Feature: download specification (#110)

* feat: json specification

* feat: add Handle brokerage message to log messages

* refactor: style json

* feat: missing support markets

* remove: not support market name

QuantConnect.InteractiveBrokersBrokerage.ToolBox/IBDataDownloader.cs

@@ -50,6 +50,19 @@ public IBDataDownloader()
                 Config.Get("ib-trading-mode"),
                 Config.GetValue("ib-agent-description", Brokerages.InteractiveBrokers.Client.AgentDescription.Individual),
                 loadExistingHoldings: false);
+
+            _brokerage.Message += (object _, Brokerages.BrokerageMessageEvent e) =>
+            {
+                if (e.Type == Brokerages.BrokerageMessageType.Error)
+                {
+                    Logging.Log.Error(e.Message);
+                }
+                else
+                {
+                    Logging.Log.Trace(e.Message);
+                }
+            };
+
             _brokerage.Connect();
         }
 

interactivebrokers.json

@@ -13,5 +13,44 @@
   	"order-types": ["Market", "Limit", "Limit-If-Touched", "Stop Market",  "Stop Limit", "Trailing", "Market On Open", "Market On Close", "Combo Market", "Combo Limit", "Combo Leg Limit", "Exercise"],
 	"assets": ["Equity", "Equity Options", "Futures", "Future Options", "Index Options", "Forex"], 
 	"brokerage-url": "https://www.interactivebrokers.com/",
-  	"documentation": "/docs/v2/cloud-platform/live-trading/brokerages/interactive-brokers"
+  	"documentation": "/docs/v2/cloud-platform/live-trading/brokerages/interactive-brokers",
+	"module-specification": {
+		"download": {
+			"data-types": [
+				"Trade",
+				"Quote"
+			],
+			"resolutions": [
+				"Second",
+				"Minute",
+				"Hour",
+				"Daily"
+			],
+			"security-types": [
+				"Equity",
+				"Option",
+				"Forex",
+				"Future",
+				"Cfd",
+				"FutureOption",
+				"Index",
+				"IndexOption"
+			],
+			"markets": [
+				"USA",
+				"CME",
+				"NYMEX",
+				"COMEX",
+				"CBOT",
+				"CBOE",
+				"HKFE",
+				"SGX",
+				"ICE",
+				"CFE",
+				"NYSELIFFE",
+				"Oanda",
+				"InteractiveBrokers"
+			]
+		}
+	}
 }