internal void pTPWFkTQoi(ExecutionReportEventArgs obj0)
{
try
{
ExecutionReport executionReport = obj0.ExecutionReport;
SingleOrder singleOrder;
switch (executionReport.OrdStatus)
{
case OrdStatus.Cancelled:
case OrdStatus.PendingCancel:
case OrdStatus.PendingReplace:
singleOrder = OrderManager.Orders.All[executionReport.OrigClOrdID] as SingleOrder;
break;
default:
singleOrder = OrderManager.Orders.All[executionReport.ClOrdID] as SingleOrder;
break;
}
if (singleOrder == null)
return;
StrategyBase strategyBase = (StrategyBase)null;
if (!this.DKMWNa8OX5.TryGetValue(singleOrder, out strategyBase))
return;
strategyBase.a9XY5Muph(singleOrder, executionReport);
this.OnExecutionReport(singleOrder, executionReport);
if (singleOrder.OrdStatus != OrdStatus.PartiallyFilled)
return;
strategyBase.zQxocsRCM(singleOrder);
this.OnOrderPartiallyFilled(singleOrder);
}
catch (Exception ex)
{
this.x6bWBlLIvv(ex);
}
}
private static void EmitExecutionReport(object sender, ExecutionReportEventArgs e)
{
if (ProviderManager.threadSafe)
Monitor.Enter(ProviderManager.dataLock);
try
{
if (ProviderManager.ExecutionReport != null)
ProviderManager.ExecutionReport(sender, e);
}
finally
{
if (ProviderManager.threadSafe)
Monitor.Exit(ProviderManager.dataLock);
}
}
private void OrderManager_ExecutionReport(object sender, ExecutionReportEventArgs args)
{
FreeQuant.FIX.ExecutionReport executionReport = args.ExecutionReport;
if (executionReport.ExecType == ExecType.PartialFill)
{
SingleOrder order = ((InstrumentOrderListTable)OrderManager.Orders).All[executionReport.ClOrdID] as SingleOrder;
StrategyRunner strategyRunner = (StrategyRunner)null;
if (this.strategies.TryGetValue(order.Strategy, out strategyRunner) && strategyRunner.Enabled)
strategyRunner.SetPartiallyFilled(order);
}
if ((executionReport.ExecType == ExecType.Fill || executionReport.ExecType == ExecType.Trade) && executionReport.LeavesQty > 0.0)
{
SingleOrder order = ((InstrumentOrderListTable)OrderManager.Orders).All[executionReport.ClOrdID] as SingleOrder;
StrategyRunner strategyRunner = (StrategyRunner)null;
if (this.strategies.TryGetValue(order.Strategy, out strategyRunner) && strategyRunner.Enabled)
strategyRunner.SetPartiallyFilled(order);
}
if (executionReport.ExecType != ExecType.Replace)
return;
SingleOrder order1 = ((InstrumentOrderListTable)OrderManager.Orders).All[executionReport.ClOrdID] as SingleOrder;
StrategyRunner strategyRunner1 = (StrategyRunner)null;
if (!this.strategies.TryGetValue(order1.Strategy, out strategyRunner1) || !strategyRunner1.Enabled)
return;
strategyRunner1.SetOrderReplaced(order1);
}
private void OrderManager_ExecutionReport(object sender, ExecutionReportEventArgs args)
{
lock (this)
{
++this.countReport;
++this.countExecutionTotal;
}
}
private static void OnExecutionReport(object sender, ExecutionReportEventArgs e)
{
ExecutionReport executionReport = e.ExecutionReport;
SingleOrder order;
if (executionReport.ExecType == ExecType.PendingCancel || executionReport.ExecType == ExecType.Cancelled || (executionReport.ExecType == ExecType.PendingReplace || executionReport.ExecType == ExecType.Replace))
{
order = OrderManager.orders.All[executionReport.OrigClOrdID] as SingleOrder;
if (executionReport.ExecType == ExecType.Replace)
{
OrderManager.orders.Remove(order);
order.ClOrdID = executionReport.ClOrdID;
order.OrdType = executionReport.OrdType;
order.OrderQty = executionReport.OrderQty;
if (executionReport.ContainsField(44))
order.Price = executionReport.Price;
if (executionReport.ContainsField(99))
order.StopPx = executionReport.StopPx;
if (executionReport.ContainsField(10701))
order.TrailingAmt = executionReport.TrailingAmt;
if (executionReport.ContainsField(59))
order.TimeInForce = executionReport.TimeInForce;
if (executionReport.ContainsField(126))
order.ExpireTime = executionReport.ExpireTime;
OrderManager.orders.Add(order);
}
}
else
order = OrderManager.orders.All[executionReport.ClOrdID] as SingleOrder;
if (order == null)
{
throw new ApplicationException(executionReport.ExecType + executionReport.ClOrdID + executionReport.OrigClOrdID);
}
else
{
if (order.Provider == null)
throw new ApplicationException("provider is null");
OrdStatus ordStatus = order.OrdStatus;
order.EmitExecutionReport(executionReport);
if (order.Persistent)
OrderManager.server.AddReport(order, executionReport);
if (OrderManager.ExecutionReport != null)
OrderManager.ExecutionReport(sender, new ExecutionReportEventArgs((NewOrderSingle)order, executionReport));
if (ordStatus != order.OrdStatus)
{
OrderManager.orders.Update(order);
order.EmitStatusChanged();
OrderManager.EmitOrderStatusChanged(order);
}
if (OrderManager.EnablePartialTransactions && (executionReport.ExecType == ExecType.Fill || executionReport.ExecType == ExecType.PartialFill || executionReport.ExecType == ExecType.Trade))
OrderManager.nf3XP7Xf3(order, executionReport.TransactTime, executionReport.LastPx, executionReport.LastQty);
// ISSUE: reference to a compiler-generated method
if (ordStatus != order.OrdStatus && order.IsDone)
{
if (!OrderManager.EnablePartialTransactions)
OrderManager.nf3XP7Xf3(order, executionReport.TransactTime, executionReport.AvgPx, executionReport.CumQty);
OrderManager.YUArMfFNj(order);
}
if (!(order.OCAGroup != "") || order.Provider.Id == 4 || order.OrdStatus != OrdStatus.Filled && order.OrdStatus != OrdStatus.Cancelled || OrderManager.oca.Contains((object)order.OCAGroup))
return;
OrderManager.oca.Add(order.OCAGroup, order.OCAGroup);
foreach (SingleOrder singleOrder in OrderManager.GetOCAGroup(order.OCAGroup))
{
if (singleOrder != order)
singleOrder.Cancel();
}
}
}
