private void AddTrade(IFIXInstrument instrument, DateTime datetime, double price, int size)
{
var list = new List <BarFactory.zNxuFsXhPSM7NAan2D>();
lock (this)
{
foreach (BarFactoryItem item in this.items)
{
if (item.Enabled)
{
Hashtable local_2 = this.A3ELH6L4QJ[instrument] as Hashtable;
if (local_2 == null)
{
local_2 = new Hashtable();
this.A3ELH6L4QJ.Add(instrument, local_2);
}
SortedList local_3 = local_2[item.BarType] as SortedList;
if (local_3 == null)
{
local_3 = new SortedList();
local_2.Add(item.BarType, local_3);
}
switch (item.BarType)
{
case BarType.Time:
Bar bar = local_3[item.BarSize] as Bar;
if (bar == null)
{
DateTime local_5 = this.qJpLNA6Aiq(datetime, item.BarSize);
Bar local_4_1 = new Bar(BarType.Time, item.BarSize, local_5, local_5, price, price, price, price, size, 0);
local_3.Add(item.BarSize, local_4_1);
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6) 0, local_4_1));
goto case BarType.Dynamic;
}
else
{
bar.EndTime = datetime;
if (price > bar.High)
{
bar.High = price;
}
if (price < bar.Low)
{
bar.Low = price;
}
bar.Close = price;
bar.Volume += size;
goto case BarType.Dynamic;
}
case BarType.Tick:
BarFactory.l9JS6GiROvEy77Co1R local_6 = local_3[item.BarSize] as BarFactory.l9JS6GiROvEy77Co1R;
if (local_6 == null)
{
local_6 = new BarFactory.l9JS6GiROvEy77Co1R();
local_6.bar = new Bar(BarType.Tick, item.BarSize, datetime, datetime, price, price, price, price, (long)size, 0);
local_3.Add(item.BarSize, local_6);
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6) 0, local_6.bar));
}
else
{
local_6.bar.EndTime = datetime;
if (price > local_6.bar.High)
{
local_6.bar.High = price;
}
if (price < local_6.bar.Low)
{
local_6.bar.Low = price;
}
local_6.bar.Close = price;
local_6.bar.Volume += size;
++local_6.VMmLV7HilK;
}
if (local_6.VMmLV7HilK == item.BarSize)
{
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6) 1, local_6.bar));
local_3.Remove(item.BarSize);
goto case BarType.Dynamic;
}
else
{
goto case BarType.Dynamic;
}
case BarType.Volume:
Bar local_7 = local_3[item.BarSize] as Bar;
if (local_7 == null)
{
local_7 = new Bar(BarType.Volume, item.BarSize, datetime, datetime, price, price, price, price, size, 0);
local_3.Add(item.BarSize, local_7);
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6) 0, local_7));
}
else
{
local_7.EndTime = datetime;
if (price > local_7.High)
{
local_7.High = price;
}
if (price < local_7.Low)
{
local_7.Low = price;
}
local_7.Close = price;
local_7.Volume += size;
}
if (local_7.Volume >= item.BarSize)
{
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6) 1, local_7));
local_3.Remove(item.BarSize);
goto case BarType.Dynamic;
}
else
{
goto case BarType.Dynamic;
}
case BarType.Range:
Bar local_8 = local_3[item.BarSize] as Bar;
if (local_8 == null)
{
Bar local_8_1 = new Bar(BarType.Range, item.BarSize, datetime, datetime, price, price, price, price, size, 0);
local_3.Add(item.BarSize, local_8_1);
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6) 0, local_8_1));
goto case BarType.Dynamic;
}
else
{
local_8.EndTime = datetime;
if (price > local_8.High)
{
local_8.High = price;
}
if (price < local_8.Low)
{
local_8.Low = price;
}
local_8.Volume += size;
