Martin Molinero
8e41371e19
- `GetCashBalance()` will return a `List<CashAmount>`, will not need to set conversion rates, which requires knowing what the account currency is. - Removing `Global.Holding` conversion rate field. It wasn't being used and required knowing what the account currency is. - Adding equality operators for `CashAmount`. Adding unit tests.
123 lines
4.5 KiB
C#
123 lines
4.5 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 QuantConnect.Brokerages;
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using QuantConnect.Data;
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using QuantConnect.Data.Market;
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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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/// Brokerage interface that defines the operations all brokerages must implement. The IBrokerage implementation
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/// must have a matching IBrokerageFactory implementation.
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/// </summary>
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public interface IBrokerage : IDisposable
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{
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/// <summary>
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/// Event that fires each time an order is filled
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/// </summary>
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event EventHandler<OrderEvent> OrderStatusChanged;
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/// <summary>
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/// Event that fires each time a short option position is assigned
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/// </summary>
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event EventHandler<OrderEvent> OptionPositionAssigned;
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/// <summary>
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/// Event that fires each time a user's brokerage account is changed
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/// </summary>
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event EventHandler<AccountEvent> AccountChanged;
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/// <summary>
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/// Event that fires when a message is received from the brokerage
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/// </summary>
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event EventHandler<BrokerageMessageEvent> Message;
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/// <summary>
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/// Gets the name of the brokerage
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/// </summary>
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string Name { get; }
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/// <summary>
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/// Returns true if we're currently connected to the broker
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/// </summary>
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bool IsConnected { get; }
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/// <summary>
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/// Gets all open orders on the account
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/// </summary>
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/// <returns>The open orders returned from IB</returns>
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List<Order> GetOpenOrders();
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/// <summary>
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/// Gets all holdings for the account
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/// </summary>
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/// <returns>The current holdings from the account</returns>
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List<Holding> GetAccountHoldings();
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/// <summary>
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/// Gets the current cash balance for each currency held in the brokerage account
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/// </summary>
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/// <returns>The current cash balance for each currency available for trading</returns>
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List<CashAmount> GetCashBalance();
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/// <summary>
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/// Places a new order and assigns a new broker ID to the order
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/// </summary>
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/// <param name="order">The order to be placed</param>
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/// <returns>True if the request for a new order has been placed, false otherwise</returns>
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bool PlaceOrder(Order order);
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/// <summary>
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/// Updates the order with the same id
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/// </summary>
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/// <param name="order">The new order information</param>
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/// <returns>True if the request was made for the order to be updated, false otherwise</returns>
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bool UpdateOrder(Order order);
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/// <summary>
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/// Cancels the order with the specified ID
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/// </summary>
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/// <param name="order">The order to cancel</param>
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/// <returns>True if the request was made for the order to be canceled, false otherwise</returns>
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bool CancelOrder(Order order);
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/// <summary>
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/// Connects the client to the broker's remote servers
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/// </summary>
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void Connect();
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/// <summary>
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/// Disconnects the client from the broker's remote servers
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/// </summary>
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void Disconnect();
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/// <summary>
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/// Specifies whether the brokerage will instantly update account balances
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/// </summary>
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bool AccountInstantlyUpdated { get; }
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/// <summary>
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/// Gets the history for the requested security
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/// </summary>
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/// <param name="request">The historical data request</param>
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/// <returns>An enumerable of bars covering the span specified in the request</returns>
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IEnumerable<BaseData> GetHistory(HistoryRequest request);
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}
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} |