/*
* 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.ComponentModel.Composition;
namespace QuantConnect.Data
{
///
/// Aggregates ticks and bars based on given subscriptions.
///
[InheritedExport(typeof(IDataAggregator))]
public interface IDataAggregator : IDisposable
{
///
/// Initialize this instance
///
/// The parameters dto instance
void Initialize(DataAggregatorInitializeParameters parameters);
///
/// Add new subscription to current instance
///
/// defines the parameters to subscribe to a data feed
/// handler to be fired on new data available
/// The new enumerator for this subscription request
///
IEnumerator Add(SubscriptionDataConfig dataConfig, EventHandler newDataAvailableHandler);
///
/// Remove the given subscription
///
/// defines the subscription configuration data.
/// Returns true if given was found and succesfully removed; otherwise false.
bool Remove(SubscriptionDataConfig dataConfig);
///
/// Adds new input into aggregator.
///
/// The new data
void Update(BaseData input);
}
}