bool local_9 = false;
while (!local_9)
{
if (10000.0 * (local_8.High - local_8.Low) >= item.BarSize)
{
Bar local_10 = new Bar(BarType.Range, item.BarSize, datetime, datetime, price, price, price, price, 0, 0);
if (local_8.High == price)
{
local_8.High = local_8.Low + item.BarSize / 10000.0;
local_8.Close = local_8.High;
local_10.Low = local_8.High;
}
if (local_8.Low == price)
{
local_8.Low = local_8.High - item.BarSize / 10000.0;
local_8.Close = local_8.Low;
local_10.High = local_8.Low;
}
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6) 1, local_8));
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6) 0, local_10));
local_3[item.BarSize] = local_10;
if (10000.0 * (local_10.High - local_10.Low) >= item.BarSize)
{
local_8 = local_10;
local_9 = false;
}
else
{
local_9 = true;
}
}
else
{
local_9 = true;
}
}
goto case BarType.Dynamic;
}
case BarType.Dynamic:
if (local_3.Count == 0)
{
local_2.Remove(item.BarType);
if (local_2.Count == 0)
{
this.A3ELH6L4QJ.Remove(instrument);
continue;
}
else
{
continue;
}
}
else
{
continue;
}
default:
throw new NotSupportedException("NotSupported: " + item.BarType);
}
}
}
}
foreach (BarFactory.zNxuFsXhPSM7NAan2D nxuFsXhPsM7Naan2D in list)
{
switch (nxuFsXhPsM7Naan2D.XUfLqKE3Ac)
{
case (BarFactory.yPiBmEZIjD7IoCdXp6) 0:
Bar bar = nxuFsXhPsM7Naan2D.bar;
this.EmitNewBarOpen(bar, instrument);
if (bar.BarType == BarType.Time)
{
this.nxZL6NXVXL(bar.BeginTime.AddSeconds(bar.Size));
continue;
}
else
{
continue;
}
case (BarFactory.yPiBmEZIjD7IoCdXp6) 1:
this.EmitNewBar(nxuFsXhPsM7Naan2D.bar, instrument);
continue;
default:
continue;
}
}
}
private void AddTrade(IFIXInstrument instrument, DateTime datetime, double price, int size)
{
var list = new List<BarFactory.zNxuFsXhPSM7NAan2D>();
lock (this)
{
foreach (BarFactoryItem item in this.items)
{
if (item.Enabled)
{
Hashtable local_2 = this.A3ELH6L4QJ[instrument] as Hashtable;
if (local_2 == null)
{
local_2 = new Hashtable();
this.A3ELH6L4QJ.Add(instrument, local_2);
}
SortedList local_3 = local_2[item.BarType] as SortedList;
if (local_3 == null)
{
local_3 = new SortedList();
local_2.Add(item.BarType, local_3);
}
switch (item.BarType)
{
case BarType.Time:
Bar bar = local_3[item.BarSize] as Bar;
if (bar == null)
{
DateTime local_5 = this.qJpLNA6Aiq(datetime, item.BarSize);
Bar local_4_1 = new Bar(BarType.Time, item.BarSize, local_5, local_5, price, price, price, price, size, 0);
local_3.Add(item.BarSize, local_4_1);
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6)0, local_4_1));
goto case BarType.Dynamic;
}
else
{
bar.EndTime = datetime;
if (price > bar.High)
bar.High = price;
if (price < bar.Low)
bar.Low = price;
bar.Close = price;
bar.Volume += size;
goto case BarType.Dynamic;
}
case BarType.Tick:
BarFactory.l9JS6GiROvEy77Co1R local_6 = local_3[item.BarSize] as BarFactory.l9JS6GiROvEy77Co1R;
if (local_6 == null)
{
local_6 = new BarFactory.l9JS6GiROvEy77Co1R();
local_6.bar = new Bar(BarType.Tick, item.BarSize, datetime, datetime, price, price, price, price, (long)size, 0);
local_3.Add(item.BarSize, local_6);
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6)0, local_6.bar));
}
else
{
local_6.bar.EndTime = datetime;
