Error Interpreter for Brokerage Error

[AlexCatarino]

Expected Behavior

LEAN translates brokerage error messages to user-friendly terms.

Actual Behavior

We receive messages as the following one:

No security definition has been found for the request. Origin: [Id=42] GetContractDetails: NVDL (CFD NVD L SMART)

which is not very helpful. It means that the CFD for NVDL was not found in IB database. If we search for it on the Produce Search page, it cannot be found.

Potential Solution

Pipe the brokerage error messages through error interpreter logic, expand the interpreters to include common brokerage error messages.

Reproducing the Problem

Live deployment with the following code:

self.add_cfd("NVDL", market=Market.INTERACTIVE_BROKERS)

Checklist

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• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue