wehub-resource-sync
33 lines
1.4 KiB
C#
33 lines
1.4 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
namespace QuantConnect.Orders.Fills
|
|
{
|
|
/// <summary>
|
|
/// Represents a model that simulates order fill events
|
|
/// </summary>
|
|
/// <remarks>Please use<see cref="FillModel"/> as the base class for
|
|
/// any implementations of<see cref="IFillModel"/></remarks>
|
|
public interface IFillModel
|
|
{
|
|
/// <summary>
|
|
/// Return an order event with the fill details
|
|
/// </summary>
|
|
/// <param name="parameters">A <see cref="FillModelParameters"/> object containing the security and order</param>
|
|
/// <returns>Order fill information detailing the average price and quantity filled.</returns>
|
|
Fill Fill(FillModelParameters parameters);
|
|
}
|
|
}
|