wehub-resource-sync
57 lines
2.3 KiB
C#
57 lines
2.3 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.ComponentModel.Composition;
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namespace QuantConnect.Data
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{
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/// <summary>
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/// Aggregates ticks and bars based on given subscriptions.
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/// </summary>
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[InheritedExport(typeof(IDataAggregator))]
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public interface IDataAggregator : IDisposable
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{
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/// <summary>
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/// Initialize this instance
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/// </summary>
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/// <param name="parameters">The parameters dto instance</param>
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void Initialize(DataAggregatorInitializeParameters parameters);
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/// <summary>
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/// Add new subscription to current <see cref="IDataAggregator"/> instance
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/// </summary>
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/// <param name="dataConfig">defines the parameters to subscribe to a data feed</param>
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/// <param name="newDataAvailableHandler">handler to be fired on new data available</param>
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/// <returns>The new enumerator for this subscription request</returns>
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/// <returns></returns>
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IEnumerator<BaseData> Add(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler);
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/// <summary>
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/// Remove the given subscription
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/// </summary>
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/// <param name="dataConfig">defines the subscription configuration data.</param>
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/// <returns>Returns true if given <see cref="SubscriptionDataConfig"/> was found and succesfully removed; otherwise false.</returns>
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bool Remove(SubscriptionDataConfig dataConfig);
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/// <summary>
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/// Adds new <see cref="BaseData"/> input into aggregator.
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/// </summary>
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/// <param name="input">The new data</param>
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void Update(BaseData input);
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}
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}
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