private void SendMarketDataRequest(Instrument instrument, bool subscribe, bool trades, bool quotes)
{
Dictionary <Instrument, MarketDataRecord> obj;
if (subscribe)
{
lock (this.mdRecords)
{
MarketDataRecord marketDataRecord;
if (!this.mdRecords.TryGetValue(instrument, out marketDataRecord))
{
marketDataRecord = new MarketDataRecord(instrument);
this.mdRecords.Add(instrument, marketDataRecord);
}
if (trades)
{
marketDataRecord.Trades = true;
}
if (quotes)
{
marketDataRecord.Quotes = true;
}
return;
}
}
lock (this.mdRecords)
{
MarketDataRecord marketDataRecord2;
if (this.mdRecords.TryGetValue(instrument, out marketDataRecord2))
{
if (trades)
{
marketDataRecord2.Trades = false;
}
if (quotes)
{
marketDataRecord2.Quotes = false;
}
if (!marketDataRecord2.Trades && !marketDataRecord2.Quotes)
{
this.mdRecords.Remove(instrument);
}
}
}
}
private void method_5(object state)
{
((ManualResetEvent)state).Set();
while (this.doWork)
{
var list = new List <MarketDataRecord>();
lock (this.mdRecords)
list.AddRange(this.mdRecords.Values.Select(r => new MarketDataRecord(r.Instrument)
{
Trades = r.Trades, Quotes = r.Quotes
}));
var random = new Random();
double min = PriceRange.Min;
double max = PriceRange.Max;
double min2 = SpreadRange.Min;
double max2 = SpreadRange.Max;
int min3 = SizeRange.Min;
int max3 = SizeRange.Max;
while (list.Count > 0)
{
int index = RandomizeInstruments ? random.Next(0, list.Count - 1) : 0;
MarketDataRecord marketDataRecord = list[index];
list.RemoveAt(index);
if (marketDataRecord.Trades)
{
double price = Math.Round(random.NextDouble() * (max - min) + min, DecimalDigits);
var trade = new Trade(this.framework.Clock.DateTime, base.Id, marketDataRecord.Instrument.Id, price, random.Next(min3, max3));
EmitData(trade, true);
}
if (marketDataRecord.Quotes)
{
double num = Math.Round(random.NextDouble() * (max - min) + min, DecimalDigits);
double price2 = num + Math.Round(random.NextDouble() * (max2 - min2) + min2, DecimalDigits);
var bid = new Bid(this.framework.Clock.DateTime, Id, marketDataRecord.Instrument.Id, num, random.Next(min3, max3));
var ask = new Ask(this.framework.Clock.DateTime, Id, marketDataRecord.Instrument.Id, price2, random.Next(min3, max3));
EmitData(bid, true);
EmitData(ask, true);
}
}
Thread.Sleep(this.Delay);
}
}
