Address review + nits

Common/Notifications/Notification.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  *
@@ -156,4 +156,44 @@ namespace QuantConnect.Notifications
             Headers = headers;
         }
     }
+
+    /// <summary>
+    /// Telegram notification data
+    /// </summary>
+    public class NotificationTelegram : Notification
+    {
+        /// <summary>
+        /// Send a notification message to this user on Telegram
+        /// Can be either a personal ID or Group ID.
+        /// </summary>
+        public string Id;
+
+        /// <summary>
+        /// Message to send. Limited to 4096 characters
+        /// </summary>
+        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        public string Message;
+
+        /// <summary>
+        /// Token to use
+        /// </summary>
+        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        public string Token;
+
+        /// <summary>
+        /// Constructor for sending a telegram notification to a specific User ID
+        /// or group ID. Note: The bot must have an open chat with the user or be
+        /// added to the group for messages to deliver.
+        /// </summary>
+        /// <param name="id">User Id or Group Id to send the message too</param>
+        /// <param name="message">Message to send</param>
+        /// <param name="token">Bot token to use, if null defaults to "telegram-token"
+        /// in config on send</param>
+        public NotificationTelegram(string id, string message, string token = null)
+        {
+            Id = id;
+            Message = message;
+            Token = token;
+        }
+    }
 }

Common/Notifications/NotificationJsonConverter.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  *
@@ -74,6 +74,12 @@ namespace QuantConnect.Notifications
 
                 return new NotificationWeb(token.ToString(), data?.ToString(), headers?.ToObject<Dictionary<string, string>>());
             }
+            else if (jObject.TryGetValue("Id", StringComparison.InvariantCultureIgnoreCase, out token))
+            {
+                var message = jObject.GetValue("Message", StringComparison.InvariantCultureIgnoreCase);
+                var botToken = jObject.GetValue("Token", StringComparison.InvariantCultureIgnoreCase);
+                return new NotificationTelegram(token.ToString(), message?.ToString(), botToken?.ToString());
+            }
 
             throw new NotImplementedException($"Unexpected json object: '{jObject.ToString(Formatting.None)}'");
         }

Common/Notifications/NotificationManager.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  *
@@ -122,6 +122,27 @@ namespace QuantConnect.Notifications
             return true;
         }
 
+        /// <summary>
+        /// Send a telegram message to the chat ID specified
+        /// Note: Requires bot to be added to have chat with user or
+        /// be in the group specified by ID.
+        /// </summary>
+        /// <param name="user">Chat or group ID to send message to</param>
+        /// <param name="message">Message to send</param>
+        /// <param name="token">Bot token to use for this message</param>
+        public bool Telegram(string id, string message, string token = null)
+        {
+            if (!Allow())
+            {
+                return false;
+            }
+
+            var telegram = new NotificationTelegram(id, message, token);
+            Messages.Enqueue(telegram);
+
+            return true;
+        }
+
         /// <summary>
         /// Maintain a rate limit of the notification messages per hour send of roughly 20 messages per hour.
         /// </summary>

Messaging/EventMessagingHandler.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  * 
@@ -121,7 +121,7 @@ namespace QuantConnect.Messaging
         public void SendNotification(Notification notification)
         {
             var type = notification.GetType();
-            if (type == typeof (NotificationEmail) || type == typeof (NotificationWeb) || type == typeof (NotificationSms))
+            if (type == typeof (NotificationEmail) || type == typeof (NotificationWeb) || type == typeof (NotificationSms) || type == typeof (NotificationTelegram))
             {
                 Log.Error("Messaging.SendNotification(): Send not implemented for notification of type: " + type.Name);
                 return;
@@ -275,4 +275,4 @@ namespace QuantConnect.Messaging
         {
         }
     }
-}
+}

Messaging/Messaging.cs

@@ -145,7 +145,8 @@ namespace QuantConnect.Messaging
             var type = notification.GetType();
             if (type == typeof (NotificationEmail)
              || type == typeof (NotificationWeb)
-             || type == typeof (NotificationSms))
+             || type == typeof (NotificationSms)
+             || type == typeof(NotificationTelegram))
             {
                 Log.Error("Messaging.SendNotification(): Send not implemented for notification of type: " + type.Name);
                 return;

Messaging/StreamingMessageHandler.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  *
@@ -72,7 +72,7 @@ namespace QuantConnect.Messaging
         public void SendNotification(Notification notification)
         {
             var type = notification.GetType();
-            if (type == typeof(NotificationEmail) || type == typeof(NotificationWeb) || type == typeof(NotificationSms))
+            if (type == typeof(NotificationEmail) || type == typeof(NotificationWeb) || type == typeof(NotificationSms) || type == typeof(NotificationTelegram))
             {
                 Log.Error("Messaging.SendNotification(): Send not implemented for notification of type: " + type.Name);
                 return;

Tests/Common/Notifications/NotificationJsonConverterTests.cs

@@ -1,4 +1,4 @@
-/*
+/*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
  *
@@ -77,6 +77,23 @@ namespace QuantConnect.Tests.Common.Notifications
             Assert.AreEqual(expected.Headers, result.Headers);
         }
 
+        [TestCase(true, true)]
+        [TestCase(true, false)]
+        [TestCase(false, true)]
+        [TestCase(false, false)]
+        public void TelegramRoundTrip(bool nullMessage, bool nullToken)
+        {
+            var expected = new NotificationTelegram("pepe", nullMessage ? null : "ImAMessage", nullToken ? null : "botToken");
+
+            var serialized = JsonConvert.SerializeObject(expected);
+
+            var result = (NotificationTelegram)JsonConvert.DeserializeObject<Notification>(serialized);
+
+            Assert.AreEqual(expected.Id, result.Id);
+            Assert.AreEqual(expected.Message, result.Message);
+            Assert.AreEqual(expected.Token, result.Token);
+        }
+
         [Test]
         public void CaseInsensitive()
         {