public void Add(QuoteEventArgs args)
{
lock (this.lockObject)
{
this.GetProviderCounter((IProvider)((IntradayEventArgs)args).Provider).AddQuote(((IntradayEventArgs)args).Instrument);
this.Quotes.Increment();
}
}
private static void EmitNewQuote(object sender, QuoteEventArgs e)
{
if (ProviderManager.threadSafe)
{
Monitor.Enter(ProviderManager.dataLock);
}
try
{
if (ProviderManager.NewQuote != null)
{
ProviderManager.NewQuote(sender, e);
}
}
finally
{
if (ProviderManager.threadSafe)
{
Monitor.Exit(ProviderManager.dataLock);
}
}
}
private void OnNewQuote(object sender, QuoteEventArgs args)
{
if (!this.isRunning || !this.cbxQuotes.Checked)
return;
this.queue.Enqueue((Action) (() =>
{
Instrument local_0 = ((IntradayEventArgs) args).Instrument as Instrument;
InstrumentRow local_1 = this.instruments[local_0] as InstrumentRow;
if (local_1 == null)
return;
local_0.Add(args.Quote);
++local_1.Quotes;
}));
}
private static void OnNewQuote(object sender, QuoteEventArgs e)
{
Instrument instrument = e.Instrument as Instrument ?? InstrumentManager.Instruments[e.Instrument.Symbol, e.Provider.Name];
if (instrument == null)
return;
Quote quote = e.Quote;
if (DataManager.quoteArrayLength != 0)
{
QuoteArray quoteArray = DataManager.quoteArrayList[instrument];
quoteArray.Add(quote);
if (DataManager.quoteArrayLength != -1 && quoteArray.Count > DataManager.quoteArrayLength)
{
quoteArray.RemoveAt(0);
}
}
instrument.EmitNewQuote(new QuoteEventArgs(quote, instrument, e.Provider));
}
private void ProviderManager_NewQuote(object sender, QuoteEventArgs args)
{
this.counter.Add(args);
}
internal void ERTWhrXHxn(QuoteEventArgs obj0)
{
try
{
Instrument instrument = obj0.Instrument as Instrument;
Quote quote = obj0.Quote;
foreach (StrategyBase strategyBase in this.MU0WP1r0b1(obj0.Provider, instrument))
strategyBase.miSxH6BDd(instrument, quote);
this.metaMoneyManager.OnQuote(instrument, quote);
this.OnNewQuote(instrument, quote);
}
catch (Exception ex)
{
this.x6bWBlLIvv(ex);
}
}
private void PyJFklA8yp(object obj0, QuoteEventArgs obj1)
{
SingleOrder singleOrder = this.PYBF7sahqY as SingleOrder;
Quote quote = obj1.Quote;
if (this.A8bFJItyyx.FillAtWorstQuoteRate || this.smCF4MYTNu.Bid <= this.smCF4MYTNu.Ask || quote.Bid <= quote.Ask)
{
switch (singleOrder.Side)
{
case Side.Buy:
if (quote.Ask != this.smCF4MYTNu.Ask || quote.AskSize != this.smCF4MYTNu.AskSize)
{
this.Y18FFPmDy5(quote, (Trade) null, (Bar) null);
break;
}
else
break;
case Side.Sell:
case Side.SellShort:
if (quote.Bid != this.smCF4MYTNu.Bid || quote.BidSize != this.smCF4MYTNu.BidSize)
{
this.Y18FFPmDy5(quote, (Trade) null, (Bar) null);
break;
}
else
break;
}
}
else
{
switch (singleOrder.Side)
{
case Side.Buy:
if (quote.Bid != this.smCF4MYTNu.Bid || quote.BidSize != this.smCF4MYTNu.BidSize)
{
this.Y18FFPmDy5(quote, (Trade) null, (Bar) null);
break;
}
else
break;
case Side.Sell:
case Side.SellShort:
if (quote.Ask != this.smCF4MYTNu.Ask || quote.AskSize != this.smCF4MYTNu.AskSize)
{
this.Y18FFPmDy5(quote, (Trade) null, (Bar) null);
break;
}
else
break;
}
}
this.smCF4MYTNu = quote;
}
internal void EmitNewQuote(QuoteEventArgs e)
{
this.Quote = e.Quote;
if (this.NewQuote != null)
{
this.NewQuote(this, e);
}
}
public void OnNewQuote(object sender, QuoteEventArgs args)
{
if (((IntradayEventArgs)args).Instrument != this.instrument)
return;
if (((DataArray)DataManager.Quotes[this.instrument]).Count == 1 && ((DataArray)DataManager.Trades[this.instrument]).Count == 0)
this.isFirstTime = true;
DateTime lastDateTime = ((DataArray)DataManager.Quotes[this.instrument]).LastDateTime;
int num = ((DataArray)DataManager.Quotes[this.instrument]).Count - 2;
while (num >= 0 && DataManager.Quotes[this.instrument][num].DateTime == lastDateTime)
--num;
if (num < 0)
return;
// DataManager.Quotes[this.instrument][num].DateTime;
if (lastDateTime >= this.lastUpdateDate)
{
if (this.isFirstTime)
{
this.pad.SetRangeX((double)(((DataArray)DataManager.Quotes[this.instrument]).LastDateTime.Ticks - 9000000000L), (double)((DataArray)DataManager.Quotes[this.instrument]).LastDateTime.Ticks);
this.isFirstTime = false;
}
else
this.pad.SetRangeX((double)((DataArray)DataManager.Quotes[this.instrument]).LastDateTime.Ticks + this.pad.XMin - (double)this.lastUpdateDate.Ticks, (double)((DataArray)DataManager.Quotes[this.instrument]).LastDateTime.Ticks + (this.pad.XMax - (double)this.lastUpdateDate.Ticks));
}
this.lastUpdateDate = lastDateTime;
}
private static void EmitNewQuote(object sender, QuoteEventArgs e)
{
if (ProviderManager.threadSafe)
Monitor.Enter(ProviderManager.dataLock);
try
{
if (ProviderManager.NewQuote != null)
ProviderManager.NewQuote(sender, e);
}
finally
{
if (ProviderManager.threadSafe)
Monitor.Exit(ProviderManager.dataLock);
}
}
private void ProviderManager_NewQuote(object sender, QuoteEventArgs args)
{
lock (this)
{
++this.countQuote;
++this.countMarketDataTotal;
}
}
private void marketDataProvider_NewQuote(object sender, QuoteEventArgs args)
{
FreeQuant.Instruments.Instrument instrument = args.Instrument as FreeQuant.Instruments.Instrument;
List<StrategyRunner> list = (List<StrategyRunner>)null;
if (!this.instrumentTable.TryGetValue(instrument, out list))
return;
foreach (StrategyRunner strategyRunner in list)
{
if (strategyRunner.Enabled)
strategyRunner.SetNewQuote(instrument, args.Quote);
}
}
protected virtual void OnNewQuote(object sender, QuoteEventArgs args)
{
if (((IntradayEventArgs)args).Provider != this.marketDataProvider)
return;
QuoteViewRow quoteViewRow;
bool flag;
lock (this.lockObject)
flag = this.quoteRows.TryGetValue(((IntradayEventArgs)args).Instrument, out quoteViewRow);
if (!flag)
return;
if (this.eventQueue.Enabled)
this.eventQueue.Enqueue(new MarketDataUpdateItem((MarketDataViewRow)quoteViewRow, args.Quote, (Trade)null, (Bar)null));
else
quoteViewRow.Update(args.Quote, (Trade)null, (Bar)null);
this.instrumentPad.OnNewQuote(sender, args);
}