chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ *
+*/
+
+using System;
+using System.Collections.Generic;
+using QuantConnect.Data;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Interfaces
+{
+    /// <summary>
+    /// Reduced interface which allows setting and accessing
+    /// price properties for a <see cref="Security"/>
+    /// </summary>
+    public interface ISecurityPrice
+    {
+        /// <summary>
+        /// Get the current value of the security.
+        /// </summary>
+        decimal Price { get; }
+
+        /// <summary>
+        /// If this uses trade bar data, return the most recent close.
+        /// </summary>
+        decimal Close { get; }
+
+        /// <summary>
+        /// Access to the volume of the equity today
+        /// </summary>
+        decimal Volume { get; }
+
+        /// <summary>
+        /// Gets the most recent bid price if available
+        /// </summary>
+        decimal BidPrice { get; }
+
+        /// <summary>
+        /// Gets the most recent bid size if available
+        /// </summary>
+        decimal BidSize { get; }
+
+        /// <summary>
+        /// Gets the most recent ask price if available
+        /// </summary>
+        decimal AskPrice { get; }
+
+        /// <summary>
+        /// Gets the most recent ask size if available
+        /// </summary>
+        decimal AskSize { get; }
+
+        /// <summary>
+        /// Access to the open interest of the security today
+        /// </summary>
+        long OpenInterest { get; }
+
+        /// <summary>
+        /// <see cref="Symbol"/> for the asset.
+        /// </summary>
+        Symbol Symbol { get; }
+
+        /// <summary>
+        /// <see cref="SymbolProperties"/> of the symbol
+        /// </summary>
+        SymbolProperties SymbolProperties { get; }
+
+        /// <summary>
+        /// Update any security properties based on the latest market data and time
+        /// </summary>
+        /// <param name="data">New data packet from LEAN</param>
+        void SetMarketPrice(BaseData data);
+
+        /// <summary>
+        /// Updates all of the security properties, such as price/OHLCV/bid/ask based
+        /// on the data provided. Data is also stored into the security's data cache
+        /// </summary>
+        /// <param name="data">The security update data</param>
+        /// <param name="dataType">The data type</param>
+        /// <param name="containsFillForwardData">Flag indicating whether
+        /// <param name="isInternalConfig">True if this update data corresponds to an internal subscription
+        /// such as currency or security benchmark</param>
+        /// <paramref name="data"/> contains any fill forward bar or not</param>
+        void Update(IReadOnlyList<BaseData> data, Type dataType, bool? containsFillForwardData, bool isInternalConfig);
+
+        /// <summary>
+        /// Get the last price update set to the security.
+        /// </summary>
+        /// <returns>BaseData object for this security</returns>
+        BaseData GetLastData();
+    }
+}