private void simulator_NewObject(SeriesObjectEventArgs args)
{
while (this.entryQueue.Count > 0)
{
OrderEntry orderEntry = this.entryQueue[0];
if (!(orderEntry.DateTime <= args.Object.DateTime))
{
break;
}
this.entryQueue.RemoveAt(0);
this.EmitNewOrderSingle(orderEntry);
}
}
private void OnNewObject(SeriesObjectEventArgs args)
{
Instrument instrument = this.seriesTable[args.Series] as Instrument;
if (instrument == null)
{
instrument = InstrumentManager.Instruments[args.Series.Name.Substring(0, args.Series.Name.IndexOf('.'))];
}
IDataObject @object = args.Object;
if (@object is Bar)
{
Bar bar = @object as Bar;
if (bar.IsComplete)
{
this.EmitNewBarEvent(instrument, bar);
if (bar.BarType == BarType.Time)
{
Dictionary <long, int> dictionary;
long size;
(dictionary = this.slices)[size = bar.Size] = dictionary[size] - 1;
if (this.slices[bar.Size] == 0)
{
this.EmitNewBarSlice(bar.Size);
return;
}
}
}
else
{
this.EmitNewBarOpenEvent(instrument, bar);
if (bar.BarType == BarType.Time)
{
if (!this.slices.ContainsKey(bar.Size))
{
this.slices[bar.Size] = 0;
}
Dictionary <long, int> dictionary2;
long size2;
(dictionary2 = this.slices)[size2 = bar.Size] = dictionary2[size2] + 1;
}
}
return;
}
if (@object is Trade)
{
this.EmitNewTradeEvent(instrument, @object as Trade);
return;
}
if (@object is Quote)
{
this.EmitNewQuoteEvent(instrument, @object as Quote);
return;
}
if (@object is MarketDepth)
{
this.EmitNewMarketDepth(instrument, @object as MarketDepth);
return;
}
if (@object is Fundamental)
{
this.EmitNewFundamental(instrument, @object as Fundamental);
return;
}
if (@object is CorporateAction)
{
this.EmitNewCorporateAction(instrument, @object as CorporateAction);
}
}
