snugs
51 lines
1.9 KiB
C#
51 lines
1.9 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.Collections.Generic;
|
|
using System.ComponentModel.Composition;
|
|
using QuantConnect.Data;
|
|
using QuantConnect.Packets;
|
|
|
|
namespace QuantConnect.Interfaces
|
|
{
|
|
/// <summary>
|
|
/// Task requestor interface with cloud system
|
|
/// </summary>
|
|
[InheritedExport(typeof(IDataQueueHandler))]
|
|
public interface IDataQueueHandler
|
|
{
|
|
/// <summary>
|
|
/// Get the next ticks from the live trading data queue
|
|
/// </summary>
|
|
/// <returns>IEnumerable list of ticks since the last update.</returns>
|
|
IEnumerable<BaseData> GetNextTicks();
|
|
|
|
/// <summary>
|
|
/// Adds the specified symbols to the subscription
|
|
/// </summary>
|
|
/// <param name="job">Job we're subscribing for:</param>
|
|
/// <param name="symbols">The symbols to be added keyed by SecurityType</param>
|
|
void Subscribe(LiveNodePacket job, IEnumerable<Symbol> symbols);
|
|
|
|
/// <summary>
|
|
/// Removes the specified symbols to the subscription
|
|
/// </summary>
|
|
/// <param name="job">Job we're processing.</param>
|
|
/// <param name="symbols">The symbols to be removed keyed by SecurityType</param>
|
|
void Unsubscribe(LiveNodePacket job, IEnumerable<Symbol> symbols);
|
|
}
|
|
}
|