private void JwIkuMWKfe([In] object obj0, [In] HistoricalTradeEventArgs obj1) { uRIUcg8mp5qy3pl442 riUcg8mp5qy3pl442 = (uRIUcg8mp5qy3pl442)null; if (!this.V43ldlVmhs.TryGetValue(obj1.RequestId, out riUcg8mp5qy3pl442)) { return; } Instrument key = riUcg8mp5qy3pl442.tRpHqexTIJ(); Trade trade = obj1.Trade; dtWG9eTloC3v1YLiPJ wg9eTloC3v1YliPj = (dtWG9eTloC3v1YLiPJ)null; if (this.sUBlFVkkCB.TryGetValue(key, out wg9eTloC3v1YliPj)) { if (trade.DateTime < wg9eTloC3v1YliPj.aZTF2X8GaL() || trade.DateTime > wg9eTloC3v1YliPj.Kd2FKl42yG()) { key.Add(trade); } } else { key.Add(trade); } this.mwOkiJi9kn(riUcg8mp5qy3pl442, (HistoricalDataEventArgs)obj1); }
private void OnNewHistoricalTrade(object sender, HistoricalTradeEventArgs e) { if (e.RequestId == this.request.RequestId) { this.data.Add(e.Trade); } }
public void EmitHistoricalTrade(global::OpenQuant.API.HistoricalDataRequest request, DateTime datetime, double price, int size) { if (this.NewHistoricalTrade != null) { SmartQuant.Data.Trade trade = new SmartQuant.Data.Trade(datetime, price, size); HistoricalTradeEventArgs args = new HistoricalTradeEventArgs(trade, request.request.RequestId, request.request.Instrument, this, 0); this.NewHistoricalTrade(this, args); } }
private void provider_NewHistoricalTrade(object sender, HistoricalTradeEventArgs args) { DownloadViewItem downloadViewItem = (DownloadViewItem)null; if (!this.items.TryGetValue(((HistoricalDataEventArgs)args).RequestId, out downloadViewItem)) { return; } downloadViewItem.Instrument.Add(args.Trade); this.UpdateDownloadItem(downloadViewItem, (HistoricalDataEventArgs)args); }