if (price > local_6.bar.High)
local_6.bar.High = price;
if (price < local_6.bar.Low)
local_6.bar.Low = price;
local_6.bar.Close = price;
local_6.bar.Volume += size;
++local_6.VMmLV7HilK;
}
if (local_6.VMmLV7HilK == item.BarSize)
{
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6)1, local_6.bar));
local_3.Remove(item.BarSize);
goto case BarType.Dynamic;
}
else
goto case BarType.Dynamic;
case BarType.Volume:
Bar local_7 = local_3[item.BarSize] as Bar;
if (local_7 == null)
{
local_7 = new Bar(BarType.Volume, item.BarSize, datetime, datetime, price, price, price, price, size, 0);
local_3.Add(item.BarSize, local_7);
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6)0, local_7));
}
else
{
local_7.EndTime = datetime;
if (price > local_7.High)
local_7.High = price;
if (price < local_7.Low)
local_7.Low = price;
local_7.Close = price;
local_7.Volume += size;
}
if (local_7.Volume >= item.BarSize)
{
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6)1, local_7));
local_3.Remove(item.BarSize);
goto case BarType.Dynamic;
}
else
goto case BarType.Dynamic;
case BarType.Range:
Bar local_8 = local_3[item.BarSize] as Bar;
if (local_8 == null)
{
Bar local_8_1 = new Bar(BarType.Range, item.BarSize, datetime, datetime, price, price, price, price, size, 0);
local_3.Add(item.BarSize, local_8_1);
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6)0, local_8_1));
goto case BarType.Dynamic;
}
else
{
local_8.EndTime = datetime;
if (price > local_8.High)
local_8.High = price;
if (price < local_8.Low)
local_8.Low = price;
local_8.Volume += size;
bool local_9 = false;
while (!local_9)
{
if (10000.0 * (local_8.High - local_8.Low) >= item.BarSize)
{
Bar local_10 = new Bar(BarType.Range, item.BarSize, datetime, datetime, price, price, price, price, 0, 0);
if (local_8.High == price)
{
local_8.High = local_8.Low + item.BarSize / 10000.0;
local_8.Close = local_8.High;
local_10.Low = local_8.High;
}
if (local_8.Low == price)
{
local_8.Low = local_8.High - item.BarSize / 10000.0;
local_8.Close = local_8.Low;
local_10.High = local_8.Low;
}
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6)1, local_8));
list.Add(new BarFactory.zNxuFsXhPSM7NAan2D((BarFactory.yPiBmEZIjD7IoCdXp6)0, local_10));
local_3[item.BarSize] = local_10;
if (10000.0 * (local_10.High - local_10.Low) >= item.BarSize)
{
local_8 = local_10;
local_9 = false;
}
else
local_9 = true;
}
else
local_9 = true;
}
goto case BarType.Dynamic;
}
case BarType.Dynamic:
if (local_3.Count == 0)
{
local_2.Remove(item.BarType);
if (local_2.Count == 0)
{
this.A3ELH6L4QJ.Remove(instrument);
continue;
}
else
continue;
}
else
continue;
default:
throw new NotSupportedException("NotSupported: " + item.BarType);
}
}
}
}
foreach (BarFactory.zNxuFsXhPSM7NAan2D nxuFsXhPsM7Naan2D in list)
{
switch (nxuFsXhPsM7Naan2D.XUfLqKE3Ac)
{
case (BarFactory.yPiBmEZIjD7IoCdXp6) 0:
Bar bar = nxuFsXhPsM7Naan2D.bar;
this.EmitNewBarOpen(bar, instrument);
if (bar.BarType == BarType.Time)
{
this.nxZL6NXVXL(bar.BeginTime.AddSeconds(bar.Size));
continue;
}
else
continue;
case (BarFactory.yPiBmEZIjD7IoCdXp6) 1:
this.EmitNewBar(nxuFsXhPsM7Naan2D.bar, instrument);
continue;
default:
continue;
}
}
}
