wehub-resource-sync
44 lines
2.1 KiB
C#
44 lines
2.1 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.Collections.Generic;
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namespace QuantConnect.Interfaces
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{
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/// <summary>
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/// This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available.
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/// Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific.
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/// </summary>
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public interface IDataQueueUniverseProvider
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{
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/// <summary>
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/// Method returns a collection of Symbols that are available at the data source.
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/// </summary>
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/// <param name="symbol">Symbol to lookup</param>
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/// <param name="includeExpired">Include expired contracts</param>
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/// <param name="securityCurrency">Expected security currency(if any)</param>
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/// <returns>Enumerable of Symbols, that are associated with the provided Symbol</returns>
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IEnumerable<Symbol> LookupSymbols(Symbol symbol, bool includeExpired, string securityCurrency = null);
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/// <summary>
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/// Returns whether selection can take place or not.
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/// </summary>
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/// <remarks>This is useful to avoid a selection taking place during invalid times, for example IB reset times or when not connected,
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/// because if allowed selection would fail since IB isn't running and would kill the algorithm</remarks>
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/// <returns>True if selection can take place</returns>
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bool CanPerformSelection();
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}
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}
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