public PositionList GetPositions(Sector sector)
{
PositionList positionList = new PositionList();
try
{
// Lock the tables.
Debug.Assert(!ClientMarketData.AreLocksHeld);
ClientMarketData.AccountLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.AllocationLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.ObjectLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.ObjectTreeLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.OrderLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.PositionLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.ProposedOrderLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.SectorLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.SecurityLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.TaxLotLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.AccountRow accountRow = ClientMarketData.Account.FindByAccountId(this.AccountId);
ClientMarketData.SectorRow sectorRow = ClientMarketData.Sector.FindBySectorId(sector.SectorId);
// Aggregate the tax lot quantities.
foreach (ClientMarketData.TaxLotRow taxLotRow in accountRow.GetTaxLotRows())
{
if (IsSecurityInSector(sectorRow, taxLotRow.SecurityRow))
{
positionList.Add(Position.Make(this.AccountId, taxLotRow.SecurityId, taxLotRow.PositionTypeCode));
}
}
// Aggregate the proposed ordered quantities
foreach (ClientMarketData.ProposedOrderRow proposedOrderRow in accountRow.GetProposedOrderRows())
{
if (IsSecurityInSector(sectorRow, proposedOrderRow.SecurityRowByFKSecurityProposedOrderSecurityId))
{
positionList.Add(Position.Make(this.AccountId, proposedOrderRow.SecurityId, proposedOrderRow.PositionTypeCode));
}
}
// Aggregate the ordered quantities
foreach (ClientMarketData.OrderRow orderRow in accountRow.GetOrderRows())
{
if (IsSecurityInSector(sectorRow, orderRow.SecurityRowByFKSecurityOrderSecurityId))
{
positionList.Add(Position.Make(this.AccountId, orderRow.SecurityId, orderRow.PositionTypeCode));
}
}
// Aggregate the allocated quantities
foreach (ClientMarketData.AllocationRow allocationRow in accountRow.GetAllocationRows())
{
if (IsSecurityInSector(sectorRow, allocationRow.SecurityRowByFKSecurityAllocationSecurityId))
{
positionList.Add(Position.Make(this.AccountId, allocationRow.SecurityId, allocationRow.PositionTypeCode));
}
}
}
finally
{
// Locks are no longer needed on the price table.
if (ClientMarketData.AccountLock.IsReaderLockHeld)
{
ClientMarketData.AccountLock.ReleaseReaderLock();
}
if (ClientMarketData.AllocationLock.IsReaderLockHeld)
{
ClientMarketData.AllocationLock.ReleaseReaderLock();
}
if (ClientMarketData.ObjectLock.IsReaderLockHeld)
{
ClientMarketData.ObjectLock.ReleaseReaderLock();
}
if (ClientMarketData.ObjectTreeLock.IsReaderLockHeld)
{
ClientMarketData.ObjectTreeLock.ReleaseReaderLock();
}
if (ClientMarketData.OrderLock.IsReaderLockHeld)
{
ClientMarketData.OrderLock.ReleaseReaderLock();
}
if (ClientMarketData.PositionLock.IsReaderLockHeld)
{
ClientMarketData.PositionLock.ReleaseReaderLock();
}
if (ClientMarketData.ProposedOrderLock.IsReaderLockHeld)
{
ClientMarketData.ProposedOrderLock.ReleaseReaderLock();
}
if (ClientMarketData.SectorLock.IsReaderLockHeld)
{
ClientMarketData.SectorLock.ReleaseReaderLock();
}
if (ClientMarketData.SecurityLock.IsReaderLockHeld)
{
ClientMarketData.SecurityLock.ReleaseReaderLock();
}
if (ClientMarketData.TaxLotLock.IsReaderLockHeld)
{
ClientMarketData.TaxLotLock.ReleaseReaderLock();
}
Debug.Assert(!ClientMarketData.AreLocksHeld);
}
return(positionList);
}
public bool Contains(Security security, int positionType)
{
try
{
// Lock the tables.
Debug.Assert(!ClientMarketData.AreLocksHeld);
ClientMarketData.AccountLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.AllocationLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.OrderLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.ProposedOrderLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.TaxLotLock.AcquireReaderLock(CommonTimeout.LockWait);
ClientMarketData.AccountRow accountRow = ClientMarketData.Account.FindByAccountId(this.AccountId);
foreach (ClientMarketData.TaxLotRow taxLotRow in accountRow.GetTaxLotRows())
{
if (taxLotRow.SecurityId == security.SecurityId && taxLotRow.PositionTypeCode == positionType)
{
return(true);
}
}
foreach (ClientMarketData.ProposedOrderRow proposedOrderRow in accountRow.GetProposedOrderRows())
{
if (proposedOrderRow.SecurityId == security.SecurityId && proposedOrderRow.PositionTypeCode == positionType)
{
return(true);
}
}
foreach (ClientMarketData.OrderRow orderRow in accountRow.GetOrderRows())
{
if (orderRow.SecurityId == security.SecurityId && orderRow.PositionTypeCode == positionType)
{
return(true);
}
}
foreach (ClientMarketData.AllocationRow allocationRow in accountRow.GetAllocationRows())
{
if (allocationRow.SecurityId == security.SecurityId && allocationRow.PositionTypeCode == positionType)
{
return(true);
}
}
return(false);
}
finally
{
// Release the table locks.
if (ClientMarketData.AccountLock.IsReaderLockHeld)
{
ClientMarketData.AccountLock.ReleaseReaderLock();
}
if (ClientMarketData.AllocationLock.IsReaderLockHeld)
{
ClientMarketData.AllocationLock.ReleaseReaderLock();
}
if (ClientMarketData.OrderLock.IsReaderLockHeld)
{
ClientMarketData.OrderLock.ReleaseReaderLock();
}
if (ClientMarketData.ProposedOrderLock.IsReaderLockHeld)
{
ClientMarketData.ProposedOrderLock.ReleaseReaderLock();
}
if (ClientMarketData.TaxLotLock.IsReaderLockHeld)
{
ClientMarketData.TaxLotLock.ReleaseReaderLock();
}
Debug.Assert(!ClientMarketData.AreLocksHeld);
}
}