wehub-resource-sync
45 lines
2.0 KiB
C#
45 lines
2.0 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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namespace QuantConnect.Brokerages
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{
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/// <summary>
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/// Provides the mapping between Lean symbols and brokerage specific symbols.
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/// </summary>
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public interface ISymbolMapper
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{
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/// <summary>
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/// Converts a Lean symbol instance to a brokerage symbol
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/// </summary>
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/// <param name="symbol">A Lean symbol instance</param>
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/// <returns>The brokerage symbol</returns>
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string GetBrokerageSymbol(Symbol symbol);
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/// <summary>
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/// Converts a brokerage symbol to a Lean symbol instance
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/// </summary>
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/// <param name="brokerageSymbol">The brokerage symbol</param>
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/// <param name="securityType">The security type</param>
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/// <param name="market">The market</param>
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/// <param name="expirationDate">Expiration date of the security(if applicable)</param>
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/// <param name="strike">The strike of the security (if applicable)</param>
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/// <param name="optionRight">The option right of the security (if applicable)</param>
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/// <returns>A new Lean Symbol instance</returns>
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Symbol GetLeanSymbol(string brokerageSymbol, SecurityType securityType, string market, DateTime expirationDate = default(DateTime), decimal strike = 0, OptionRight optionRight = 0);
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}
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}
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