public zo21q6cy3fImtUHATQ(SimulationExecutionProvider obj0, FIXNewOrderSingle obj1)
{
this.smCF4MYTNu = new Quote();
this.j57Fjc16NJ = 1E-08;
this.A8bFJItyyx = obj0;
this.PYBF7sahqY = obj1;
this.kUyFaL3cQu = obj0.FillOnBarMode;
this.L27FNaAWTp = obj0.FillAtLimitPrice;
this.yFOFUpVbqt = obj0.FillAtStopPrice;
if (obj1.TradeVolumeDelay == 0)
this.gxTF8gufMx = true;
if ((this.PYBF7sahqY as SingleOrder).OrdType == OrdType.TrailingStop || (this.PYBF7sahqY as SingleOrder).OrdType == OrdType.TrailingStopLimit)
{
switch ((this.PYBF7sahqY as SingleOrder).Side)
{
case Side.Buy:
case Side.BuyMinus:
this.zGRFvN99ge = double.MaxValue;
break;
case Side.Sell:
case Side.SellShort:
this.zGRFvN99ge = double.MinValue;
break;
default:
throw new NotSupportedException("" + obj1.Side.ToString());
}
}
this.A8bFJItyyx.MyIPdEI7fi.Add(this.PYBF7sahqY.ClOrdID, this);
this.dGEFgdOydF();
}
public virtual SingleOrder LongEntry(Instrument instrument, FillOnBarMode mode, string text)
{
if (!this.Strategy.IsInstrumentActive(instrument))
return (SingleOrder)null;
return this.Strategy.BgvpSPpUAD(new Signal(Clock.Now, ComponentType.CrossEntry, SignalType.Market, SignalSide.Buy, instrument, text)
{
Fuwj5CvMiW = true,
R2djQy947W = mode
});
}
public virtual SingleOrder LongExit(Instrument instrument, FillOnBarMode mode)
{
return(this.LongExit(instrument, mode, "LongExit " + base.Strategy.Name));
}
public virtual SingleOrder LongEntry(FillOnBarMode mode, string text)
{
return this.LongEntry(this.instrument, mode, text);
}
public virtual SingleOrder SellShort(Instrument instrument, FillOnBarMode mode)
{
return this.Sell(instrument, mode, this.Strategy.Name);
}
public virtual SingleOrder Buy(FillOnBarMode mode)
{
return this.Buy(this.instrument, mode);
}
public virtual void ShortExit(FillOnBarMode mode)
{
this.ShortExit(this.instrument, mode);
}
public virtual SingleOrder LongExit(FillOnBarMode mode)
{
return this.LongExit(this.instrument, mode);
}
public virtual SingleOrder ShortEntry(FillOnBarMode mode)
{
return(this.ShortEntry(this.instrument, mode));
}
public virtual SingleOrder LongEntry(FillOnBarMode mode, string text)
{
return(this.LongEntry(this.instrument, mode, text));
}
public virtual SingleOrder LongEntry(Instrument instrument, FillOnBarMode mode)
{
return(this.LongEntry(instrument, mode, this.Strategy.Name));
}
public virtual void ShortExit(FillOnBarMode mode)
{
this.ShortExit(this.instrument, mode);
}
public virtual SingleOrder ShortExit(FillOnBarMode mode, string text)
{
return(this.ShortExit(this.instrument, mode, text));
}
public virtual SingleOrder LongExit(FillOnBarMode mode)
{
return(this.LongExit(this.instrument, mode));
}
public virtual SingleOrder ShortEntry(FillOnBarMode mode)
{
return this.ShortEntry(this.instrument, mode);
}
private void dGEFgdOydF()
{
if (!(this.PYBF7sahqY is SingleOrder))
return;
SingleOrder singleOrder = this.PYBF7sahqY as SingleOrder;
if (singleOrder.ContainsField(11201))
this.kUyFaL3cQu = (FillOnBarMode) singleOrder.FillOnBarMode;
Instrument instrument = singleOrder.Instrument;
bool flag = !singleOrder.IsStopLimitReady && (singleOrder.OrdType == OrdType.TrailingStop || singleOrder.OrdType == OrdType.TrailingStopLimit || singleOrder.OrdType == OrdType.StopLimit);
if (singleOrder.OrdType == OrdType.Market)
{
if ((this.A8bFJItyyx.FillOnQuote && !flag || this.A8bFJItyyx.TriggerOnQuote && flag) && this.A8bFJItyyx.FillOnQuoteMode == FillOnQuoteMode.LastQuote)
this.Y18FFPmDy5(instrument.Quote, (Trade) null, (Bar) null);
if ((this.A8bFJItyyx.FillOnTrade && !flag || this.A8bFJItyyx.TriggerOnTrade && flag) && this.A8bFJItyyx.FillOnTradeMode == FillOnTradeMode.LastTrade)
