public void OnEvent(Event e)
{
if (this.queue != null)
{
this.queue.Enqueue(e);
return;
}
this.OnEvent_(e);
}
public GroupEvent(Event obj, Group group)
{
this.Obj = obj;
this.Group = group;
if (group != null)
{
this.GroupId = group.Id;
return;
}
this.GroupId = -1;
}
public override void OnEvent(Event e)
{
if (e != null && e.TypeId != 2 && e.TypeId != 3 && e.TypeId != 4 && e.TypeId != 6)
{
Console.WriteLine(string.Concat(new object[]
{
"Event ",
e.TypeId,
" ",
e.GetType()
}));
}
}
public override void OnEvent(Event e)
{
if (this.filter[(int)e.TypeId])
{
if (e.dateTime < this.dateTime)
{
Console.WriteLine(string.Concat(new object[]
{
"!",
e,
" = ",
e.dateTime,
" <> ",
this.dateTime
}));
return;
}
this.dateTime = e.dateTime;
this.series.Add((DataObject)e);
}
}
private void OnGroupEvent(Event e)
{
this.framework.groupManager.OnGroupEvent((GroupEvent)e);
}
private void OnPositionChanged(Event e)
{
OnPositionChanged onPositionChanged = (OnPositionChanged)e;
this.framework.strategyManager.OnPositionChanged(onPositionChanged.portfolio, onPositionChanged.position);
}
private void OnOrderDone(Event e)
{
this.framework.strategyManager.OnOrderDone(((OnOrderDone)e).order);
}
private void OnOrderPartiallyFilled(Event e)
{
this.framework.strategyManager.OnOrderPartiallyFilled(((OnOrderPartiallyFilled)e).order);
}
private void OnAccountData(Event e)
{
AccountData data = (AccountData)e;
this.framework.accountDataManager.OnAccountData(data);
}
private void OnNews(Event e)
{
this.data_count += 1L;
News news = (News)e;
if (this.framework.Clock.Mode == ClockMode.Simulation)
{
this.framework.Clock.DateTime = news.dateTime;
}
else
{
news.dateTime = this.framework.clock.DateTime;
}
this.framework.dataManager.OnNews(news);
this.framework.strategyManager.OnNews(news);
}
private void OnSimulatorStart(Event e)
{
OnSimulatorStart arg_06_0 = (OnSimulatorStart)e;
if (this.bus != null)
{
this.bus.ResetCounts();
}
this.count = 0L;
this.data_count = 0L;
this.watch.Reset();
this.watch.Start();
}
public void OnEvent(Event e)
{
if (this.status == EventManagerStatus.Paused && this.step_enabled && (this.step_typeId == 0 || this.step_typeId == e.TypeId))
{
Console.WriteLine(DateTime.Now + " Event : " + e);
this.step_enabled = false;
}
this.count += 1L;
if (this.filter != null && this.filter.Filter(e) == null)
{
return;
}
if (this.handler[(int)e.TypeId] != null)
{
this.handler[(int)e.TypeId](e);
}
if (this.dispatcher != null)
{
this.dispatcher.OnEvent(e);
}
if (this.logger != null)
{
this.logger.OnEvent(e);
}
}
private void OnEvent_(Event e)
{
byte typeId = e.TypeId;
if (typeId <= 21)
{
switch (typeId)
{
case 2:
if (this.Bid != null)
{
this.Bid(this, (Bid)e);
return;
}
break;
case 3:
if (this.Ask != null)
{
this.Ask(this, (Ask)e);
return;
}
break;
case 4:
if (this.Trade != null)
{
this.Trade(this, (Trade)e);
return;
}
break;
case 5:
break;
case 6:
if (this.Bar != null)
{
this.Bar(this, (Bar)e);
return;
}
break;
default:
switch (typeId)
{
case 13:
if (this.ExecutionReport != null)
{
this.ExecutionReport(this, (ExecutionReport)e);
return;
}
break;
case 14:
if (this.ExecutionCommand != null)
{
this.ExecutionCommand(this, (ExecutionCommand)e);
return;
}
break;
default:
if (typeId != 21)
{
return;
}
if (this.ProviderError != null)
{
