/* * 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 System.Collections.Generic; using System.Threading; namespace QuantConnect.Lean.Engine.DataFeeds { /// /// Provides the ability to synchronize subscriptions into time slices /// public interface ISubscriptionSynchronizer { /// /// Event fired when a subscription is finished /// event EventHandler SubscriptionFinished; /// /// Syncs the specified subscriptions. The frontier time used for synchronization is /// managed internally and dependent upon previous synchronization operations. /// /// The subscriptions to sync /// The cancellation token to stop enumeration IEnumerable Sync(IEnumerable subscriptions, CancellationToken cancellationToken); } }