/*
* 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.Concurrent;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using QuantConnect.Interfaces;
using QuantConnect.Lean.Engine.Results;
using QuantConnect.Orders;
using QuantConnect.Securities;
namespace QuantConnect.Lean.Engine.TransactionHandlers
{
///
/// Transaction handlers define how the transactions are processed and set the order fill information.
/// The pass this information back to the algorithm portfolio and ensure the cash and portfolio are synchronized.
///
[InheritedExport(typeof(ITransactionHandler))]
public interface ITransactionHandler : IOrderProcessor, IOrderEventProvider
{
///
/// Boolean flag indicating the thread is busy.
/// False indicates it is completely finished processing and ready to be terminated.
///
bool IsActive
{
get;
}
///
/// Gets the permanent storage for all orders
///
ConcurrentDictionary Orders
{
get;
}
///
/// Gets all order events
///
IEnumerable OrderEvents { get; }
///
/// Gets the permanent storage for all order tickets
///
ConcurrentDictionary OrderTickets
{
get;
}
///
/// Initializes the transaction handler for the specified algorithm using the specified brokerage implementation
///
void Initialize(IAlgorithm algorithm, IBrokerage brokerage, IResultHandler resultHandler);
///
/// Signal a end of thread request to stop montioring the transactions.
///
void Exit();
///
/// Process any synchronous events from the primary algorithm thread.
///
void ProcessSynchronousEvents();
///
/// Register an already open Order
///
void AddOpenOrder(Order order, IAlgorithm algorithm);
}
}