private void iitkJnDu9a([In] object obj0, [In] HistoricalMarketDepthEventArgs obj1)
{
uRIUcg8mp5qy3pl442 riUcg8mp5qy3pl442 = (uRIUcg8mp5qy3pl442)null;
if (!this.V43ldlVmhs.TryGetValue(obj1.RequestId, out riUcg8mp5qy3pl442))
{
return;
}
Instrument key = riUcg8mp5qy3pl442.tRpHqexTIJ();
MarketDepth marketDepth = obj1.MarketDepth;
dtWG9eTloC3v1YLiPJ wg9eTloC3v1YliPj = (dtWG9eTloC3v1YLiPJ)null;
if (this.sUBlFVkkCB.TryGetValue(key, out wg9eTloC3v1YliPj))
{
if (marketDepth.DateTime < wg9eTloC3v1YliPj.aZTF2X8GaL() || marketDepth.DateTime > wg9eTloC3v1YliPj.Kd2FKl42yG())
{
key.Add(marketDepth);
}
}
else
{
key.Add(marketDepth);
}
this.mwOkiJi9kn(riUcg8mp5qy3pl442, (HistoricalDataEventArgs)obj1);
}
private void A6IkgWjeaP([In] object obj0, [In] HistoricalQuoteEventArgs obj1)
{
uRIUcg8mp5qy3pl442 riUcg8mp5qy3pl442 = (uRIUcg8mp5qy3pl442)null;
if (!this.V43ldlVmhs.TryGetValue(obj1.RequestId, out riUcg8mp5qy3pl442))
{
return;
}
Instrument key = riUcg8mp5qy3pl442.tRpHqexTIJ();
Quote quote = obj1.Quote;
dtWG9eTloC3v1YLiPJ wg9eTloC3v1YliPj = (dtWG9eTloC3v1YLiPJ)null;
if (this.sUBlFVkkCB.TryGetValue(key, out wg9eTloC3v1YliPj))
{
if (quote.DateTime < wg9eTloC3v1YliPj.aZTF2X8GaL() || quote.DateTime > wg9eTloC3v1YliPj.Kd2FKl42yG())
{
key.Add(quote);
}
}
else
{
key.Add(quote);
}
this.mwOkiJi9kn(riUcg8mp5qy3pl442, (HistoricalDataEventArgs)obj1);
}
private void OnNewMarketDepth(object sender, MarketDepthEventArgs args)
{
if (!this.isRunning || !this.cbxMarketDepth.Checked)
{
return;
}
this.queue.Enqueue((Action)(() =>
{
Instrument local_0 = ((IntradayEventArgs)args).Instrument as Instrument;
InstrumentRow local_1 = this.instruments[local_0] as InstrumentRow;
if (local_1 == null)
{
return;
}
local_0.Add(args.MarketDepth);
++local_1.MarketDepths;
}));
}
private void OnNewQuote(object sender, QuoteEventArgs args)
{
if (!this.isRunning || !this.cbxQuotes.Checked)
{
return;
}
this.queue.Enqueue((Action)(() =>
{
Instrument local_0 = ((IntradayEventArgs)args).Instrument as Instrument;
InstrumentRow local_1 = this.instruments[local_0] as InstrumentRow;
if (local_1 == null)
{
return;
}
local_0.Add(args.Quote);
++local_1.Quotes;
}));
}
private void gUaFUAZrM2()
{
try
{
this.indexReader = new BinaryReader((Stream) new FileStream(this.settings.TAQIndexFile.FullName, FileMode.Open, FileAccess.Read));
this.dataReader = new BinaryReader((Stream) new FileStream(this.settings.TAQDataFile.FullName, FileMode.Open, FileAccess.Read));
this.doNext = true;
while (this.indexReader.PeekChar() != -1)
{
QuoteIndexRecord quoteIndexRecord = this.ehcF5JyrAG();
string str = "";
for (int index = 0; index < 10; ++index)
{
str = str + (object)Convert.ToChar(quoteIndexRecord.SYMBOL[index]);
}
Instrument instrument = this.ikWF6aB2Pa(str.Replace(RNaihRhYEl0wUmAftnB.aYu7exFQKN(12274), ""));
if (instrument != null)
{
DateTime date = this.GetDate(quoteIndexRecord.QDATE);
for (int num = quoteIndexRecord.BEGREC; num <= quoteIndexRecord.ENDREC; ++num)
{
IQuoteRecord quoteRecord = this.ReadQuoteDataRecord(num);
Quote quote = new Quote(date.AddSeconds((double)quoteRecord.Time), quoteRecord.Bid, quoteRecord.BidSize, quoteRecord.Ask, quoteRecord.AskSize);
instrument.Add(quote);
}
}
this.EmitProgressEvent();
if (!this.doNext)
{
break;
}
}
DataManager.Server.Flush();
}
catch (Exception ex)
{
int num = (int)MessageBox.Show(((object)ex).ToString());
}
finally
{
this.EmitStoppedEvent();
}
}
private void e52FjXBrXj()
{
try
{
this.indexReader = new BinaryReader((Stream) new FileStream(this.settings.TAQIndexFile.FullName, FileMode.Open, FileAccess.Read));
this.dataReader = new BinaryReader((Stream) new FileStream(this.settings.TAQDataFile.FullName, FileMode.Open, FileAccess.Read));
this.doNext = true;
while (this.indexReader.PeekChar() != -1)
{
TradeIndexRecord tradeIndexRecord = this.aw5F84pdO9();
string str = "";
for (int index = 0; index < 10; ++index)
{
str = str + (object)Convert.ToChar(tradeIndexRecord.SYMBOL[index]);
}
Instrument instrument = this.ikWF6aB2Pa(str.Replace(RNaihRhYEl0wUmAftnB.aYu7exFQKN(12280), ""));
if (instrument != null)
{
DateTime date = this.GetDate(tradeIndexRecord.TDATE);
for (int num = tradeIndexRecord.BEGREC; num <= tradeIndexRecord.ENDREC; ++num)
{
ITradeRecord tradeRecord = this.ReadTradeDataRecord(num);
Trade trade = new Trade(date.AddSeconds((double)tradeRecord.Time), tradeRecord.Price, tradeRecord.Size);
instrument.Add(trade);
}
}
this.EmitProgressEvent();
if (!this.doNext)
{
break;
}
}
DataManager.Server.Flush();
}
catch (Exception ex)
{
int num = (int)MessageBox.Show(((object)ex).ToString());
}
finally
{
this.EmitStoppedEvent();
}
}
public override void Write(Instrument instrument, Trade trade)
{
instrument.Add(trade);
}
public override void Write(Instrument instrument, Quote quote)
{
instrument.Add(quote);
}