this.ProviderError(this, new ProviderErrorEventArgs((ProviderError)e));
return;
}
break;
}
break;
}
}
else
{
switch (typeId)
{
case 50:
if (this.NewGroup != null)
{
this.NewGroup(this, new GroupEventAgrs((Group)e));
return;
}
break;
case 51:
if (this.NewGroupUpdate != null)
{
this.NewGroupUpdate(this, new GroupUpdateEventAgrs((GroupUpdate)e));
return;
}
break;
case 52:
if (this.NewGroupEvent != null)
{
this.NewGroupEvent(this, new GroupEventEventAgrs((GroupEvent)e));
return;
}
break;
default:
switch (typeId)
{
case 99:
if (this.FrameworkCleared != null)
{
this.FrameworkCleared(this, new FrameworkEventArgs(((OnFrameworkCleared)e).framework));
return;
}
break;
case 100:
if (this.InstrumentAdded != null)
{
this.InstrumentAdded(this, new InstrumentEventArgs(((OnInstrumentAdded)e).instrument));
return;
}
break;
case 101:
if (this.InstrumentDeleted != null)
{
this.InstrumentDeleted(this, new InstrumentEventArgs(((OnInstrumentDeleted)e).instrument));
return;
}
break;
case 102:
if (this.ProviderAdded != null)
{
this.ProviderAdded(this, new ProviderEventArgs(((OnProviderAdded)e).provider));
return;
}
break;
case 103:
if (this.ProviderRemoved != null)
{
this.ProviderRemoved(this, new ProviderEventArgs(((OnProviderRemoved)e).provider));
return;
}
break;
case 104:
if (this.ProviderConnected != null)
{
this.ProviderConnected(this, new ProviderEventArgs(((OnProviderConnected)e).provider));
return;
}
break;
case 105:
if (this.ProviderDisconnected != null)
{
this.ProviderDisconnected(this, new ProviderEventArgs(((OnProviderDisconnected)e).provider));
return;
}
break;
case 106:
if (this.ProviderStatusChanged != null)
{
this.ProviderStatusChanged(this, new ProviderEventArgs(((OnProviderStatusChanged)e).provider));
return;
}
break;
case 107:
case 114:
case 115:
case 116:
case 117:
case 118:
case 119:
case 120:
case 121:
case 125:
case 126:
case 132:
case 133:
case 134:
case 135:
case 136:
case 137:
case 138:
case 139:
break;
case 108:
if (this.SimulatorStop != null)
{
this.SimulatorStop(this, EventArgs.Empty);
return;
}
break;
case 109:
if (this.SimulatorProgress != null)
{
this.SimulatorProgress(this, new SimulatorProgressEventArgs(((OnSimulatorProgress)e).count, ((OnSimulatorProgress)e).percent));
return;
}
break;
case 110:
if (this.PositionOpened != null)
{
this.PositionOpened(this, new PositionEventArgs(((OnPositionOpened)e).portfolio, ((OnPositionOpened)e).position));
return;
}
break;
case 111:
if (this.PositionClosed != null)
{
this.PositionClosed(this, new PositionEventArgs(((OnPositionClosed)e).portfolio, ((OnPositionClosed)e).position));
return;
}
break;
case 112:
if (this.PositionChanged != null)
{
this.PositionChanged(this, new PositionEventArgs(((OnPositionChanged)e).portfolio, ((OnPositionChanged)e).position));
return;
}
break;
case 113:
if (this.Fill != null)
{
this.Fill(this, (OnFill)e);
return;
}
break;
case 122:
if (this.OrderManagerCleared != null)
{
this.OrderManagerCleared(this, (OnOrderManagerCleared)e);
return;
}
break;
case 123:
if (this.InstrumentDefinition != null)
{
this.InstrumentDefinition(this, new InstrumentDefinitionEventArgs(((OnInstrumentDefinition)e).definition));
return;
}
break;
case 124:
if (this.InstrumentDefinitionEnd != null)
{
this.InstrumentDefinitionEnd(this, new InstrumentDefinitionEndEventArgs(((OnInstrumentDefinitionEnd)e).end));
