Fix using default value for orderbook depth in SetJob

QuantConnect · Feb 27, 2024 · ae1aabe · ae1aabe
1 parent 4266d48
commit ae1aabe
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Showing 2 changed files with 25 additions and 3 deletions.
diff --git a/QuantConnect.KrakenBrokerage.Tests/KrakenBrokerageDataQueueHandlerTests.cs b/QuantConnect.KrakenBrokerage.Tests/KrakenBrokerageDataQueueHandlerTests.cs
@@ -19,6 +19,7 @@
 using QuantConnect.Data;
 using QuantConnect.Logging;
 using QuantConnect.Data.Market;
+using QuantConnect.Configuration;
 
 namespace QuantConnect.Tests.Brokerages.Kraken
 {
@@ -78,5 +79,24 @@ public void StreamsData(Symbol symbol, Resolution resolution, int waitMillisecon
 
             cancelationToken.Cancel();
         }
+
+        [Test]
+        public void SetJobUsesOrderBookDepthDefaultValue()
+        {
+            using var brokerage = new KrakenBrokerage();
+
+            var packet = new Packets.LiveNodePacket()
+            {
+                BrokerageData =
+                {
+                    { "kraken-api-key", Config.Get("kraken-api-key") },
+                    { "kraken-api-secret", Config.Get("kraken-api-secret") },
+                    { "kraken-verification-tier", Config.Get("kraken-verification-tier") }
+                }
+            };
+
+            Assert.DoesNotThrow(() => brokerage.SetJob(packet));
+            Assert.IsTrue(brokerage.IsConnected);
+        }
     }
 }
diff --git a/QuantConnect.KrakenBrokerage/KrakenBrokerage.DataQueueHandler.cs b/QuantConnect.KrakenBrokerage/KrakenBrokerage.DataQueueHandler.cs
@@ -427,18 +427,20 @@ private void SetWebsocketToken()
         /// <param name="job">Job we're subscribing for</param>
         public void SetJob(LiveNodePacket job)
         {
-            if (!job.BrokerageData.TryGetValue("kraken-orderbook-depth", out var orderDepth))
+            var orderDepth = 10;
+            if (job.BrokerageData.TryGetValue("kraken-orderbook-depth", out var orderDepthStr))
             {
-                throw new ArgumentException($"KrakenBrokerage.SetJob(): missing value -- kraken-orderbook-depth");
+                orderDepth = orderDepthStr.ToInt32();
             }
+
             var aggregator = Composer.Instance.GetExportedValueByTypeName<IDataAggregator>(
                 Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager"), forceTypeNameOnExisting: false);
 
             Initialize(
                 job.BrokerageData["kraken-api-key"],
                 job.BrokerageData["kraken-api-secret"],
                 job.BrokerageData["kraken-verification-tier"],
-                orderDepth.ToInt32(),
+                orderDepth,
                 null,
                 aggregator,
                 job);