/*
* 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
{
///
/// Defines a short list/easy-to-borrow provider
///
[StubsAvoidImplicits]
public interface IShortableProvider
{
///
/// Gets interest rate charged on borrowed shares for a given asset.
///
/// Symbol to lookup fee rate
/// Time of the algorithm
/// Fee rate. Zero if the data for the brokerage/date does not exist.
decimal FeeRate(Symbol symbol, DateTime localTime);
///
/// Gets the Fed funds or other currency-relevant benchmark rate minus the interest rate charged on borrowed shares for a given asset.
/// Interest rate - borrow fee rate = borrow rebate rate: 5.32% - 0.25% = 5.07%
///
/// Symbol to lookup rebate rate
/// Time of the algorithm
/// Rebate fee. Zero if the data for the brokerage/date does not exist.
decimal RebateRate(Symbol symbol, DateTime localTime);
///
/// Gets the quantity shortable for a .
///
/// Symbol to check shortable quantity
/// Local time of the algorithm
/// The quantity shortable for the given Symbol as a positive number. Null if the Symbol is shortable without restrictions.
long? ShortableQuantity(Symbol symbol, DateTime localTime);
}
}