wehub-resource-sync
44 lines
1.7 KiB
C#
44 lines
1.7 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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using QuantConnect.Orders;
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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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/// Handles the time in force for an order
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/// </summary>
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public interface ITimeInForceHandler
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{
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/// <summary>
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/// Checks if an order is expired
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/// </summary>
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/// <param name="security">The security matching the order</param>
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/// <param name="order">The order to be checked</param>
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/// <returns>Returns true if the order has expired, false otherwise</returns>
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bool IsOrderExpired(Security security, Order order);
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/// <summary>
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/// Checks if an order fill is valid
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/// </summary>
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/// <param name="security">The security matching the order</param>
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/// <param name="order">The order to be checked</param>
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/// <param name="fill">The order fill to be checked</param>
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/// <returns>Returns true if the order fill can be emitted, false otherwise</returns>
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bool IsFillValid(Security security, Order order, OrderEvent fill);
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}
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}
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