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 AccountDataTable GetTable(byte providerId, byte route, bool addNew)
{
int key = (int)providerId * 256 + (int)route;
AccountDataTable accountDataTable;
lock (this.tables)
{
if (!this.tables.TryGetValue(key, out accountDataTable))
{
if (addNew)
{
accountDataTable = new AccountDataTable();
this.tables.Add(key, accountDataTable);
}
else
{
accountDataTable = null;
}
}
}
return(accountDataTable);
}
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);
}
private AccountDataTable GetTable(byte providerId, byte route, bool addNew)
{
int key = (int)providerId * 256 + (int)route;
AccountDataTable accountDataTable;
lock (this.tables)
{
if (!this.tables.TryGetValue(key, out accountDataTable))
{
if (addNew)
{
accountDataTable = new AccountDataTable();
this.tables.Add(key, accountDataTable);
}
else
{
accountDataTable = null;
}
}
}
return accountDataTable;
}
