Exemple #1
0
        /// <summary>
        /// Gets the quantity of a position
        /// </summary>
        public decimal GetQuantity()
        {
            try
            {
                // Lock the tables.
                Debug.Assert(!ClientMarketData.AreLocksHeld);
                ClientMarketData.AllocationLock.AcquireReaderLock(CommonTimeout.LockWait);
                ClientMarketData.ProposedOrderLock.AcquireReaderLock(CommonTimeout.LockWait);
                ClientMarketData.OrderLock.AcquireReaderLock(CommonTimeout.LockWait);
                ClientMarketData.TaxLotLock.AcquireReaderLock(CommonTimeout.LockWait);
                ClientMarketData.TransactionTypeLock.AcquireReaderLock(CommonTimeout.LockWait);

                return(Quantity.Calculate(this.account.AccountId, this.security.SecurityId, (int)this.positionType, MarketValueFlags.EntirePosition));
            }
            finally
            {
                // Locks are no longer needed on the price table.
                if (ClientMarketData.AllocationLock.IsReaderLockHeld)
                {
                    ClientMarketData.AllocationLock.ReleaseReaderLock();
                }
                if (ClientMarketData.ProposedOrderLock.IsReaderLockHeld)
                {
                    ClientMarketData.ProposedOrderLock.ReleaseReaderLock();
                }
                if (ClientMarketData.OrderLock.IsReaderLockHeld)
                {
                    ClientMarketData.OrderLock.ReleaseReaderLock();
                }
                if (ClientMarketData.TaxLotLock.IsReaderLockHeld)
                {
                    ClientMarketData.TaxLotLock.ReleaseReaderLock();
                }
                if (ClientMarketData.TransactionTypeLock.IsReaderLockHeld)
                {
                    ClientMarketData.TransactionTypeLock.ReleaseReaderLock();
                }
                Debug.Assert(!ClientMarketData.AreLocksHeld);
            }
        }