/* * 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; namespace QuantConnect.Brokerages { /// /// Provides the mapping between Lean symbols and brokerage specific symbols. /// public interface ISymbolMapper { /// /// Converts a Lean symbol instance to a brokerage symbol /// /// A Lean symbol instance /// The brokerage symbol string GetBrokerageSymbol(Symbol symbol); /// /// Converts a brokerage symbol to a Lean symbol instance /// /// The brokerage symbol /// The security type /// The market /// Expiration date of the security(if applicable) /// The strike of the security (if applicable) /// The option right of the security (if applicable) /// A new Lean Symbol instance Symbol GetLeanSymbol(string brokerageSymbol, SecurityType securityType, string market, DateTime expirationDate = default(DateTime), decimal strike = 0, OptionRight optionRight = 0); } }