/*
* 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;
using QuantConnect.Brokerages;
using QuantConnect.Packets;
using QuantConnect.Securities;
namespace QuantConnect.Interfaces
{
///
/// Defines factory types for brokerages. Every IBrokerage is expected to also implement an IBrokerageFactory.
///
[InheritedExport(typeof(IBrokerageFactory))]
public interface IBrokerageFactory : IDisposable
{
///
/// Gets the type of brokerage produced by this factory
///
Type BrokerageType { get; }
///
/// Gets the brokerage data required to run the brokerage from configuration/disk
///
///
/// The implementation of this property will create the brokerage data dictionary required for
/// running live jobs. See
///
Dictionary BrokerageData { get; }
///
/// Gets a brokerage model that can be used to model this brokerage's unique behaviors
///
/// The order provider
IBrokerageModel GetBrokerageModel(IOrderProvider orderProvider);
///
/// Creates a new IBrokerage instance
///
/// The job packet to create the brokerage for
/// The algorithm instance
/// A new brokerage instance
IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm);
///
/// Gets a brokerage message handler
///
IBrokerageMessageHandler CreateBrokerageMessageHandler(IAlgorithm algorithm, AlgorithmNodePacket job, IApi api);
}
}