wehub-resource-sync
62 lines
2.4 KiB
C#
62 lines
2.4 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using System.Collections.Generic;
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using System.Linq;
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namespace QuantConnect.Brokerages
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{
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/// <summary>
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/// Represents an orderbook updater interface for a security.
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/// Provides the ability to update orderbook price level and to be alerted about updates
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/// </summary>
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/// <typeparam name="K">Price level identifier</typeparam>
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/// <typeparam name="V">Size at the price level</typeparam>
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public interface IOrderBookUpdater<K, V>
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{
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/// <summary>
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/// Event fired each time BestBidPrice or BestAskPrice are changed
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/// </summary>
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event EventHandler<BestBidAskUpdatedEventArgs> BestBidAskUpdated;
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/// <summary>
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/// Updates or inserts a bid price level in the order book
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/// </summary>
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/// <param name="price">The bid price level to be inserted or updated</param>
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/// <param name="size">The new size at the bid price level</param>
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void UpdateBidRow(K price, V size);
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/// <summary>
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/// Updates or inserts an ask price level in the order book
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/// </summary>
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/// <param name="price">The ask price level to be inserted or updated</param>
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/// <param name="size">The new size at the ask price level</param>
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void UpdateAskRow(K price, V size);
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/// <summary>
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/// Removes a bid price level from the order book
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/// </summary>
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/// <param name="price">The bid price level to be removed</param>
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void RemoveBidRow(K price);
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/// <summary>
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/// Removes an ask price level from the order book
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/// </summary>
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/// <param name="price">The ask price level to be removed</param>
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void RemoveAskRow(K price);
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}
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}
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