Lean
$LEAN_TAG$
ITimeInForceHandler.cs
1
/*
2
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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.
7
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8
*
9
* Unless required by applicable law or agreed to in writing, software
10
* distributed under the License is distributed on an "AS IS" BASIS,
11
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12
* See the License for the specific language governing permissions and
13
* limitations under the License.
14
*/
15
16
using
QuantConnect
.
Orders
;
17
using
QuantConnect
.
Securities
;
18
19
namespace
QuantConnect.Interfaces
20
{
21
/// <summary>
22
/// Handles the time in force for an order
23
/// </summary>
24
public
interface
ITimeInForceHandler
25
{
26
/// <summary>
27
/// Checks if an order is expired
28
/// </summary>
29
/// <param name="security">The security matching the order</param>
30
/// <param name="order">The order to be checked</param>
31
/// <returns>Returns true if the order has expired, false otherwise</returns>
32
bool
IsOrderExpired
(
Security
security,
Order
order);
33
34
/// <summary>
35
/// Checks if an order fill is valid
36
/// </summary>
37
/// <param name="security">The security matching the order</param>
38
/// <param name="order">The order to be checked</param>
39
/// <param name="fill">The order fill to be checked</param>
40
/// <returns>Returns true if the order fill can be emitted, false otherwise</returns>
41
bool
IsFillValid
(
Security
security,
Order
order,
OrderEvent
fill);
42
}
43
}
Common
Interfaces
ITimeInForceHandler.cs
Generated by
1.8.17