/*
 * 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.Interfaces
{
    /// <summary>
    /// Events related to data providers
    /// </summary>
    public interface IDataProviderEvents
    {
        /// <summary>
        /// Event fired when an invalid configuration has been detected
        /// </summary>
        event EventHandler<InvalidConfigurationDetectedEventArgs> InvalidConfigurationDetected;

        /// <summary>
        /// Event fired when the numerical precision in the factor file has been limited
        /// </summary>
        event EventHandler<NumericalPrecisionLimitedEventArgs> NumericalPrecisionLimited;

        /// <summary>
        /// Event fired when there was an error downloading a remote file
        /// </summary>
        event EventHandler<DownloadFailedEventArgs> DownloadFailed;

        /// <summary>
        /// Event fired when there was an error reading the data
        /// </summary>
        event EventHandler<ReaderErrorDetectedEventArgs> ReaderErrorDetected;

        /// <summary>
        /// Event fired when the start date has been limited
        /// </summary>
        event EventHandler<StartDateLimitedEventArgs> StartDateLimited;
    }
}