Lean  $LEAN_TAG$
IBrokerageCashSynchronizer.cs
1 /*
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3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
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12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System;
17 
19 {
20  /// <summary>
21  /// Defines live brokerage cash synchronization operations.
22  /// </summary>
23  public interface IBrokerageCashSynchronizer
24  {
25  /// <summary>
26  /// Gets the datetime of the last sync (UTC)
27  /// </summary>
28  DateTime LastSyncDateTimeUtc { get; }
29 
30  /// <summary>
31  /// Returns whether the brokerage should perform the cash synchronization
32  /// </summary>
33  /// <param name="currentTimeUtc">The current time (UTC)</param>
34  /// <returns>True if the cash sync should be performed</returns>
35  bool ShouldPerformCashSync(DateTime currentTimeUtc);
36 
37  /// <summary>
38  /// Synchronizes the cashbook with the brokerage account
39  /// </summary>
40  /// <param name="algorithm">The algorithm instance</param>
41  /// <param name="currentTimeUtc">The current time (UTC)</param>
42  /// <param name="getTimeSinceLastFill">A function which returns the time elapsed since the last fill</param>
43  /// <returns>True if the cash sync was performed successfully</returns>
44  bool PerformCashSync(IAlgorithm algorithm, DateTime currentTimeUtc, Func<TimeSpan> getTimeSinceLastFill);
45  }
46 }