wehub-resource-sync
52 lines
2.3 KiB
C#
52 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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namespace QuantConnect.Interfaces
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{
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/// <summary>
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/// Defines a short list/easy-to-borrow provider
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/// </summary>
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[StubsAvoidImplicits]
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public interface IShortableProvider
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{
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/// <summary>
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/// Gets interest rate charged on borrowed shares for a given asset.
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/// </summary>
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/// <param name="symbol">Symbol to lookup fee rate</param>
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/// <param name="localTime">Time of the algorithm</param>
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/// <returns>Fee rate. Zero if the data for the brokerage/date does not exist.</returns>
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decimal FeeRate(Symbol symbol, DateTime localTime);
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/// <summary>
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/// Gets the Fed funds or other currency-relevant benchmark rate minus the interest rate charged on borrowed shares for a given asset.
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/// Interest rate - borrow fee rate = borrow rebate rate: 5.32% - 0.25% = 5.07%
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/// </summary>
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/// <param name="symbol">Symbol to lookup rebate rate</param>
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/// <param name="localTime">Time of the algorithm</param>
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/// <returns>Rebate fee. Zero if the data for the brokerage/date does not exist.</returns>
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decimal RebateRate(Symbol symbol, DateTime localTime);
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/// <summary>
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/// Gets the quantity shortable for a <see cref="Symbol"/>.
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/// </summary>
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/// <param name="symbol">Symbol to check shortable quantity</param>
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/// <param name="localTime">Local time of the algorithm</param>
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/// <returns>The quantity shortable for the given Symbol as a positive number. Null if the Symbol is shortable without restrictions.</returns>
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long? ShortableQuantity(Symbol symbol, DateTime localTime);
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}
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}
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