this.Y18FFPmDy5((Quote) null, instrument.Trade, (Bar) null);
if ((this.A8bFJItyyx.FillOnBar && !flag || this.A8bFJItyyx.TriggerOnBar && flag) && ((this.kUyFaL3cQu == FillOnBarMode.LastBarClose || singleOrder.ForceMarketOrder) && this.A8bFJItyyx.BarFilter.Contains(instrument.Bar.BarType, instrument.Bar.Size)))
this.Y18FFPmDy5((Quote) null, (Trade) null, instrument.Bar);
}
else
{
if (instrument.Quote != null && (this.A8bFJItyyx.FillOnQuote && !flag || this.A8bFJItyyx.TriggerOnQuote && flag) && this.A8bFJItyyx.FillOnQuoteMode == FillOnQuoteMode.LastQuote)
this.Y18FFPmDy5(instrument.Quote, (Trade) null, (Bar) null);
if (instrument.Trade != null && (this.A8bFJItyyx.FillOnTrade && !flag || this.A8bFJItyyx.TriggerOnTrade && flag) && this.A8bFJItyyx.FillOnTradeMode == FillOnTradeMode.LastTrade)
this.Y18FFPmDy5((Quote) null, instrument.Trade, (Bar) null);
if (instrument.Bar != null && (this.A8bFJItyyx.FillOnBar && !flag || this.A8bFJItyyx.TriggerOnBar && flag) && (this.A8bFJItyyx.BarFilter.Contains(instrument.Bar.BarType, instrument.Bar.Size) && this.A8bFJItyyx.FillOnBarMode == FillOnBarMode.LastBarClose))
{
double close = instrument.Bar.Close;
if (close != 0.0)
this.wYBFLwFB4S(close, singleOrder.OrderQty);
}
}
if (this.aXtFGP76FH)
return;
if (this.A8bFJItyyx.FillOnQuote || this.A8bFJItyyx.TriggerOnQuote)
instrument.NewQuote += new QuoteEventHandler(this.PyJFklA8yp);
if (this.A8bFJItyyx.FillOnTrade || this.A8bFJItyyx.TriggerOnTrade)
instrument.NewTrade += new TradeEventHandler(this.YGKFrq1UXP);
this.smCF4MYTNu = instrument.Quote;
if (this.A8bFJItyyx.FillOnBar || this.A8bFJItyyx.TriggerOnBar)
{
if (singleOrder.ForceMarketOrder)
{
instrument.NewBar += new BarEventHandler(this.YgkFRBfPV0);
instrument.NewBarOpen += new BarEventHandler(this.OyPFEsHGL2);
}
else if (singleOrder.OrdType == OrdType.Market)
{
switch (this.kUyFaL3cQu)
{
case FillOnBarMode.LastBarClose:
case FillOnBarMode.NextBarClose:
instrument.NewBar += new BarEventHandler(this.YgkFRBfPV0);
break;
case FillOnBarMode.NextBarOpen:
instrument.NewBarOpen += new BarEventHandler(this.OyPFEsHGL2);
break;
}
}
else
{
instrument.NewBar += new BarEventHandler(this.YgkFRBfPV0);
instrument.NewBarOpen += new BarEventHandler(this.OyPFEsHGL2);
}
}
if ((int) this.PYBF7sahqY.TimeInForce != 54)
return;
Clock.AddReminder(new ReminderEventHandler(this.xT1FyAqCPT), this.PYBF7sahqY.ExpireTime, (object) null);
}
public virtual SingleOrder Buy(FillOnBarMode mode)
{
return(this.Buy(this.instrument, mode));
}
public virtual SingleOrder Sell(string text, FillOnBarMode mode)
{
return(this.Sell(this.instrument, mode, text));
}
public virtual SingleOrder ShortExit(FillOnBarMode mode, string text)
{
return this.ShortExit(this.instrument, mode, text);
}
public virtual SingleOrder SellShort(FillOnBarMode mode)
{
return(this.SellShort(this.instrument, mode));
}
public virtual SingleOrder Buy(Instrument instrument, FillOnBarMode mode)
{
return this.Buy(instrument, mode, this.Strategy.Name);
}
public virtual SingleOrder Buy(Instrument instrument, FillOnBarMode mode)
{
return(this.Buy(instrument, mode, "Buy " + this.Strategy.Name));
}
public virtual SingleOrder Sell(string text, FillOnBarMode mode)
{
return this.Sell(this.instrument, mode, text);
}
public virtual SingleOrder SellShort(Instrument instrument, FillOnBarMode mode)
{
return(this.Sell(instrument, mode, this.Strategy.Name));
}
public virtual SingleOrder SellShort(FillOnBarMode mode)
{
return this.SellShort(this.instrument, mode);
}
public virtual SingleOrder ShortEntry(Instrument instrument, FillOnBarMode mode)
{
return(this.ShortEntry(instrument, mode, "ShortEntry " + base.Strategy.Name));
}