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AdvancedTradingOperations.cs
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2610 lines (2361 loc) · 103 KB
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using System;
using System.Collections.Generic;
using System.Linq;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
using System.Text;
using System.Threading;
using System.Threading.Tasks;
using _003CPrivateImplementationDetails_003E_007B32439FAB_002DE055_002D4B6F_002D932A_002DAD6005671EA2_007D;
using CancelAllOpenOrdersRequests;
using TradingPlatform.BusinessLayer.Utils;
namespace TradingPlatform.BusinessLayer;
public class AdvancedTradingOperations
{
private class 녴
{
[CompilerGenerated]
private readonly Position 녵놷;
[CompilerGenerated]
private readonly IList<Order> 녵녗;
[CompilerGenerated]
private readonly SlTpHolder 녵놜;
public Position Position
{
[CompilerGenerated]
get
{
return 녵놷;
}
[CompilerGenerated]
init
{
녵놷 = value;
}
}
public IList<Order> Brackets
{
[CompilerGenerated]
get
{
return 녵녗;
}
[CompilerGenerated]
init
{
녵녗 = value;
}
}
public SlTpHolder InitialBracketParameters
{
[CompilerGenerated]
get
{
return 녵놜;
}
[CompilerGenerated]
init
{
녵놜 = value;
}
}
}
private class 놴(Symbol, Account) : IEquatable<놴>
{
[CompilerGenerated]
private readonly Symbol 녵놨;
[CompilerGenerated]
private readonly Account 녵녢;
[CompilerGenerated]
protected virtual Type EqualityContract
{
[CompilerGenerated]
get
{
return typeof(놴);
}
}
public Symbol Symbol
{
[CompilerGenerated]
get
{
return P_0;
}
[CompilerGenerated]
init
{
P_0 = value;
}
}
public Account Account
{
[CompilerGenerated]
get
{
return 녵녢;
}
[CompilerGenerated]
init
{
녵녢 = value;
}
}
public 놴(Symbol P_0, Account P_1)
{
녵놨 = P_0;
녵녢 = P_1;
base._002Ector();
}
[CompilerGenerated]
public override string ToString()
{
StringBuilder stringBuilder = new StringBuilder();
stringBuilder.Append(_26195AC7_002DD65B_002D4910_002DB963_002D637D18805E71.놭녷());
stringBuilder.Append(_26195AC7_002DD65B_002D4910_002DB963_002D637D18805E71.놂놎());
if (녴(stringBuilder))
{
stringBuilder.Append(' ');
}
stringBuilder.Append('}');
return stringBuilder.ToString();
}
[CompilerGenerated]
protected virtual bool 녴(StringBuilder P_0)
{
RuntimeHelpers.EnsureSufficientExecutionStack();
P_0.Append(_26195AC7_002DD65B_002D4910_002DB963_002D637D18805E71.놭녟());
P_0.Append(Symbol);
P_0.Append(_26195AC7_002DD65B_002D4910_002DB963_002D637D18805E71.놭놱());
P_0.Append(Account);
return true;
}
[CompilerGenerated]
public static bool operator !=(놴? P_0, 놴? P_1)
{
return !(P_0 == P_1);
}
[CompilerGenerated]
public static bool operator ==(놴? P_0, 놴? P_1)
{
if ((object)P_0 != P_1)
{
return P_0?.Equals(P_1) ?? false;
}
return true;
}
[CompilerGenerated]
public override int GetHashCode()
{
