private void AddOrder(SmartQuant.AccountData data)
{
Dictionary <string, ListViewItem> dictionary = this.orders[data.Account];
string key = new OrderKey(data).ToString();
ListViewItem listViewItem = (ListViewItem)null;
if (!dictionary.TryGetValue(key, out listViewItem))
{
listViewItem = new ListViewItem(new string[8]);
listViewItem.Name = key;
listViewItem.SubItems[0].Text = key;
dictionary.Add(key, listViewItem);
}
this.UpdateSubItem(listViewItem, 1, data, "Symbol");
this.UpdateSubItem(listViewItem, 2, data, "OrderSide");
this.UpdateSubItem(listViewItem, 3, data, "OrderType");
this.UpdateSubItem(listViewItem, 4, data, "Qty");
this.UpdateSubItem(listViewItem, 5, data, "Price");
this.UpdateSubItem(listViewItem, 6, data, "StopPx");
this.UpdateSubItem(listViewItem, 7, data, "OrderStatus");
if (!(data.Account == this.cbxAccount.SelectedItem as string))
{
return;
}
this.UpdateListView(data.Account, AccountDataViewer.ListType.Orders);
}
public void OnData(SmartQuant.AccountData data)
{
if (!this.cbxAccount.Items.Contains((object)data.Account))
{
this.cbxAccount.Items.Add((object)data.Account);
this.accounts.Add(data.Account, new Dictionary <string, ListViewItem>());
this.positions.Add(data.Account, new Dictionary <string, ListViewItem>());
this.orders.Add(data.Account, new Dictionary <string, ListViewItem>());
if (this.cbxAccount.SelectedIndex < 0)
{
this.cbxAccount.SelectedIndex = 0;
}
}
switch (data.Type)
{
case AccountDataType.AccountValue:
this.AddValue(data);
break;
case AccountDataType.Position:
this.AddPosition(data);
break;
case AccountDataType.Order:
this.AddOrder(data);
break;
}
}
internal AccountDataEntry(string account, AccountData values, AccountData[] positions, AccountData[] orders)
{
this.Account = account;
this.Values = values;
this.Positions = positions;
this.Orders = orders;
}
private string GetValue(AccountData data, string fieldName)
{
object obj = data.Fields[fieldName];
if (obj != null)
{
return obj.ToString();
}
return string.Empty;
}
private void UpdateSubItem(ListViewItem item, int index, SmartQuant.AccountData data, string name)
{
object obj = data.Fields[name];
if (obj == null)
{
return;
}
item.SubItems[index].Text = obj.ToString();
}
public AccountDataKey(AccountData data, params string[] fieldNames)
{
List<string> list = new List<string>();
for (int i = 0; i < fieldNames.Length; i++)
{
string fieldName = fieldNames[i];
list.Add(this.GetValue(data, fieldName));
}
this.key = string.Join("\u0001", list);
}
internal void OnAccountData(AccountData data)
{
AccountDataTable table = this.GetTable(data.ProviderId, data.Route, true);
lock (table)
{
AccountDataTableItem accountDataTableItem;
if (!table.Items.TryGetValue(data.Account, out accountDataTableItem))
{
accountDataTableItem = new AccountDataTableItem();
table.Items.Add(data.Account, accountDataTableItem);
}
switch (data.Type)
{
case AccountDataType.AccountValue:
this.MergeFields(data.Fields, accountDataTableItem.Values);
break;
case AccountDataType.Position:
{
AccountDataKey key = new AccountDataKey(data, new string[]
{
"Symbol",
"Maturity",
"PutOrCall",
"Strike"
});
AccountDataFieldList accountDataFieldList;
if (!accountDataTableItem.Positions.TryGetValue(key, out accountDataFieldList))
{
accountDataFieldList = new AccountDataFieldList();
accountDataTableItem.Positions.Add(key, accountDataFieldList);
}
accountDataFieldList.Clear();
this.CopyFields(data.Fields, accountDataFieldList);
break;
}
case AccountDataType.Order:
{
AccountDataKey key2 = new AccountDataKey(data, new string[]
{
"OrderID"
});
AccountDataFieldList accountDataFieldList2;
if (!accountDataTableItem.Orders.TryGetValue(key2, out accountDataFieldList2))
{
accountDataFieldList2 = new AccountDataFieldList();
