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);
}
private void Init()
{
if (this.fOrder is SingleOrder)
{
SingleOrder singleOrder = this.fOrder as SingleOrder;
if (singleOrder.ContainsField(11201))
{
this.fFillOnBarMode = (FillOnBarMode)singleOrder.FillOnBarMode;
}
Instrument instrument = singleOrder.Instrument;
if (singleOrder.OrdType == OrdType.Market)
{
if (this.fProvider.FillOnQuote && this.fProvider.FillOnQuoteMode == FillOnQuoteMode.LastQuote)
{
this.Process(instrument.Quote, null, null);
}
if (this.fProvider.FillOnTrade && this.fProvider.FillOnTradeMode == FillOnTradeMode.LastTrade)
{
this.Process(null, instrument.Trade, null);
}
if (this.fProvider.FillOnBar && (this.fFillOnBarMode == FillOnBarMode.LastBarClose || singleOrder.ForceMarketOrder) && this.fProvider.BarFilter.Contains(instrument.Bar.BarType, instrument.Bar.Size))
{
this.Process(null, null, instrument.Bar);
}
}
else
{
if (instrument.Quote != null && this.fProvider.FillOnQuote)
{
this.Process(instrument.Quote, null, null);
}
if (instrument.Trade != null && this.fProvider.FillOnTrade)
{
this.Process(null, instrument.Trade, null);
}
if (instrument.Bar != null && this.fProvider.FillOnBar && this.fProvider.BarFilter.Contains(instrument.Bar.BarType, instrument.Bar.Size))
{
double close = instrument.Bar.Close;
if (close != 0.0)
{
this.StopLimit(close, singleOrder.OrderQty);
}
}
}
if (!this.fExecuted)
{
if (this.fProvider.FillOnQuote)
{
instrument.NewQuote += new QuoteEventHandler(this.OnNewQuote);
}
if (this.fProvider.FillOnTrade)
{
instrument.NewTrade += new TradeEventHandler(this.OnNewTrade);
}
if (this.fProvider.FillOnBar)
{
if (singleOrder.ForceMarketOrder)
{
instrument.NewBar += new BarEventHandler(this.OnNewBar);
instrument.NewBarOpen += new BarEventHandler(this.OnNewBarOpen);
}
else
{
if (singleOrder.OrdType == OrdType.Market)
{
switch (this.fFillOnBarMode)
{
case FillOnBarMode.LastBarClose:
case FillOnBarMode.NextBarClose:
instrument.NewBar += new BarEventHandler(this.OnNewBar);
break;
case FillOnBarMode.NextBarOpen:
instrument.NewBarOpen += new BarEventHandler(this.OnNewBarOpen);
break;
}
}
else
{
instrument.NewBar += new BarEventHandler(this.OnNewBar);
instrument.NewBarOpen += new BarEventHandler(this.OnNewBarOpen);
}
}
}
if (this.fOrder.TimeInForce == '6')
{
Clock.AddReminder(new ReminderEventHandler(this.Clock_Reminder), this.fOrder.ExpireTime, null);
}
}
}
}
private double CcXFPEywDQ(Quote obj0, Trade obj1, Bar obj2)
{
SingleOrder singleOrder = this.PYBF7sahqY as SingleOrder;
if (singleOrder.ContainsField(11103) && singleOrder.StrategyFill)
{
return(singleOrder.StrategyPrice);
}
bool flag = !singleOrder.IsStopLimitReady && (singleOrder.OrdType == OrdType.TrailingStop || singleOrder.OrdType == OrdType.TrailingStopLimit || singleOrder.OrdType == OrdType.StopLimit);
if (obj0 != null && (this.A8bFJItyyx.FillOnQuote && !flag || this.A8bFJItyyx.TriggerOnQuote && flag))
{
if (!this.A8bFJItyyx.FillAtWorstQuoteRate || obj0.Bid <= obj0.Ask)
{
switch (singleOrder.Side)
{
case Side.Buy:
case Side.BuyMinus:
if (obj0.Ask != 0.0)
{
return(obj0.Ask);
}
else
{
break;
}
case Side.Sell:
case Side.SellShort:
if (obj0.Bid != 0.0)
{
return(obj0.Bid);
}
else
{
break;
}
default:
throw new NotSupportedException("" + ((object)singleOrder.Side).ToString());
}
}
else
{
switch (singleOrder.Side)
{
case Side.Buy:
case Side.BuyMinus:
if (obj0.Bid != 0.0)
{
return(obj0.Bid);
}
else
{
break;
}
case Side.Sell:
case Side.SellShort:
if (obj0.Ask != 0.0)
{
return(obj0.Ask);
}
else
{
break;
}
default:
throw new NotSupportedException("" + ((object)singleOrder.Side).ToString());
}
}
}
if (obj1 != null && (this.A8bFJItyyx.FillOnTrade && !flag || this.A8bFJItyyx.TriggerOnTrade && flag) && obj1.Price != 0.0)
{
return(obj1.Price);
}
if (obj2 != null && (this.A8bFJItyyx.FillOnBar && !flag || this.A8bFJItyyx.TriggerOnBar && flag))
{
if (singleOrder.StrategyComponent == "which")
{
return(singleOrder.StrategyPrice);
}
if (singleOrder.ForceMarketOrder)
{
if (obj2.Close != 0.0)
{
return(obj2.Close);
}
if (obj2.Open != 0.0)
{
return(obj2.Open);
}
}
switch (this.kUyFaL3cQu)
{
case FillOnBarMode.LastBarClose:
case FillOnBarMode.NextBarClose:
return(obj2.Close);
case FillOnBarMode.NextBarOpen:
return(obj2.Open);
}
}
return(0.0);
}
private double GetPrice(Quote quote, Trade trade, Bar bar)
{
SingleOrder singleOrder = this.fOrder as SingleOrder;
if (singleOrder.ContainsField(11103) && singleOrder.StrategyFill)
{
return(singleOrder.StrategyPrice);
}
if (quote != null && this.fProvider.FillOnQuote)
{
switch (singleOrder.Side)
{
case Side.Buy:
case Side.BuyMinus:
if (quote.Ask != 0.0)
{
return(quote.Ask);
}
goto IL_B0;
case Side.Sell:
case Side.SellShort:
if (quote.Bid != 0.0)
{
return(quote.Bid);
}
goto IL_B0;
}
throw new NotSupportedException("Order side is not supported : " + singleOrder.Side.ToString());
}
IL_B0:
if (trade != null && this.fProvider.FillOnTrade && trade.Price != 0.0)
{
return(trade.Price);
}
if (bar != null && this.fProvider.FillOnBar)
{
if (singleOrder.StrategyComponent == "Stop")
{
return(singleOrder.StrategyPrice);
}
if (singleOrder.ForceMarketOrder)
{
if (bar.Close != 0.0)
{
return(bar.Close);
}
if (bar.Open != 0.0)
{
return(bar.Open);
}
}
switch (this.fFillOnBarMode)
{
case FillOnBarMode.LastBarClose:
case FillOnBarMode.NextBarClose:
return(bar.Close);
case FillOnBarMode.NextBarOpen:
return(bar.Open);
}
}
return(0.0);
}
