StockSharp

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#region S# License
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/******************************************************************************************
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NOTICE!!!  This program and source code is owned and licensed by
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StockSharp, LLC, www.stocksharp.com
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Viewing or use of this code requires your acceptance of the license
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agreement found at https://github.com/StockSharp/StockSharp/blob/master/LICENSE
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Removal of this comment is a violation of the license agreement.
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Project: StockSharp.BusinessEntities.BusinessEntities
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File: IMarketDataProvider.cs
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Created: 2015, 11, 11, 2:32 PM
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Copyright 2010 by StockSharp, LLC
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*******************************************************************************************/
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#endregion S# License
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namespace StockSharp.BusinessEntities
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{
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	using System;
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	using System.Collections.Generic;
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	using StockSharp.Messages;
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	/// <summary>
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	/// The market data by the instrument provider interface.
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	/// </summary>
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	public interface IMarketDataProvider
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	{
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		/// <summary>
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		/// Security changed.
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		/// </summary>
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		event Action<Security, IEnumerable<KeyValuePair<Level1Fields, object>>, DateTimeOffset, DateTimeOffset> ValuesChanged;
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		/// <summary>
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		/// To get the value of market data for the instrument.
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		/// </summary>
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		/// <param name="security">Security.</param>
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		/// <param name="field">Market-data field.</param>
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		/// <returns>The field value. If no data, the <see langword="null" /> will be returned.</returns>
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		object GetSecurityValue(Security security, Level1Fields field);
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		/// <summary>
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		/// To get a set of available fields <see cref="Level1Fields"/>, for which there is a market data for the instrument.
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		/// </summary>
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		/// <param name="security">Security.</param>
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		/// <returns>Possible fields.</returns>
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		IEnumerable<Level1Fields> GetLevel1Fields(Security security);
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		/// <summary>
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		/// Tick trade received.
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		/// </summary>
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		[Obsolete("Use TickTradeReceived event.")]
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		event Action<Trade> NewTrade;
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		/// <summary>
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		/// Security received.
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		/// </summary>
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		[Obsolete("Use SecurityReceived event.")]
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		event Action<Security> NewSecurity;
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		/// <summary>
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		/// Security changed.
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		/// </summary>
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		[Obsolete("Use SecurityReceived event.")]
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		event Action<Security> SecurityChanged;
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		/// <summary>
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		/// Order book received.
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		/// </summary>
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		[Obsolete("Use OrderBookReceived event.")]
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		event Action<MarketDepth> NewMarketDepth;
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		/// <summary>
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		/// Order book changed.
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		/// </summary>
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		[Obsolete("Use OrderBookReceived event.")]
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		event Action<MarketDepth> MarketDepthChanged;
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		/// <summary>
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		/// Order log received.
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		/// </summary>
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		[Obsolete("Use OrderLogReceived event.")]
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		event Action<OrderLogItem> NewOrderLogItem;
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		/// <summary>
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		/// News received.
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		/// </summary>
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		[Obsolete("Use NewsReceived event.")]
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		event Action<News> NewNews;
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		/// <summary>
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		/// News updated (news body received <see cref="News.Story"/>).
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		/// </summary>
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		[Obsolete("Use NewsReceived event.")]
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		event Action<News> NewsChanged;
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		/// <summary>
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		/// Lookup result <see cref="SecurityLookupMessage"/> received.
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		/// </summary>
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		event Action<SecurityLookupMessage, IEnumerable<Security>, Exception> LookupSecuritiesResult;
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		/// <summary>
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		/// Lookup result <see cref="SecurityLookupMessage"/> received.
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		/// </summary>
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		event Action<SecurityLookupMessage, IEnumerable<Security>, IEnumerable<Security>, Exception> LookupSecuritiesResult2;
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		/// <summary>
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		/// Lookup result <see cref="BoardLookupMessage"/> received.
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		/// </summary>
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		event Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, Exception> LookupBoardsResult;
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		/// <summary>
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		/// Lookup result <see cref="BoardLookupMessage"/> received.
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		/// </summary>
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		event Action<BoardLookupMessage, IEnumerable<ExchangeBoard>, IEnumerable<ExchangeBoard>, Exception> LookupBoardsResult2;
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		/// <summary>
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		/// Lookup result <see cref="TimeFrameLookupMessage"/> received.
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		/// </summary>
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		event Action<TimeFrameLookupMessage, IEnumerable<TimeSpan>, Exception> LookupTimeFramesResult;
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		/// <summary>
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		/// Lookup result <see cref="TimeFrameLookupMessage"/> received.
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		/// </summary>
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		event Action<TimeFrameLookupMessage, IEnumerable<TimeSpan>, IEnumerable<TimeSpan>, Exception> LookupTimeFramesResult2;
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		/// <summary>
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		/// Successful subscription market-data.
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		/// </summary>
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		[Obsolete("Use SubscriptionStarted event.")]
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		event Action<Security, MarketDataMessage> MarketDataSubscriptionSucceeded;
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		/// <summary>
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		/// Error subscription market-data.
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		/// </summary>
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		[Obsolete("Use SubscriptionFailed event.")]
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		event Action<Security, MarketDataMessage, Exception> MarketDataSubscriptionFailed;
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		/// <summary>
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		/// Error subscription market-data.
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		/// </summary>
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		[Obsolete("Use SubscriptionFailed event.")]
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		event Action<Security, MarketDataMessage, SubscriptionResponseMessage> MarketDataSubscriptionFailed2;
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		/// <summary>
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		/// Successful unsubscription market-data.
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		/// </summary>
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		[Obsolete("Use SubscriptionStopped event.")]
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		event Action<Security, MarketDataMessage> MarketDataUnSubscriptionSucceeded;
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		/// <summary>
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		/// Error unsubscription market-data.
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		/// </summary>
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		[Obsolete("Use SubscriptionFailed event.")]
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		event Action<Security, MarketDataMessage, Exception> MarketDataUnSubscriptionFailed;
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		/// <summary>
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		/// Error unsubscription market-data.
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		/// </summary>
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		[Obsolete("Use SubscriptionFailed event.")]
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		event Action<Security, MarketDataMessage, SubscriptionResponseMessage> MarketDataUnSubscriptionFailed2;
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		/// <summary>
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		/// Subscription market-data finished.
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		/// </summary>
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		[Obsolete("Use SubscriptionStopped event.")]
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		event Action<Security, SubscriptionFinishedMessage> MarketDataSubscriptionFinished;
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		/// <summary>
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		/// Market-data subscription unexpected cancelled.
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		/// </summary>
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		[Obsolete("Use SubscriptionFailed event.")]
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		event Action<Security, MarketDataMessage, Exception> MarketDataUnexpectedCancelled;
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		/// <summary>
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		/// Subscription is online.
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		/// </summary>
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		[Obsolete("Use SubscriptionOnline event.")]		
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		event Action<Security, MarketDataMessage> MarketDataSubscriptionOnline;
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	}
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}