return;
}
break;
case 127:
if (this.PortfolioAdded != null)
{
this.PortfolioAdded(this, new PortfolioEventArgs(((OnPortfolioAdded)e).portfolio));
return;
}
break;
case 128:
if (this.PortfolioDeleted != null)
{
this.PortfolioDeleted(this, new PortfolioEventArgs(((OnPortfolioDeleted)e).portfolio));
return;
}
break;
case 129:
if (this.PortfolioParentChanged != null)
{
this.PortfolioParentChanged(this, new PortfolioEventArgs(((OnPortfolioParentChanged)e).portfolio));
return;
}
break;
case 130:
if (this.HistoricalData != null)
{
this.HistoricalData(this, new HistoricalDataEventArgs((HistoricalData)e));
return;
}
break;
case 131:
if (this.HistoricalDataEnd != null)
{
this.HistoricalDataEnd(this, new HistoricalDataEndEventArgs((HistoricalDataEnd)e));
return;
}
break;
case 140:
if (this.AccountData != null)
{
this.AccountData(this, new AccountDataEventArgs((AccountData)e));
return;
}
break;
default:
switch (typeId)
{
case 207:
if (this.EventManagerStarted != null)
{
this.EventManagerStarted(this, EventArgs.Empty);
return;
}
break;
case 208:
if (this.EventManagerStopped != null)
{
this.EventManagerStopped(this, EventArgs.Empty);
return;
}
break;
case 209:
if (this.EventManagerPaused != null)
{
this.EventManagerPaused(this, EventArgs.Empty);
return;
}
break;
case 210:
if (this.EventManagerResumed != null)
{
this.EventManagerResumed(this, EventArgs.Empty);
return;
}
break;
case 211:
if (this.EventManagerStep != null)
{
this.EventManagerStep(this, EventArgs.Empty);
}
break;
default:
return;
}
break;
}
break;
}
}
}
internal GroupEvent(Event obj, int groupId)
{
this.Obj = obj;
this.GroupId = groupId;
}
public void OnEvent(Event e)
{
this.framework.eventManager.OnEvent(e);
}
private void OnLevel2Update(Event e)
{
this.data_count += 1L;
Level2Update level2Update = (Level2Update)e;
if (this.framework.Clock.Mode == ClockMode.Simulation)
{
this.framework.Clock.DateTime = level2Update.dateTime;
}
else
{
level2Update.dateTime = this.framework.Clock.DateTime;
}
this.framework.dataManager.OnLevel2Update(level2Update);
this.framework.providerManager.executionSimulator.OnLevel2(level2Update);
this.framework.StrategyManager.OnLevel2(level2Update);
}
private void OnFundamental(Event e)
{
this.data_count += 1L;
Fundamental fundamental = (Fundamental)e;
if (this.framework.Clock.Mode == ClockMode.Simulation)
{
this.framework.Clock.DateTime = fundamental.dateTime;
}
else
{
fundamental.dateTime = this.framework.clock.DateTime;
}
this.framework.dataManager.OnFundamental(fundamental);
this.framework.strategyManager.OnFundamental(fundamental);
}
private void OnSimulatorStop(Event e)
{
OnSimulatorStop arg_06_0 = (OnSimulatorStop)e;
this.framework.strategyManager.Stop();
this.watch.Stop();
long elapsedMilliseconds = this.watch.ElapsedMilliseconds;
if (elapsedMilliseconds != 0L)
{
Console.WriteLine(string.Concat(new object[]
{
DateTime.Now,
" Data run done, count = ",
this.data_count,
" ms = ",
this.watch.ElapsedMilliseconds,
" event/sec = ",
this.data_count / elapsedMilliseconds * 1000L
}));
}
else
{
Console.WriteLine(string.Concat(new object[]
{
DateTime.Now,
" Data run done, count = ",
this.data_count,
" ms = 0"
}));
}
this.framework.Mode = FrameworkMode.Realtime;
}
private void OnExecutionReport(Event e)
