/*
* 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;
using QuantConnect.Data;
using QuantConnect.Securities;
namespace QuantConnect.Interfaces
{
///
/// This interface exposes methods for creating a new
///
public interface ISecurityService
{
///
/// Creates a new security
///
/// Following the obsoletion of Security.Subscriptions,
/// both overloads will be merged removing arguments
Security CreateSecurity(Symbol symbol,
List subscriptionDataConfigList,
decimal leverage = 0,
bool addToSymbolCache = true,
Security underlying = null);
///
/// Creates a new security
///
/// Following the obsoletion of Security.Subscriptions,
/// both overloads will be merged removing arguments
Security CreateSecurity(Symbol symbol,
SubscriptionDataConfig subscriptionDataConfig,
decimal leverage = 0,
bool addToSymbolCache = true,
Security underlying = null);
///
/// Creates a new benchmark security
///
Security CreateBenchmarkSecurity(Symbol symbol);
}
}