return (EqualityComparer<Type>.Default.GetHashCode(EqualityContract) * -1521134295 + EqualityComparer<Symbol>.Default.GetHashCode(P_0)) * -1521134295 + EqualityComparer<Account>.Default.GetHashCode(녵녢);
}
[CompilerGenerated]
public override bool Equals(object? obj)
{
return Equals(obj as 놴);
}
[CompilerGenerated]
public virtual bool Equals(놴? other)
{
if ((object)this != other)
{
if ((object)other != null && EqualityContract == other.EqualityContract && EqualityComparer<Symbol>.Default.Equals(P_0, other.P_0))
{
return EqualityComparer<Account>.Default.Equals(녵녢, other.녵녢);
}
return false;
}
return true;
}
[CompilerGenerated]
public virtual 놴 녴()
{
return new 놴(this);
}
[CompilerGenerated]
protected 놴(놴 original)
{
녵놨 = original.녵놨;
녵녢 = original.녵녢;
}
[CompilerGenerated]
public void 녴(out Symbol P_0, out Account P_1)
{
P_0 = Symbol;
P_1 = Account;
}
}
[Serializable]
[CompilerGenerated]
private sealed class 놂
{
public static readonly 놂 녵놞 = new 놂();
public static Func<IOrder, Symbol> 녵놳;
public static Func<IOrder, IOrder> 녵놺;
public static Func<IOrder, Connection> 녵놅;
public static Func<IOrder, Symbol> 녵녜;
public static Func<IOrder, Account> 녵뇃;
public static Func<IOrder, 놴> 녵녯;
public static Func<IOrder, string> 녵놮;
public static Func<Position, bool> 녵녫;
public static Func<Position, bool> 녵뇁;
public static Func<Position, bool> 녵놧;
public static Func<Position, bool> 녵녝;
public static Func<OrderType, bool> 녵뇈;
public static Func<Order, bool> 녵놑;
public static Func<OrderType, bool> 녵놦;
public static Func<Order, bool> 녵놐;
public static Func<Order, string> 녵녚;
public static Func<Order, bool> 녵녳;
public static Func<Order, string> 녵놉;
public static Func<Order, double> 녵놥;
public static Func<Order, bool> 녵놯;
public static Func<Order, Order, Order> 녵녾;
public static Func<Order, bool> 녵녬;
public static Func<Order, Order, Order> 녵녹;
public static Func<Order, double> 녵녔;
public static Func<Order, double> 녵녠;
public static Func<Order, (double, double)> 녵놠;
public static Func<Order, string> 녵놟;
internal Symbol 녴(IOrder P_0)
{
return P_0.Symbol;
}
internal IOrder 놴(IOrder P_0)
{
return P_0;
}
internal Connection 놂(IOrder P_0)
{
return P_0.Symbol.Connection;
}
internal Symbol 놎(IOrder P_0)
{
return P_0.Symbol;
}
internal Account 녞(IOrder P_0)
{
return P_0.Account;
}
internal 놴 놫(IOrder P_0)
{
return new 놴(P_0.Symbol, P_0.Account);
}
internal string 녪(IOrder P_0)
{
return P_0.Id;
}
internal bool 녴(Position P_0)
{
return true;
}
internal bool 놴(Position P_0)
{
return true;
}
internal bool 놂(Position P_0)
{
return true;
}
internal bool 놎(Position P_0)
{
return true;
}
internal bool 녴(OrderType P_0)
{
if (P_0.Behavior == OrderTypeBehavior.Market)
{
return (P_0.Usage & OrderTypeUsage.Order) == OrderTypeUsage.Order;
}
return false;
}
internal bool 녴(Order P_0)
{
OrderTypeBehavior behavior = P_0.OrderType.Behavior;
if ((uint)(behavior - 3) <= 1u)