{
ExecutionReport executionReport = (ExecutionReport)e;
if (this.framework.Clock.Mode == ClockMode.Realtime)
{
executionReport.dateTime = this.framework.Clock.DateTime;
}
this.framework.orderManager.OnExecutionReport(executionReport);
this.framework.portfolioManager.OnExecutionReport(executionReport);
this.framework.strategyManager.OnExecutionReport(executionReport);
}
private void OnSimulatorProgress(Event e)
{
OnSimulatorProgress arg_06_0 = (OnSimulatorProgress)e;
}
private void OnOrderStatusChanged(Event e)
{
this.framework.strategyManager.OnOrderStatusChanged(((OnOrderStatusChanged)e).order);
}
private void OnBid(Event e)
{
this.data_count += 1L;
Bid bid = (Bid)e;
if (this.framework.Clock.Mode == ClockMode.Simulation)
{
this.framework.Clock.DateTime = bid.dateTime;
}
else
{
bid.dateTime = this.framework.clock.DateTime;
}
this.factory.OnData(bid);
this.framework.dataManager.OnBid(bid);
this.framework.instrumentManager.GetById(bid.instrumentId).bid = bid;
this.framework.providerManager.executionSimulator.OnBid(bid);
this.framework.strategyManager.OnBid(bid);
}
private void OnOrderCancelled(Event e)
{
this.framework.strategyManager.OnOrderCancelled(((OnOrderCancelled)e).order);
}
private void OnAsk(Event e)
{
this.data_count += 1L;
Ask ask = (Ask)e;
if (this.framework.Clock.Mode == ClockMode.Simulation)
{
this.framework.Clock.DateTime = ask.DateTime;
}
else
{
ask.dateTime = this.framework.clock.DateTime;
}
this.factory.OnData(ask);
this.framework.dataManager.OnAsk(ask);
this.framework.instrumentManager.GetById(ask.instrumentId).ask = ask;
this.framework.providerManager.executionSimulator.OnAsk(ask);
this.framework.strategyManager.OnAsk(ask);
}
private void OnFill(Event e)
{
this.framework.strategyManager.OnFill((OnFill)e);
}
private void OnTrade(Event e)
{
this.data_count += 1L;
Trade trade = (Trade)e;
if (this.framework.Clock.Mode == ClockMode.Simulation)
{
this.framework.Clock.DateTime = trade.dateTime;
}
else
{
trade.dateTime = this.framework.clock.DateTime;
}
this.factory.OnData(trade);
this.framework.dataManager.OnTrade(trade);
this.framework.instrumentManager.GetById(trade.instrumentId).trade = trade;
this.framework.providerManager.executionSimulator.OnTrade(trade);
this.framework.strategyManager.OnTrade(trade);
}
private void OnReminder(Event e)
{
if (this.framework.Clock.Mode == ClockMode.Simulation)
{
this.framework.Clock.DateTime = e.dateTime;
}
((Reminder)e).Execute();
}
private void OnBar(Event e)
{
this.data_count += 1L;
Bar bar = (Bar)e;
this.framework.dataManager.OnBar(bar);
this.framework.providerManager.executionSimulator.OnBar(bar);
this.framework.strategyManager.OnBar(bar);
}
private void OnHistoricalDataEnd(Event e)
{
this.framework.dataManager.OnHistoricalDataEnd((HistoricalDataEnd)e);
}
private void OnLevel2Snapshot(Event e)
{
this.data_count += 1L;
Level2Snapshot level2Snapshot = (Level2Snapshot)e;
if (this.framework.Clock.Mode == ClockMode.Simulation)
{
this.framework.Clock.DateTime = level2Snapshot.dateTime;
}
else
{
level2Snapshot.dateTime = this.framework.Clock.DateTime;
}
this.framework.dataManager.OnLevel2Snapshot(level2Snapshot);
this.framework.providerManager.executionSimulator.OnLevel2(level2Snapshot);
this.framework.strategyManager.OnLevel2(level2Snapshot);
}