/*
* 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.Collections.Generic;
namespace QuantConnect.Interfaces
{
///
/// This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available.
/// Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific.
///
public interface IDataQueueUniverseProvider
{
///
/// Method returns a collection of Symbols that are available at the data source.
///
/// Symbol to lookup
/// Include expired contracts
/// Expected security currency(if any)
/// Enumerable of Symbols, that are associated with the provided Symbol
IEnumerable LookupSymbols(Symbol symbol, bool includeExpired, string securityCurrency = null);
///
/// Returns whether selection can take place or not.
///
/// This is useful to avoid a selection taking place during invalid times, for example IB reset times or when not connected,
/// because if allowed selection would fail since IB isn't running and would kill the algorithm
/// True if selection can take place
bool CanPerformSelection();
}
}