{
return true;
}
return false;
}
internal bool 놴(OrderType P_0)
{
return P_0.Behavior == OrderTypeBehavior.Stop;
}
internal bool 놴(Order P_0)
{
return string.IsNullOrEmpty(P_0.GroupId);
}
internal string 놂(Order P_0)
{
return P_0.GroupId;
}
internal bool 놎(Order P_0)
{
return string.IsNullOrEmpty(P_0.GroupId);
}
internal string 녞(Order P_0)
{
return P_0.GroupId;
}
internal double 놫(Order P_0)
{
return P_0.GetExecutionPrice();
}
internal bool 녪(Order P_0)
{
return string.IsNullOrEmpty(P_0.GroupId);
}
internal Order 녴(Order P_0, Order P_1)
{
if (!(P_0.RemainingQuantity > P_1.RemainingQuantity))
{
return P_1;
}
return P_0;
}
internal bool 녶(Order P_0)
{
return string.IsNullOrEmpty(P_0.GroupId);
}
internal Order 놴(Order P_0, Order P_1)
{
if (!(P_0.RemainingQuantity > P_1.RemainingQuantity))
{
return P_1;
}
return P_0;
}
internal double 녵(Order P_0)
{
return P_0.GetExecutionPrice();
}
internal double 놭(Order P_0)
{
return P_0.GetExecutionPrice();
}
internal (double, double) 녲(Order P_0)
{
return (P_0.GetExecutionPrice(), P_0.RemainingQuantity);
}
internal string 뇋(Order P_0)
{
return P_0.Id;
}
}
[CompilerGenerated]
private sealed class 놎
{
public Symbol 녵녓;
public Account 녵녛;
public TimeInForce 녵녽;
internal bool 녴(IOrder P_0)
{
if (녵녓.IsSameAs(P_0.Symbol) && P_0.Account.Equals(녵녛))
{
return P_0.TimeInForce == 녵녽;
}
return false;
}
}
[CompilerGenerated]
private sealed class 녞
{
public TimeInForce 녵놏;
internal bool 녴(IOrder P_0)
{
return P_0.TimeInForce == 녵놏;
}
}
[CompilerGenerated]
private sealed class 놫
{
public Symbol 녵녥;
public OrderTypeBehavior 녵농;
internal bool 녴(IOrder P_0)
{
if (녵녥.IsSameAs(P_0.Symbol))
{
return P_0.OrderType.Behavior == 녵농;
}
return false;
}
}
[CompilerGenerated]
private sealed class 녪
{
public Symbol 녵념;
public Account 녵녨;
public OrderTypeBehavior 녵녺;
internal bool 녴(IOrder P_0)
{
if (녵념.IsSameAs(P_0.Symbol) && P_0.Account.Equals(녵녨))
{
return P_0.OrderType.Behavior == 녵녺;
}
return false;
}
}
[CompilerGenerated]
private sealed class 녶
{
public OrderTypeBehavior 녵놣;
internal bool 녴(IOrder P_0)
{
return P_0.OrderType.Behavior == 녵놣;
}
}
[CompilerGenerated]
private sealed class 녵
{
public Connection 녵녮;
internal bool 녴(IOrder P_0)
{
return P_0.ConnectionId == 녵녮.Id;
}
internal bool 놴(IOrder P_0)
{
return P_0.ConnectionId == 녵녮.Id;
}
}
[CompilerGenerated]
private sealed class 놭
{
public Symbol 녵뇆;
internal bool 녴(IOrder P_0)
{
return 녵뇆.IsSameAs(P_0.Symbol);
}
}
[CompilerGenerated]
private sealed class 녲
{
public Symbol 녵뇉;
public Account 녵뇍;
internal bool 녴(Order P_0)
{
if (P_0.Symbol.Equals(녵뇉))
{
return P_0.Account.Equals(녵뇍);
}
return false;
}
internal bool 녴(IOrder P_0)
{
if (녵뇉.IsSameAs(P_0.Symbol))
{
return P_0.Account.Equals(녵뇍);
}
return false;
}
}
[CompilerGenerated]
private sealed class 뇋
{
public Func<IOrder, bool> 녵놙;
