/* * 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; using System.Collections.Generic; using System.Linq; namespace QuantConnect.Brokerages { /// /// Represents an orderbook updater interface for a security. /// Provides the ability to update orderbook price level and to be alerted about updates /// /// Price level identifier /// Size at the price level public interface IOrderBookUpdater { /// /// Event fired each time BestBidPrice or BestAskPrice are changed /// event EventHandler BestBidAskUpdated; /// /// Updates or inserts a bid price level in the order book /// /// The bid price level to be inserted or updated /// The new size at the bid price level void UpdateBidRow(K price, V size); /// /// Updates or inserts an ask price level in the order book /// /// The ask price level to be inserted or updated /// The new size at the ask price level void UpdateAskRow(K price, V size); /// /// Removes a bid price level from the order book /// /// The bid price level to be removed void RemoveBidRow(K price); /// /// Removes an ask price level from the order book /// /// The ask price level to be removed void RemoveAskRow(K price); } }