accountDataTableItem.Orders.Add(key2, accountDataFieldList2);
}
accountDataFieldList2.Clear();
this.CopyFields(data.Fields, accountDataFieldList2);
break;
}
}
}
}
private void AddPosition(SmartQuant.AccountData data)
{
Dictionary <string, ListViewItem> dictionary = this.positions[data.Account];
string key = new PositionKey(data).ToString();
ListViewItem listViewItem = (ListViewItem)null;
if (!dictionary.TryGetValue(key, out listViewItem))
{
listViewItem = new ListViewItem(new string[4]);
listViewItem.Name = key;
listViewItem.SubItems[0].Text = key;
dictionary.Add(key, listViewItem);
}
this.UpdateSubItem(listViewItem, 1, data, "Qty");
this.UpdateSubItem(listViewItem, 2, data, "LongQty");
this.UpdateSubItem(listViewItem, 3, data, "ShortQty");
if (!(data.Account == this.cbxAccount.SelectedItem as string))
{
return;
}
this.UpdateListView(data.Account, AccountDataViewer.ListType.Positions);
}
private void AddValue(SmartQuant.AccountData data)
{
Dictionary <string, ListViewItem> dictionary = this.accounts[data.Account];
foreach (AccountDataField accountDataField in data.Fields)
{
string key = string.Format("{0}:{1}", (object)accountDataField.Name, (object)accountDataField.Currency);
ListViewItem listViewItem = (ListViewItem)null;
if (!dictionary.TryGetValue(key, out listViewItem))
{
listViewItem = new ListViewItem(new string[3]);
listViewItem.Name = key;
listViewItem.SubItems[0].Text = accountDataField.Name;
listViewItem.SubItems[1].Text = accountDataField.Currency;
dictionary.Add(key, listViewItem);
}
listViewItem.SubItems[2].Text = this.ValueToString(accountDataField.Value);
}
if (!(data.Account == this.cbxAccount.SelectedItem as string))
{
return;
}
this.UpdateListView(data.Account, AccountDataViewer.ListType.Accounts);
}
public OrderKey(SmartQuant.AccountData data) : base(data)
{
this.key = GetFieldAsString("OrderID");
}
public PositionKey(SmartQuant.AccountData data) : base(data)
{
this.key = $"{GetFieldAsString("Symbol")} {GetFieldAsString("Maturity")} {GetFieldAsString("PutOrCall")} {GetFieldAsString("Strike")}";
}
public AccountDataEventArgs(AccountData data)
{
this.Data = data;
}
public AccountDataEventArgs(AccountData data)
{
this.Data = data;
}
protected internal void EmitAccountData(AccountData data)
{
this.executionQueue.Enqueue(data);
}
public AccountDataSnapshot GetSnapshot(byte providerId, byte route)
{
AccountDataTable table = this.GetTable(providerId, route, false);
if (table == null)
{
return new AccountDataSnapshot(new AccountDataEntry[0]);
}
AccountDataSnapshot result;
lock (table)
{
List<AccountDataEntry> list = new List<AccountDataEntry>();
foreach (string current in table.Items.Keys)
{
AccountDataTableItem accountDataTableItem = table.Items[current];
AccountData accountData = new AccountData(this.framework.Clock.DateTime, AccountDataType.AccountValue, current, providerId, route);
this.CopyFields(accountDataTableItem.Values, accountData.Fields);
List<AccountData> list2 = new List<AccountData>();
foreach (AccountDataFieldList current2 in accountDataTableItem.Positions.Values)
{
AccountData accountData2 = new AccountData(this.framework.Clock.DateTime, AccountDataType.Position, current, providerId, route);
this.CopyFields(current2, accountData2.Fields);
list2.Add(accountData2);
}
List<AccountData> list3 = new List<AccountData>();
foreach (AccountDataFieldList current3 in accountDataTableItem.Orders.Values)
{
AccountData accountData3 = new AccountData(this.framework.Clock.DateTime, AccountDataType.Order, current, providerId, route);
this.CopyFields(current3, accountData3.Fields);
list3.Add(accountData3);
}
list.Add(new AccountDataEntry(current, accountData, list2.ToArray(), list3.ToArray()));
}
result = new AccountDataSnapshot(list.ToArray());
}
return result;
}
