradier-account-id", errors);
             var accessToken = Read<string>(job.BrokerageData, "tradier-access-token", errors);
-            var refreshToken = Read<string>(job.BrokerageData, "tradier-refresh-token", errors);
-            var issuedAt = Read<DateTime>(job.BrokerageData, "tradier-issued-at", errors);
-            var lifeSpan = TimeSpan.FromSeconds(Read<double>(job.BrokerageData, "tradier-lifespan", errors));
 
             var brokerage = new TradierBrokerage(
-                algorithm.Transactions, 
+                algorithm.Transactions,
                 algorithm.Portfolio,
                 Composer.Instance.GetExportedValueByTypeName<IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager")),
-                accountID);
+                useSandbox,
+                accountId,
+                accessToken);
 
-            // if we're running live locally we'll want to save any new tokens generated so that they can easily be retrieved
-            if (Config.GetBool("tradier-save-tokens"))
-            {
-                brokerage.SessionRefreshed += (sender, args) =>
-                {
-                    File.WriteAllText(TokensFile, JsonConvert.SerializeObject(args, Formatting.Indented));
-                };
-            }
-
-            brokerage.SetTokens(job.UserId, accessToken, refreshToken, issuedAt, lifeSpan);
-
-            //Add the brokerage to the composer to ensure its accessible to the live data feed.
+            // Add the brokerage to the composer to ensure its accessible to the live data feed.
             Composer.Instance.AddPart<IDataQueueHandler>(brokerage);
             Composer.Instance.AddPart<IHistoryProvider>(brokerage);
+
             return brokerage;
         }
 
@@ -191,27 +119,5 @@ namespace QuantConnect.Brokerages.Tradier
         public override void Dispose()
         {
         }
-
-
-        /// <summary>
-        /// Reads the tradier tokens from the <see cref="TokensFile"/> or from configuration
-        /// </summary>
-        public static TokenResponse GetTokens()
-        {
-            // pick a source for our tokens
-            if (File.Exists(TokensFile))
-            {
-                Log.Trace("Reading tradier tokens from " + TokensFile);
-                return JsonConvert.DeserializeObject<TokenResponse>(File.ReadAllText(TokensFile));
-            }
-
-            return new TokenResponse
-            {
-                AccessToken = Config.Get("tradier-access-token"),
-                RefreshToken = Config.Get("tradier-refresh-token"),
-                IssuedAt = Config.GetValue<DateTime>("tradier-issued-at"),
-                ExpiresIn = Config.GetInt("tradier-lifespan")
-            };
-        }
     }
 }

Launcher/config.json

@@ -77,12 +77,9 @@
   "ib-version": "974",
 
   // tradier configuration
+  "tradier-use-sandbox": true,
   "tradier-account-id": "",
   "tradier-access-token": "",
-  "tradier-refresh-token": "",
-  "tradier-issued-at": "",
-  "tradier-lifespan": "",
-  "tradier-refresh-session": true,
 
   // oanda configuration
   "oanda-environment": "Practice",
@@ -348,7 +345,7 @@
       "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
       "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
       "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
-      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler" 
+      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler"
     }
   }
 }

Tests/Brokerages/BrokerageTests.cs

@@ -124,6 +124,7 @@ namespace QuantConnect.Tests.Brokerages
                 // these securities don't need to be real, just used for the ISecurityProvider impl, required
                 // by brokerages to track holdings
                 SecurityProvider[accountHolding.Symbol] = CreateSecurity(accountHolding.Symbol);
+                SecurityProvider[accountHolding.Symbol].Holdings.SetHoldings(accountHolding.AveragePrice, accountHolding.Quantity);
             }
             brokerage.OrderStatusChanged += (sender, args) =>
             {
@@ -448,7 +449,7 @@ namespace QuantConnect.Tests.Brokerages
             Assert.AreEqual(GetDefaultQuantity(), afterQuantity - beforeQuantity);
         }
 
-        [Test, Ignore("This test requires reading the output and selection of a low volume security for the Brokerage")]
+        [Test, Explicit("This test requires reading the output and selection of a low volume security for the Brokerage")]
         public void PartialFills()
         {
             var manualResetEvent = new ManualResetEvent(false);

Tests/Brokerages/Tradier/TradierBrokerageHistoryProviderTests.cs

@@ -24,7 +24,7 @@ using QuantConnect.Securities;
 
 namespace QuantConnect.Tests.Brokerages.Tradier
 {
-    [TestFixture, Ignore("This test requires a configured and active Tradier account")]
+    [TestFixture, Explicit("This test requires a configured and active Tradier account")]
     public class TradierBrokerageHistoryProviderTests
     {
         private static TestCaseData[] TestParameters
@@ -54,10 +54,11 @@ namespace QuantConnect.Tests.Brokerages.Tradier
         {
             TestDelegate test = () =>
             {
+                var useSandbox = Config.GetBool("tradier-use-sandbox");
+                var accountId = Config.Get("tradier-account-id");
                 var accessToken = Config.Get("tradier-access-token");
 