public Func<IOrder, bool> 녵녰;
internal bool 녴(IOrder P_0)
{
if (녵놙 != null)
{
return 녵놙(P_0);
}
return true;
}
}
[CompilerGenerated]
private sealed class 놸
{
public Account 녵놚;
internal bool 녴(Position P_0)
{
return P_0.Account.Equals(녵놚);
}
}
[CompilerGenerated]
private sealed class 놿
{
public Side 녵놹;
internal bool 녴(Position P_0)
{
return P_0.Side == 녵놹;
}
}
[CompilerGenerated]
private sealed class 놄
{
public Symbol 녵놘;
public Side 녵뇌;
internal bool 녴(Position P_0)
{
if (녵놘.IsSameAs(P_0.Symbol))
{
return P_0.Side == 녵뇌;
}
return false;
}
}
[CompilerGenerated]
private sealed class 놰
{
public Symbol 녵녷;
internal bool 녴(Position P_0)
{
return 녵녷.IsSameAs(P_0.Symbol);
}
}
[CompilerGenerated]
private sealed class 놓
{
public Symbol 녵녟;
internal bool 녴(Position P_0)
{
return 녵녟.IsSameAs(P_0.Symbol);
}
}
[CompilerGenerated]
private sealed class 놇
{
public Symbol 녵놱;
internal bool 녴(Position P_0)
{
return 녵놱.IsSameAs(P_0.Symbol);
}
}
[CompilerGenerated]
private sealed class 뇅
{
public Symbol 녵놖;
public Account 녵놝;
internal bool 녴(Position P_0)
{
if (녵놖.IsSameAs(P_0.Symbol))
{
return P_0.Account.Equals(녵놝);
}
return false;
}
}
[CompilerGenerated]
private sealed class 놵
{
public Func<Position, bool> 녵뇄;
internal bool 녴(Position P_0)
{
PnLItem pnLItem = P_0.NetPnL ?? P_0.GrossPnL;
if (pnLItem != null && pnLItem.Value > 0.0)
{
if (녵뇄 != null)
{
return 녵뇄(P_0);
}
return true;
}
return false;
}
}
[CompilerGenerated]
private sealed class 놡
{
public Func<Position, bool> 녵녑;
internal bool 녴(Position P_0)
{
PnLItem pnLItem = P_0.NetPnL ?? P_0.GrossPnL;
if (pnLItem != null && pnLItem.Value < 0.0)
{
if (녵녑 != null)
{
return 녵녑(P_0);
}
return true;
}
return false;
}
}
[CompilerGenerated]
private sealed class 놻
{
public Func<Position, bool> 녵놈;
public Func<Position, bool> 녵놬;
internal bool 녴(Position P_0)
{
if (녵놈 != null)
{
return 녵놈(P_0);
}
return true;
}
}
[CompilerGenerated]
private sealed class 놃
{
public Symbol 녵놊;
internal bool 녴(Position P_0)
{
return P_0.Symbol.IsSameAs(녵놊);
}
}
[CompilerGenerated]
private sealed class 뇇
{
public Account 녵놪;
internal bool 녴(Position P_0)
{
return P_0.Account.Equals(녵놪);
}
}
[CompilerGenerated]
private sealed class 놛
{
public Symbol 녵놌;
public Account 녵놕;
internal bool 녴(Position P_0)
{
if (P_0.Symbol.IsSameAs(녵놌))
{
return P_0.Account.Equals(녵놕);
}
return false;
}
}
[CompilerGenerated]
private sealed class 놼
{
public Symbol 녵뇊;
public Account 녵놋;
public Func<Order, bool> 녵녣;
public Func<Order, bool> 녵녩;
internal bool 녴(Order P_0)
{
if (P_0.Symbol.Equals(녵뇊))
{
return P_0.Account.Equals(녵놋);
}
return false;
}
internal bool 놴(Order P_0)
{
return P_0.Symbol.Equals(녵뇊);
}
}
[CompilerGenerated]
private sealed class 놗
{
public Position 녵놤;
internal bool 녴(Order P_0)
{
return P_0.PositionId == 녵놤.Id;
}
}
[CompilerGenerated]
