wehub-resource-sync
86 lines
3.7 KiB
C#
86 lines
3.7 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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*/
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using System;
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using System.Collections.Generic;
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using QuantConnect.Data;
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namespace QuantConnect.Interfaces
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{
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/// <summary>
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/// This interface exposes methods for creating a list of <see cref="SubscriptionDataConfig" /> for a given
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/// configuration
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/// </summary>
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public interface ISubscriptionDataConfigService : ISubscriptionDataConfigProvider
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{
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/// <summary>
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/// Creates and adds a list of <see cref="SubscriptionDataConfig" /> for a given symbol and configuration.
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/// Can optionally pass in desired subscription data type to use.
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/// If the config already existed will return existing instance instead
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/// </summary>
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SubscriptionDataConfig Add(
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Type dataType,
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Symbol symbol,
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Resolution? resolution = null,
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bool fillForward = true,
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bool extendedMarketHours = false,
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bool isFilteredSubscription = true,
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bool isInternalFeed = false,
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bool isCustomData = false,
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DataNormalizationMode dataNormalizationMode = DataNormalizationMode.Adjusted,
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DataMappingMode dataMappingMode = DataMappingMode.OpenInterest,
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uint contractDepthOffset = 0
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);
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/// <summary>
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/// Creates and adds a list of <see cref="SubscriptionDataConfig" /> for a given symbol and configuration.
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/// Can optionally pass in desired subscription data types to use.
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/// If the config already existed will return existing instance instead
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/// </summary>
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List<SubscriptionDataConfig> Add(
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Symbol symbol,
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Resolution? resolution = null,
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bool fillForward = true,
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bool extendedMarketHours = false,
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bool isFilteredSubscription = true,
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bool isInternalFeed = false,
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bool isCustomData = false,
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List<Tuple<Type, TickType>> subscriptionDataTypes = null,
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DataNormalizationMode dataNormalizationMode = DataNormalizationMode.Adjusted,
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DataMappingMode dataMappingMode = DataMappingMode.OpenInterest,
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uint contractDepthOffset = 0
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);
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/// <summary>
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/// Get the data feed types for a given <see cref="SecurityType" /> <see cref="Resolution" />
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/// </summary>
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/// <param name="symbolSecurityType">The <see cref="SecurityType" /> used to determine the types</param>
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/// <param name="resolution">The resolution of the data requested</param>
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/// <param name="isCanonical">Indicates whether the security is Canonical (future and options)</param>
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/// <returns>Types that should be added to the <see cref="SubscriptionDataConfig" /></returns>
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List<Tuple<Type, TickType>> LookupSubscriptionConfigDataTypes(
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SecurityType symbolSecurityType,
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Resolution resolution,
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bool isCanonical
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);
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/// <summary>
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/// Gets the available data types
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/// </summary>
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Dictionary<SecurityType, List<TickType>> AvailableDataTypes { get; }
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}
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}
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