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2026-07-13 13:02:50 +08:00

32 lines
1.2 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.
*/
using System;
using QuantConnect.Orders;
namespace QuantConnect.Securities
{
/// <summary>
/// Represents a type with a new <see cref="OrderEvent"/> event <see cref="EventHandler"/>.
/// </summary>
public interface IOrderEventProvider
{
/// <summary>
/// Event fired when there is a new <see cref="OrderEvent"/>
/// </summary>
/// <remarks>Will be called before the <see cref="SecurityPortfolioManager"/></remarks>
event EventHandler<OrderEvent> NewOrderEvent;
}
}