ISymbolMapper.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;
 
namespace QuantConnect.Brokerages
{
    /// <summary>
    /// Provides the mapping between Lean symbols and brokerage specific symbols.
    /// </summary>
    public interface ISymbolMapper
    {
        /// <summary>
        /// Converts a Lean symbol instance to a brokerage symbol
        /// </summary>
        /// <param name="symbol">A Lean symbol instance</param>
        /// <returns>The brokerage symbol</returns>
        string GetBrokerageSymbol(Symbol symbol);
 
        /// <summary>
        /// Converts a brokerage symbol to a Lean symbol instance
        /// </summary>
        /// <param name="brokerageSymbol">The brokerage symbol</param>
        /// <param name="securityType">The security type</param>
        /// <param name="market">The market</param>
        /// <param name="expirationDate">Expiration date of the security(if applicable)</param>
        /// <param name="strike">The strike of the security (if applicable)</param>
        /// <param name="optionRight">The option right of the security (if applicable)</param>
        /// <returns>A new Lean Symbol instance</returns>
        Symbol GetLeanSymbol(string brokerageSymbol, SecurityType securityType, string market, DateTime expirationDate = default(DateTime), decimal strike = 0, OptionRight optionRight = 0);
    }
}