-                var brokerage = new TradierBrokerage(null, null, null, "");
-                brokerage.SetTokens(0, accessToken, "", DateTime.Now, Time.OneDay);
+                var brokerage = new TradierBrokerage(null, null, null, useSandbox, accountId, accessToken);
 
                 var now = DateTime.UtcNow;
 

Tests/Brokerages/Tradier/TradierBrokerageSerializationTests.cs

@@ -1,11 +1,11 @@
 /*
  * 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"); 
+ *
+ * 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.

Tests/Brokerages/Tradier/TradierBrokerageTests.cs

@@ -15,10 +15,8 @@
 
 using System;
 using System.Collections.Generic;
-using System.IO;
 using System.Linq;
 using System.Threading;
-using Newtonsoft.Json;
 using NUnit.Framework;
 using QuantConnect.Brokerages.Tradier;
 using QuantConnect.Interfaces;
@@ -28,7 +26,7 @@ using QuantConnect.Securities;
 
 namespace QuantConnect.Tests.Brokerages.Tradier
 {
-    [TestFixture, Ignore("This test requires a configured and active Tradier account")]
+    [TestFixture, Explicit("This test requires a configured and active Tradier account")]
     public class TradierBrokerageTests : BrokerageTests
     {
         /// <summary>
@@ -51,20 +49,11 @@ namespace QuantConnect.Tests.Brokerages.Tradier
         /// <returns>A connected brokerage instance</returns>
         protected override IBrokerage CreateBrokerage(IOrderProvider orderProvider, ISecurityProvider securityProvider)
         {
-            var accountID = TradierBrokerageFactory.Configuration.AccountID;
-            var tradier = new TradierBrokerage(orderProvider, securityProvider, new AggregationManager(), accountID);
+            var useSandbox = TradierBrokerageFactory.Configuration.UseSandbox;
+            var accountId = TradierBrokerageFactory.Configuration.AccountId;
+            var accessToken = TradierBrokerageFactory.Configuration.AccessToken;
 
-            var qcUserID = TradierBrokerageFactory.Configuration.QuantConnectUserID;
-            var tokens = TradierBrokerageFactory.GetTokens();
-            tradier.SetTokens(qcUserID, tokens.AccessToken, tokens.RefreshToken, tokens.IssuedAt, TimeSpan.FromSeconds(tokens.ExpiresIn));
-
-            // keep the tokens up to date in the event of a refresh
-            tradier.SessionRefreshed += (sender, args) =>
-            {
-                File.WriteAllText(TradierBrokerageFactory.TokensFile, JsonConvert.SerializeObject(args, Formatting.Indented));
-            };
-
-            return tradier;
+            return new TradierBrokerage(orderProvider, securityProvider, new AggregationManager(), useSandbox, accountId, accessToken);
         }
 
         /// <summary>
@@ -92,10 +81,10 @@ namespace QuantConnect.Tests.Brokerages.Tradier
         {
             var tradier = (TradierBrokerage) Brokerage;
             var quotes = tradier.GetQuotes(new List<string> {symbol.Value});
-            return quotes.Single().Ask;
+            return quotes.Single().Ask ?? 0;
         }
 
-        [Test, TestCaseSource("OrderParameters")]
+        [Test, TestCaseSource(nameof(OrderParameters))]
         public void AllowsOneActiveOrderPerSymbol(OrderTestParameters parameters)
         {
             // tradier's api gets special with zero holdings crossing in that they need to fill the order
@@ -124,10 +113,11 @@ namespace QuantConnect.Tests.Brokerages.Tradier
             Assert.IsTrue(orderFilledOrCanceled);
         }
 
-        [Test, Ignore("This test exists to manually verify how rejected orders are handled when we don't receive an order ID back from Tradier.")]
-        public void ShortZnga()
+        [Test, Explicit("This test exists to manually verify how rejected orders are handled when we don't receive an order ID back from Tradier.")]
+        public void ShortInvalidSymbol()
         {
-            PlaceOrderWaitForStatus(new MarketOrder(Symbols.ZNGA, -1, DateTime.Now), OrderStatus.Invalid, allowFailedSubmission: true);
+            var symbol = Symbol.Create("XYZ", SecurityType.Equity, Market.USA);
+            PlaceOrderWaitForStatus(new MarketOrder(symbol, -1, DateTime.Now), OrderStatus.Invalid, allowFailedSubmission: true);
 
             // wait for output to be generated
             Thread.Sleep(20*1000);