IDataQueueUniverseProvider.cs

/*
 * 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.Generic;
 
namespace QuantConnect.Interfaces
{
    /// <summary>
    /// This interface allows interested parties to lookup or enumerate the available symbols. Data source exposes it if this feature is available.
    /// Availability of a symbol doesn't imply that it is possible to trade it. This is a data source specific interface, not broker specific.
    /// </summary>
    public interface IDataQueueUniverseProvider
    {
        /// <summary>
        /// Method returns a collection of Symbols that are available at the data source.
        /// </summary>
        /// <param name="symbol">Symbol to lookup</param>
        /// <param name="includeExpired">Include expired contracts</param>
        /// <param name="securityCurrency">Expected security currency(if any)</param>
        /// <returns>Enumerable of Symbols, that are associated with the provided Symbol</returns>
        IEnumerable<Symbol> LookupSymbols(Symbol symbol, bool includeExpired, string securityCurrency = null);
 
        /// <summary>
        /// Returns whether selection can take place or not.
        /// </summary>
        /// <remarks>This is useful to avoid a selection taking place during invalid times, for example IB reset times or when not connected,
        /// because if allowed selection would fail since IB isn't running and would kill the algorithm</remarks>
        /// <returns>True if selection can take place</returns>
        bool CanPerformSelection();
    }
}