Fix for handling order streaming client events always (#33)

- In some cases if alpaca was not used as a data provider, the order
  streaming client events might not be handled

Author: Martin-Molinero

QuantConnect.AlpacaBrokerage/AlpacaBrokerage.cs

@@ -155,6 +155,7 @@ private void Initialize(string apiKey, string apiKeySecret, string accessToken,
             if (_orderProvider != null)
             {
                 _orderStreamingClient.OnTradeUpdate += (message) => _messageHandler.HandleNewMessage(message);
+                WireStreamingClientEvents(_orderStreamingClient);
             }
             _messageHandler = new(HandleTradeUpdate);
             _symbolMapper = new AlpacaBrokerageSymbolMapper(_tradingClient);
@@ -179,18 +180,9 @@ private void Initialize(string apiKey, string apiKeySecret, string accessToken,
                 // streaming options
                 _optionsStreamingClient = new AlpacaStreamingClientWrapper(secretKey, SecurityType.Option);
 
-                foreach (var streamingClient in new IStreamingClient[] { _cryptoStreamingClient, _optionsStreamingClient, _equityStreamingClient, _orderStreamingClient })
+                foreach (var streamingClient in new IStreamingClient[] { _cryptoStreamingClient, _optionsStreamingClient, _equityStreamingClient })
                 {
-                    streamingClient.Connected += (obj) => StreamingClient_Connected(streamingClient, obj);
-                    streamingClient.OnWarning += (obj) => StreamingClient_OnWarning(streamingClient, obj);
-                    streamingClient.SocketOpened += () => StreamingClient_SocketOpened(streamingClient);
-                    streamingClient.SocketClosed += () => StreamingClient_SocketClosed(streamingClient);
-                    streamingClient.OnError += (obj) => StreamingClient_OnError(streamingClient, obj);
-
-                    if (streamingClient is AlpacaStreamingClientWrapper wrapper)
-                    {
-                        wrapper.EnviromentFailure += (message) => Log.Trace($"AlpacaBrokerage.Initialize(): {message}");
-                    }
+                    WireStreamingClientEvents(streamingClient);
                 }
 
                 _subscriptionManager = new EventBasedDataQueueHandlerSubscriptionManager();
@@ -208,6 +200,20 @@ private void Initialize(string apiKey, string apiKeySecret, string accessToken,
             }
         }
 
+        private void WireStreamingClientEvents(IStreamingClient streamingClient)
+        {
+            streamingClient.Connected += (obj) => StreamingClient_Connected(streamingClient, obj);
+            streamingClient.OnWarning += (obj) => StreamingClient_OnWarning(streamingClient, obj);
+            streamingClient.SocketOpened += () => StreamingClient_SocketOpened(streamingClient);
+            streamingClient.SocketClosed += () => StreamingClient_SocketClosed(streamingClient);
+            streamingClient.OnError += (obj) => StreamingClient_OnError(streamingClient, obj);
+
+            if (streamingClient is AlpacaStreamingClientWrapper wrapper)
+            {
+                wrapper.EnviromentFailure += (message) => Log.Trace($"AlpacaBrokerage.Initialize(): {message}");
+            }
+        }
+
         private void StreamingClient_OnError(IStreamingClient client, Exception obj)
         {
             Log.Trace($"{nameof(StreamingClient_OnError)}({client.GetStreamingClientName()}): {obj}");