Minor refactor messaging handler

Api/Api.cs

@@ -30,6 +30,7 @@ using QuantConnect.Optimizer.Parameters;
 using QuantConnect.Orders;
 using QuantConnect.Statistics;
 using QuantConnect.Util;
+using QuantConnect.Notifications;
 
 namespace QuantConnect.Api
 {
@@ -367,6 +368,15 @@ namespace QuantConnect.Api
             return result;
         }
 
+        /// <summary>
+        /// Sends a notification
+        /// </summary>
+        /// <param name="notification">The notification to send</param>
+        /// <returns><see cref="RestResponse"/> containing success response and errors</returns>
+        public virtual RestResponse SendNotification(Notification notification)
+        {
+            throw new NotImplementedException($"{nameof(Api)} does not support sending notifications");
+        }
 
         /// <summary>
         /// Create a new backtest request and get the id.

Common/Interfaces/IApi.cs

@@ -18,6 +18,7 @@ using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using QuantConnect.Api;
+using QuantConnect.Notifications;
 using QuantConnect.Optimizer.Objectives;
 using QuantConnect.Optimizer.Parameters;
 using QuantConnect.Statistics;
@@ -411,13 +412,12 @@ namespace QuantConnect.Interfaces
         /// <returns></returns>
         RestResponse StopLiveAlgorithm(int projectId);
 
-        //Status StatusRead(int projectId, string algorithmId);
-        //RestResponse StatusUpdate(int projectId, string algorithmId, AlgorithmStatus status, string message = "");
-        //LogControl LogAllowanceRead();
-        //void LogAllowanceUpdate(string backtestId, string url, int length);
-        //void StatisticsUpdate(int projectId, string algorithmId, decimal unrealized, decimal fees, decimal netProfit, decimal holdings, decimal equity, decimal netReturn, decimal volume, int trades, double sharpe);
-        //void NotifyOwner(int projectId, string algorithmId, string subject, string body);
-        //IEnumerable<MarketHoursSegment> MarketHours(int projectId, DateTime time, Symbol symbol);
+        /// <summary>
+        /// Sends a notification
+        /// </summary>
+        /// <param name="notification">The notification to send</param>
+        /// <returns><see cref="RestResponse"/> containing success response and errors</returns>
+        RestResponse SendNotification(Notification notification);
 
         /// <summary>
         /// Get the algorithm current status, active or cancelled from the user

Common/Interfaces/IMessagingHandler.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  * 
@@ -37,12 +37,13 @@ namespace QuantConnect.Interfaces
         /// <summary>
         /// Initialize the Messaging System Plugin. 
         /// </summary>
-        void Initialize();
+        /// <param name="initializeParameters">The parameters required for initialization</param>
+        void Initialize(MessagingHandlerInitializeParameters initializeParameters);
 
         /// <summary>
         /// Set the user communication channel
         /// </summary>
-        /// <param name="job"></param>
+        /// <param name="job">The job packet</param>
         void SetAuthentication(AlgorithmNodePacket job);
 
         /// <summary>

Common/Interfaces/MessagingHandlerInitializeParameters.cs

@@ -0,0 +1,38 @@
+/*
+ * 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.
+ *
+*/
+
+namespace QuantConnect.Interfaces
+{
+    /// <summary>
+    /// Parameters required to initialize a <see cref="IMessagingHandler"/> instance
+    /// </summary>
+    public class MessagingHandlerInitializeParameters
+    {
+        /// <summary>
+        /// The api instance to use
+        /// </summary>
+        public IApi Api { get; }
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        /// <param name="api">The api instance to use</param>
+        public MessagingHandlerInitializeParameters(IApi api)
+        {
+            Api = api;
+        }
+    }
+}

Engine/LeanEngineSystemHandlers.cs

@@ -119,7 +119,7 @@ namespace QuantConnect.Lean.Engine
         public void Initialize()
         {
             Api.Initialize(Config.GetInt("job-user-id", 0), Config.Get("api-access-token", ""), Config.Get("data-folder"));
-            Notify.Initialize();
+            Notify.Initialize(new MessagingHandlerInitializeParameters(Api));
             JobQueue.Initialize(Api);
         }
 
@@ -138,4 +138,4 @@ namespace QuantConnect.Lean.Engine
             Log.Trace("LeanEngineSystemHandlers.Dispose(): Disposed of system handlers.");
         }
     }
-}
+}

Messaging/EventMessagingHandler.cs

@@ -43,7 +43,8 @@ namespace QuantConnect.Messaging
         /// <summary>
         /// Initialize the Messaging System Plugin. 
         /// </summary>
-        public void Initialize()
+        /// <param name="initializeParameters">The parameters required for initialization</param>
+        public void Initialize(MessagingHandlerInitializeParameters initializeParameters)
         {
             _queue = new Queue<Packet>();
 

Messaging/Messaging.cs

@@ -42,7 +42,8 @@ namespace QuantConnect.Messaging
         /// <summary>
         /// Initialize the messaging system
         /// </summary>
-        public void Initialize()
+        /// <param name="initializeParameters">The parameters required for initialization</param>
+        public void Initialize(MessagingHandlerInitializeParameters initializeParameters)
         {
             //
         }

Messaging/StreamingMessageHandler.cs

@@ -47,7 +47,8 @@ namespace QuantConnect.Messaging
         /// <summary>
         /// Initialize the messaging system
         /// </summary>
-        public void Initialize()
+        /// <param name="initializeParameters">The parameters required for initialization</param>
+        public void Initialize(MessagingHandlerInitializeParameters initializeParameters)
         {
             _port = Config.Get("desktop-http-port");
             CheckPort();

Tests/Messaging/StreamingMessageHandlerTests.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  *
@@ -38,7 +38,7 @@ namespace QuantConnect.Tests.Messaging
             Config.Set("desktop-http-port", _port);
 
             _messageHandler = new StreamingMessageHandler();
-            _messageHandler.Initialize();
+            _messageHandler.Initialize(null);
         }
 
         [Test]
@@ -158,4 +158,4 @@ namespace QuantConnect.Tests.Messaging
             }
         }
     }
-}
+}