/* * 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 QuantConnect.Orders; using QuantConnect.Securities; namespace QuantConnect.Interfaces { /// /// Handles the time in force for an order /// public interface ITimeInForceHandler { /// /// Checks if an order is expired /// /// The security matching the order /// The order to be checked /// Returns true if the order has expired, false otherwise bool IsOrderExpired(Security security, Order order); /// /// Checks if an order fill is valid /// /// The security matching the order /// The order to be checked /// The order fill to be checked /// Returns true if the order fill can be emitted, false otherwise bool IsFillValid(Security security, Order order, OrderEvent fill); } }