/*
* 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;
using QuantConnect.Data;
using QuantConnect.Data.UniverseSelection;
namespace QuantConnect.Lean.Engine.DataFeeds
{
///
/// DataFeedSubscriptionManager interface will manage the subscriptions for the Data Feed
///
public interface IDataFeedSubscriptionManager
{
///
/// Event fired when a new subscription is added
///
event EventHandler SubscriptionAdded;
///
/// Event fired when an existing subscription is removed
///
event EventHandler SubscriptionRemoved;
///
/// Gets the data feed subscription collection
///
SubscriptionCollection DataFeedSubscriptions { get; }
///
/// Get the universe selection instance
///
UniverseSelection UniverseSelection { get; }
///
/// Removes the , if it exists
///
/// The of the subscription to remove
/// Universe requesting to remove .
/// Default value, null, will remove all universes
/// True if the subscription was successfully removed, false otherwise
bool RemoveSubscription(SubscriptionDataConfig configuration, Universe universe = null);
///
/// Adds a new to provide data for the specified security.
///
/// Defines the to be added
/// True if the subscription was created and added successfully, false otherwise
bool AddSubscription(SubscriptionRequest request);
}
}