Lean
$LEAN_TAG$
IBrokerageCashSynchronizer.cs
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using
System;
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namespace
QuantConnect.Interfaces
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{
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/// <summary>
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/// Defines live brokerage cash synchronization operations.
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/// </summary>
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public
interface
IBrokerageCashSynchronizer
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{
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/// <summary>
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/// Gets the datetime of the last sync (UTC)
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/// </summary>
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DateTime
LastSyncDateTimeUtc
{
get
; }
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/// <summary>
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/// Returns whether the brokerage should perform the cash synchronization
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/// </summary>
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/// <param name="currentTimeUtc">The current time (UTC)</param>
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/// <returns>True if the cash sync should be performed</returns>
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bool
ShouldPerformCashSync
(DateTime currentTimeUtc);
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/// <summary>
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/// Synchronizes the cashbook with the brokerage account
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/// </summary>
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/// <param name="algorithm">The algorithm instance</param>
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/// <param name="currentTimeUtc">The current time (UTC)</param>
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/// <param name="getTimeSinceLastFill">A function which returns the time elapsed since the last fill</param>
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/// <returns>True if the cash sync was performed successfully</returns>
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bool
PerformCashSync
(
IAlgorithm
algorithm, DateTime currentTimeUtc, Func<TimeSpan> getTimeSinceLastFill);
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}
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}
Common
Interfaces
IBrokerageCashSynchronizer.cs
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