ITransactionHandler.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.Concurrent;
using System.Collections.Generic;
using System.ComponentModel.Composition;
using QuantConnect.Interfaces;
using QuantConnect.Lean.Engine.Results;
using QuantConnect.Orders;
using QuantConnect.Securities;
 
namespace QuantConnect.Lean.Engine.TransactionHandlers
{
    /// <summary>
    /// Transaction handlers define how the transactions are processed and set the order fill information.
    /// The pass this information back to the algorithm portfolio and ensure the cash and portfolio are synchronized.
    /// </summary>
    [InheritedExport(typeof(ITransactionHandler))]
    public interface ITransactionHandler : IOrderProcessor, IOrderEventProvider
    {
        /// <summary>
        /// Boolean flag indicating the thread is busy.
        /// False indicates it is completely finished processing and ready to be terminated.
        /// </summary>
        bool IsActive
        {
            get;
        }
 
        /// <summary>
        /// Gets the permanent storage for all orders
        /// </summary>
        ConcurrentDictionary<int, Order> Orders
        {
            get;
        }
 
        /// <summary>
        /// Gets all order events
        /// </summary>
        IEnumerable<OrderEvent> OrderEvents { get; }
 
        /// <summary>
        /// Gets the permanent storage for all order tickets
        /// </summary>
        ConcurrentDictionary<int, OrderTicket> OrderTickets
        {
            get;
        }
 
        /// <summary>
        /// Initializes the transaction handler for the specified algorithm using the specified brokerage implementation
        /// </summary>
        void Initialize(IAlgorithm algorithm, IBrokerage brokerage, IResultHandler resultHandler);
 
        /// <summary>
        /// Signal a end of thread request to stop montioring the transactions.
        /// </summary>
        void Exit();
 
        /// <summary>
        /// Process any synchronous events from the primary algorithm thread.
        /// </summary>
        void ProcessSynchronousEvents();
 
        /// <summary>
        /// Register an already open Order
        /// </summary>
        void AddOpenOrder(Order order, IAlgorithm algorithm);
    }
}