/* * 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); } }