/// <summary>
/// Must be called by GUI thread.
/// </summary>
private void UpdateRejectList()
{
// Disconnect data source.
this.dataGridView1.SuspendLayout();
this.dataGridView1.DataSource = null;
m_RejectedFills.Clear();
// Create new list.
List <InstrumentName> m_InstrumentNames = new List <InstrumentName>();
m_FillHub.GetInstrumentNames(ref m_InstrumentNames);
foreach (InstrumentName name in m_InstrumentNames)
{
IFillBook positionBook;
if (m_FillHub.TryEnterReadBook(name, out positionBook))
{
if (positionBook is BookLifo)
{
BookLifo book = (BookLifo)positionBook;
book.GetRejectedFills(ref m_RejectedFills);
}
m_FillHub.ExitReadBook(name);
}
}//next instrument name
// Reconnect data source.
this.dataGridView1.DataSource = m_RejectedFills;
this.dataGridView1.ResumeLayout();
}// UpdateRejectList()
/// <summary>
/// This function checks the existence of a fill by exchange time. Only used by audit trail fill hub.
/// </summary>
/// <param name="exchangeTime"></param>
/// <returns></returns>
public bool TryCheckFillByExchangeTime(InstrumentKey ttKey, DateTime exchangeTime)
{
if (!m_FillBooks.ContainsKey(ttKey))
{
return(false);
}
else
{
BookLifo book = m_FillBooks[ttKey];
bool status = book.IsFillExistByExchangeTime(exchangeTime);
return(status);
}
}
