wehub-resource-sync
64 lines
2.6 KiB
C#
64 lines
2.6 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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using QuantConnect.Brokerages;
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using QuantConnect.Packets;
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using QuantConnect.Securities;
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namespace QuantConnect.Interfaces
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{
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/// <summary>
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/// Defines factory types for brokerages. Every IBrokerage is expected to also implement an IBrokerageFactory.
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/// </summary>
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[InheritedExport(typeof(IBrokerageFactory))]
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public interface IBrokerageFactory : IDisposable
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{
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/// <summary>
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/// Gets the type of brokerage produced by this factory
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/// </summary>
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Type BrokerageType { get; }
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/// <summary>
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/// Gets the brokerage data required to run the brokerage from configuration/disk
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/// </summary>
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/// <remarks>
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/// The implementation of this property will create the brokerage data dictionary required for
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/// running live jobs. See <see cref="IJobQueueHandler.NextJob"/>
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/// </remarks>
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Dictionary<string, string> BrokerageData { get; }
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/// <summary>
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/// Gets a brokerage model that can be used to model this brokerage's unique behaviors
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/// </summary>
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/// <param name="orderProvider">The order provider</param>
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IBrokerageModel GetBrokerageModel(IOrderProvider orderProvider);
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/// <summary>
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/// Creates a new IBrokerage instance
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/// </summary>
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/// <param name="job">The job packet to create the brokerage for</param>
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/// <param name="algorithm">The algorithm instance</param>
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/// <returns>A new brokerage instance</returns>
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IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm);
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/// <summary>
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/// Gets a brokerage message handler
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/// </summary>
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IBrokerageMessageHandler CreateBrokerageMessageHandler(IAlgorithm algorithm, AlgorithmNodePacket job, IApi api);
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}
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} |