public void OrderFilledUnlockSequenceSubmitOpening(Order orderClosed)
{
List <List <Order> > lockingClosesFound = new List <List <Order> >();
lock (this.dictionaryLock) {
// if among all the keys we have an order, then we should have Open orders sequenced
foreach (List <Order> lockingCloseOrders in this.sequencerLockCloseOpen.Keys)
{
if (lockingCloseOrders.Contains(orderClosed) == false)
{
continue;
}
lockingClosesFound.Add(lockingCloseOrders);
}
// analyzing all locks for all symbols to find out whether this closed order released the lock
foreach (List <Order> lockingCloseFound in lockingClosesFound)
{
// delete the locking order from the list (most likely containing 1 order)
lockingCloseFound.Remove(orderClosed);
if (lockingCloseFound.Count > 0)
{
continue;
}
// delete the list of locks from global dictionary
List <Order> ordersOpen = this.sequencerLockCloseOpen[lockingCloseFound];
this.sequencerLockCloseOpen.Remove(lockingCloseFound);
this.orderProcessor.AppendOrderMessageAndPropagateCheckThrowOrderNull(orderClosed,
"last CloseOpenSequence order filled, unlocking submission of ["
+ ordersOpen.Count + "]ordersOpen");
if (ordersOpen.Count == 0)
{
continue;
}
// submitting all released opening orders
foreach (Order submitting in ordersOpen)
{
OrderStateMessage omsg = new OrderStateMessage(submitting, OrderState.Submitting,
"sequence cleared: [" + submitting.State + "]=>[" + OrderState.Submitting + "]"
+ " for [" + ordersOpen.Count + "] fellow ordersOpen"
+ " by orderClose=[" + orderClosed + "]");
this.orderProcessor.UpdateOrderStateAndPostProcess(submitting, omsg);
}
BrokerProvider broker = ordersOpen[0].Alert.DataSource.BrokerProvider;
ThreadPool.QueueUserWorkItem(new WaitCallback(broker.SubmitOrdersThreadEntryDelayed),
new object[] { ordersOpen, ordersOpen[0].Alert.Bars.SymbolInfo.SequencedOpeningAfterClosedDelayMillis });
}
}
}
public void OrderFilledUnlockSequenceSubmitOpening(Order order)
{
List <List <Order> > ordersCloseFoundInKeys = new List <List <Order> >();
lock (this.ordersCloseOpen) {
foreach (List <Order> ordersClose in this.ordersCloseOpen.Keys)
{
if (ordersClose.Contains(order) == false)
{
continue;
}
ordersCloseFoundInKeys.Add(ordersClose);
}
foreach (List <Order> ordersCloseFound in ordersCloseFoundInKeys)
{
ordersCloseFound.Remove(order);
if (ordersCloseFound.Count == 0)
{
List <Order> ordersOpen = this.ordersCloseOpen[ordersCloseFound];
this.ordersCloseOpen.Remove(ordersCloseFound);
if (ordersOpen.Count == 0)
{
continue;
}
this.orderProcessor.AppendOrderMessageAndPropagateCheckThrowOrderNull(order,
"last CloseOpenSequence order filled, unlocking submission of [" + ordersOpen.Count + "]ordersOpen");
foreach (Order submitting in ordersOpen)
{
OrderStateMessage omsg = new OrderStateMessage(submitting, OrderState.Submitting,
"sequence cleared: [" + submitting.State + "]=>[" + OrderState.Submitting + "]"
+ " for [" + ordersOpen.Count + "] fellow ordersOpen"
+ " by orderClose=[" + order + "]");
this.orderProcessor.UpdateOrderStateAndPostProcess(submitting, omsg);
}
BrokerProvider broker = ordersOpen[0].Alert.DataSource.BrokerProvider;
ThreadPool.QueueUserWorkItem(new WaitCallback(broker.SubmitOrdersThreadEntry), new object[] { ordersOpen });
}
}
}
}
public OrderCallbackDupesCheckerTransparent(BrokerProvider brokerProvider)
: base(brokerProvider)
{
}
public OrderCallbackDupesChecker(BrokerProvider brokerProvider) {
this.brokerProvider = brokerProvider;
}
public OrderCallbackDupesCheckerTransparent(BrokerProvider brokerProvider)
: base(brokerProvider) {
}
public OrderCallbackDupesChecker(BrokerProvider brokerProvider)
{
this.brokerProvider = brokerProvider;
}
public void Initialize(BrokerProvider brokerProvider) {
this.BrokerProvider = brokerProvider;
}
public BrokerEditor(BrokerProvider BrokerProvider, IDataSourceEditor dataSourceEditor) {
this.brokerProvider = BrokerProvider;
this.dataSourceEditor = dataSourceEditor;
}