private sealed class 뇂
{
public Account 녵논;
internal bool 녴(IOrder P_0)
{
return P_0.Account.Equals(녵논);
}
}
[CompilerGenerated]
private sealed class 놩
{
public Symbol 녵녘;
public Account 녵노;
public Position 녵녒;
internal bool 녴(Position P_0)
{
if (P_0.ConnectionId == 녵녘.ConnectionId && 녵녘.IsSameAs(P_0.Symbol))
{
return P_0.Account.Id == 녵노.Id;
}
return false;
}
internal bool 녴(Order P_0)
{
if (P_0.ConnectionId == 녵녘.ConnectionId && 녵녘.IsSameAs(P_0.Symbol))
{
return P_0.Account.Id == 녵노.Id;
}
return false;
}
internal bool 놴(Order P_0)
{
if (P_0.OrderType.Behavior == OrderTypeBehavior.Stop)
{
return P_0.Side != 녵녒.Side;
}
return false;
}
internal bool 놂(Order P_0)
{
if (P_0.OrderType.Behavior == OrderTypeBehavior.Stop)
{
return P_0.Side != 녵녒.Side;
}
return false;
}
}
[CompilerGenerated]
private sealed class 녡
{
public TaskCompletionSource<OrderHistory> 녵녕;
internal void 녴(OrderHistory P_0)
{
OrderStatus status = P_0.Status;
if ((status == OrderStatus.Opened || status == OrderStatus.Refused) ? true : false)
{
녵녕.SetResult(P_0);
}
}
internal void 녴()
{
녵녕.TrySetCanceled();
}
}
[CompilerGenerated]
private sealed class 녦
{
public Symbol 녵녖;
public Position 놭녴;
internal bool 녴(Order P_0)
{
if (녵녖.IsSameAs(P_0.Symbol) && P_0.Account.Equals(놭녴.Account) && P_0.Side != 놭녴.Side)
{
if (P_0.Side != 0)
{
return P_0.GetExecutionPrice() < 놭녴.OpenPrice;
}
return P_0.GetExecutionPrice() > 놭녴.OpenPrice;
}
return false;
}
internal bool 놴(Order P_0)
{
if (녵녖.IsSameAs(P_0.Symbol) && P_0.Account.Equals(놭녴.Account) && P_0.Side != 놭녴.Side)
{
if (P_0.Side != 0)
{
return P_0.GetExecutionPrice() > 놭녴.OpenPrice;
}
return P_0.GetExecutionPrice() < 놭녴.OpenPrice;
}
return false;
}
}
[CompilerGenerated]
private sealed class 놀
{
public Order 놭놴;
internal bool 녴(Order P_0)
{
return P_0.OrderTypeId != 놭놴.OrderTypeId;
}
}
[CompilerGenerated]
private sealed class 놔
{
public Order 놭놂;
internal bool 녴(Order P_0)
{
return P_0.Id != 놭놂.Id;
}
}
[CompilerGenerated]
private sealed class 놾
{
public Order 놭놎;
internal bool 녴(Order P_0)
{
return P_0.Id != 놭놎.Id;
}
}
[CompilerGenerated]
private sealed class 뇀
{
public ManualResetEventSlim 놭녞;
public string 놭놫;
public PlaceOrderRequestParameters 놭녪;
internal void 녴(Order P_0)
{
if (!놭녞.IsSet)
{
if (!string.IsNullOrEmpty(놭놫) && P_0.Id == 놭놫)
{
놭녞.Set();
}
else if (놭녪.IsCorrespondingOrder(P_0))
{
놭녞.Set();
}
}
}
}
[CompilerGenerated]
private sealed class 놽
{
public ManualResetEventSlim 놭녶;
public ModifyOrderRequestParameters 놭녵;
internal void 녴(Order P_0)
{
if (!놭녶.IsSet && 놭녵.IsCorrespondingOrder(P_0))
{
놭녶.Set();
}
}
}
[CompilerGenerated]
private sealed class 녿
{
public HashSet<string> 놭놭;
public ManualResetEvent 놭녲;
internal void 녴(Order P_0)
{
놭놭.Remove(P_0.Id);
if (놭놭.Count == 0)
{
놭녲.Set();
}
}
}
[CompilerGenerated]
private sealed class 놁
{
public Symbol 놭뇋;