chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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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 QuantConnect.Data;
+using QuantConnect.Data.UniverseSelection;
+
+namespace QuantConnect.Lean.Engine.DataFeeds
+{
+    /// <summary>
+    /// DataFeedSubscriptionManager interface will manage the subscriptions for the Data Feed
+    /// </summary>
+    public interface IDataFeedSubscriptionManager
+    {
+        /// <summary>
+        /// Event fired when a new subscription is added
+        /// </summary>
+        event EventHandler<Subscription> SubscriptionAdded;
+
+        /// <summary>
+        /// Event fired when an existing subscription is removed
+        /// </summary>
+        event EventHandler<Subscription> SubscriptionRemoved;
+
+        /// <summary>
+        /// Gets the data feed subscription collection
+        /// </summary>
+        SubscriptionCollection DataFeedSubscriptions { get; }
+
+        /// <summary>
+        /// Get the universe selection instance
+        /// </summary>
+        UniverseSelection UniverseSelection { get; }
+
+        /// <summary>
+        /// Removes the <see cref="Subscription"/>, if it exists
+        /// </summary>
+        /// <param name="configuration">The <see cref="SubscriptionDataConfig"/> of the subscription to remove</param>
+        /// <param name="universe">Universe requesting to remove <see cref="Subscription"/>.
+        /// Default value, null, will remove all universes</param>
+        /// <returns>True if the subscription was successfully removed, false otherwise</returns>
+        bool RemoveSubscription(SubscriptionDataConfig configuration, Universe universe = null);
+
+        /// <summary>
+        /// Adds a new <see cref="Subscription"/> to provide data for the specified security.
+        /// </summary>
+        /// <param name="request">Defines the <see cref="SubscriptionRequest"/> to be added</param>
+        /// <returns>True if the subscription was created and added successfully, false otherwise</returns>
+        bool AddSubscription(SubscriptionRequest request);
+    }
+}