/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ using System.Collections.Generic; using System.Collections.Concurrent; namespace QuantConnect.Orders { /// /// Provides a thread-safe service for caching and managing original orders when they are part of a group. /// public class GroupOrderCacheManager { /// /// A thread-safe dictionary that caches original orders when they are part of a group. /// /// /// The dictionary uses the order ID as the key and stores the original objects as values. /// This allows for the modification of the original orders, such as setting the brokerage ID, /// without retrieving a cloned instance from the order provider. /// private readonly ConcurrentDictionary _pendingGroupOrders = new(); /// /// Attempts to retrieve all the orders in the combo group from the cache. /// /// Target order, which can be any of the legs of the combo /// List of orders in the combo /// /// true if all the orders in the combo group were successfully retrieved from the cache; /// otherwise, false. If the retrieval fails, the target order is cached for future retrieval. /// public bool TryGetGroupCachedOrders(Order order, out List orders) { if (!order.TryGetGroupOrders(TryGetOrder, out orders)) { // some order of the group is missing but cache the new one CacheOrder(order); return false; } RemoveCachedOrders(orders); return true; } /// /// Attempts to retrieve an original order from the cache using the specified order ID. /// /// The unique identifier of the order to retrieve. /// /// The original if found; otherwise, null. /// private Order TryGetOrder(int orderId) { _pendingGroupOrders.TryGetValue(orderId, out var order); return order; } /// /// Caches an original order in the internal dictionary for future retrieval. /// /// The object to cache. private void CacheOrder(Order order) { _pendingGroupOrders[order.Id] = order; } /// /// Removes a list of orders from the internal cache. /// /// The list of objects to remove from the cache. private void RemoveCachedOrders(List orders) { for (var i = 0; i < orders.Count; i++) { _pendingGroupOrders.TryRemove(orders[i].Id, out _); } } } }