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/*
* 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;
using System.ComponentModel.Composition;
using QuantConnect.Data;
using QuantConnect.Packets;
namespace QuantConnect.Interfaces
{
/// <summary>
/// Task requestor interface with cloud system
/// </summary>
[InheritedExport(typeof(IDataQueueHandler))]
public interface IDataQueueHandler
{
/// <summary>
/// Get the next ticks from the live trading data queue
/// </summary>
/// <returns>IEnumerable list of ticks since the last update.</returns>
IEnumerable<BaseData> GetNextTicks();
/// <summary>
/// Adds the specified symbols to the subscription
/// </summary>
/// <param name="job">Job we're subscribing for:</param>
/// <param name="symbols">The symbols to be added keyed by SecurityType</param>
void Subscribe(LiveNodePacket job, IEnumerable<Symbol> symbols);
/// <summary>
/// Removes the specified symbols to the subscription
/// </summary>
/// <param name="job">Job we're processing.</param>
/// <param name="symbols">The symbols to be removed keyed by SecurityType</param>
void Unsubscribe(LiveNodePacket job, IEnumerable<Symbol> symbols);
}
}
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