private static void EmitNewMarketDepth(object sender, MarketDepthEventArgs e)
{
if (ProviderManager.threadSafe)
{
Monitor.Enter(ProviderManager.dataLock);
}
try
{
if (ProviderManager.NewMarketDepth != null)
{
ProviderManager.NewMarketDepth(sender, e);
}
}
finally
{
if (ProviderManager.threadSafe)
{
Monitor.Exit(ProviderManager.dataLock);
}
}
}
private void OnNewMarketDepth(object sender, MarketDepthEventArgs args)
{
if (!this.isRunning || !this.cbxMarketDepth.Checked)
return;
this.queue.Enqueue((Action) (() =>
{
Instrument local_0 = ((IntradayEventArgs) args).Instrument as Instrument;
InstrumentRow local_1 = this.instruments[local_0] as InstrumentRow;
if (local_1 == null)
return;
local_0.Add(args.MarketDepth);
++local_1.MarketDepths;
}));
}
private static void OnNewMarketDepth(object sender, MarketDepthEventArgs e)
{
Instrument instrument = e.Instrument as Instrument ?? InstrumentManager.Instruments[e.Instrument.Symbol, e.Provider.Name];
if (instrument != null)
instrument.EmitNewMarketDepth(e);
}
internal void RygW1dLdu5(MarketDepthEventArgs obj0)
{
try
{
Instrument instrument = obj0.Instrument as Instrument;
MarketDepth marketDepth = obj0.MarketDepth;
foreach (StrategyBase strategyBase in this.MU0WP1r0b1(obj0.Provider, instrument))
strategyBase.NEl89GHdA(instrument, marketDepth);
this.metaMoneyManager.OnMarketDepth(instrument, marketDepth);
this.OnNewMarketDepth(instrument, marketDepth);
}
catch (Exception ex)
{
this.x6bWBlLIvv(ex);
}
}
internal void EmitNewMarketDepth(MarketDepthEventArgs e)
{
this.MarketDepth = e.MarketDepth;
if (this.NewMarketDepth != null)
this.NewMarketDepth(this, e);
this.OrderBook.Add(e.MarketDepth);
}
private static void EmitNewMarketDepth(object sender, MarketDepthEventArgs e)
{
if (ProviderManager.threadSafe)
Monitor.Enter(ProviderManager.dataLock);
try
{
if (ProviderManager.NewMarketDepth != null)
ProviderManager.NewMarketDepth(sender, e);
}
finally
{
if (ProviderManager.threadSafe)
Monitor.Exit(ProviderManager.dataLock);
}
}
private void ProviderManager_NewMarketDepth(object sender, MarketDepthEventArgs args)
{
lock (this)
{
++this.countMarketDepth;
++this.countMarketDataTotal;
}
}
private void marketDataProvider_NewMarketDepth(object sender, MarketDepthEventArgs args)
{
FreeQuant.Instruments.Instrument instrument = args.Instrument as FreeQuant.Instruments.Instrument;
List<StrategyRunner> list = (List<StrategyRunner>)null;
if (!this.instrumentTable.TryGetValue(instrument, out list))
return;
foreach (StrategyRunner strategyRunner in list)
strategyRunner.SetNewMarketDepth(instrument, args.MarketDepth);
}
