Weird Obtics Exception - wpf

Question

I am using Obtics library for my live-linq queries.
But I can't get pass this weird exception which makes no sense at all.
Here is my query:
var query = ExpressionObserver.Execute(() =>
from o in _orders.DefaultIfEmpty(new OrderStatusViewModel())
where o.State != OrderStateEnum.Canceled
group o by o.Isin
into g
let name = _referenceData.GetInstrumentName(g.Key)
orderby name ascending
select new ComplexRowViewModel(_referenceData)
{
UnderlyingOrder = g.First(),
PrimaryExchange = (from q in _quotes.DefaultIfEmpty(new QuoteTickViewModel()).Where(w => w.Exchange == _referenceData.GetPrimaryExchangeId(g.Key) && w.Isin == g.Key && w.Provider == ProviderEnum.Bloomberg)
select new SimpleRowViewModel()
{
UnderlyingQuote = q
}).First(),
Groupped = (from y in _orders.DefaultIfEmpty(new OrderStatusViewModel())
join x in _quotes.DefaultIfEmpty(new QuoteTickViewModel()) on new { y.Isin, y.Exchange }
equals new { x.Isin, x.Exchange }
where
y.Isin == g.Key &&
y.State != OrderStateEnum.Canceled &&
x.Provider == ProviderEnum.Tradebase &&
x.Exchange !=
_referenceData.GetPrimaryExchangeId(g.Key)
group x by new { x.Exchange }
into p
select new SimpleRowViewModel()
{
UnderlyingQuote = p.First()
}
),
Uncompressed = (from o in _orders.DefaultIfEmpty(new OrderStatusViewModel())
where o.State != OrderStateEnum.Canceled && o.Isin == g.Key
select new UncompressedRowViewModel() { UnderlyingOrder = o }),
Compressed = (from o in _orders.DefaultIfEmpty(new OrderStatusViewModel())
where o.State != OrderStateEnum.Canceled && o.Isin == g.Key
group o by new { o.LimitPrice, o.OrderSide } into x
select new CompressedRowViewModel()
{
Ask = x.Key.OrderSide == OrderSideEnum.Sell ? (decimal?)x.Key.LimitPrice : (decimal?)null,
AskSize = x.Key.OrderSide == OrderSideEnum.Sell ? x.Select(s => s.Quantity).Aggregate((c, n) => c + n) : 0,
Bid = x.Key.OrderSide == OrderSideEnum.Buy ? (decimal?)x.Key.LimitPrice : (decimal?)null,
BidSize = x.Key.OrderSide == OrderSideEnum.Buy ? x.Select(s => s.Quantity).Aggregate((c, n) => c + n) : 0,
Exchange = string.Join(", ", x.Select(s => s.Exchange)),
Isin = x.First().Isin.ToString(),
OrderBuyCount = x.Key.OrderSide == OrderSideEnum.Buy ? x.Count() : 0,
OrderSellCount = x.Key.OrderSide == OrderSideEnum.Sell ? x.Count() : 0,
RowSide = x.Key.OrderSide == OrderSideEnum.Sell ? RowSide.Sell : RowSide.Buy
})}
).Cascade();
GridData = query;
I uploaded the class which makes all this possible. http://www.4shared.com/file/ce_V8PPh/MarketData.html
The exception is:
InvalidOperationException, Added item does not appear at given index '0'.
But this makes no sense since the item is already there.
Everything works fine until an OrderStatus gets a "Cancelled" state. I think it is because I filter the cancelled orders on top of the query, but how is this relevant I don't know.

Answer 1

I finally found a solution to my problem. It turns out that Obtics has a problem with on the fly class creation with lambda, such as
from o in orders where o.state == "active" select new OrderModel2 {Underlying = o}
new keyword messes all up. you need handle this class creation manually.
Anyways after 2 days of head smashing I ended up having this much code.
private void CreateQueries()
{
var query = ExpressionObserver.Execute(() => (from o in _orders
where o.State != OrderStateEnum.Canceled
group o by o.Isin
into g
let name = _referenceData.GetInstrumentName(g.Key)
orderby name ascending
select GetComplexRowViewModel(
g.First()
,
(from p in _quotes
where
p.Isin == g.Key &&
p.Exchange == _referenceData.GetPrimaryExchangeId(g.Key) &&
p.Provider == ProviderEnum.Bloomberg
select GetSimpleRowViewModel(p))
,
(from q in _quotes
where
q.Isin == g.Key &&
q.Provider == ProviderEnum.Tradebase &&
g.Select(s => s.Exchange).Contains(q.Exchange)
select GetSimpleRowViewModel(q))
,
(from o in _orders
where o.Isin == g.Key
&& o.State != OrderStateEnum.Canceled
group o by new { o.LimitPrice, o.OrderSide } into x
select GetCompressedRowViewModel
(
x.Key.OrderSide == OrderSideEnum.Sell ? (decimal?)x.Key.LimitPrice : (decimal?)null,
x.Key.OrderSide == OrderSideEnum.Sell ? x.Select(s => s.Quantity).Aggregate((c, n) => c + n) : 0,
x.Key.OrderSide == OrderSideEnum.Buy ? (decimal?)x.Key.LimitPrice : (decimal?)null,
x.Key.OrderSide == OrderSideEnum.Buy ? x.Select(s => s.Quantity).Aggregate((c, n) => c + n) : 0,
string.Join(", ", x.Select(s => s.Exchange)),
x.First().Isin.ToString(),
x.Key.OrderSide == OrderSideEnum.Buy ? x.Count() : 0,
x.Key.OrderSide == OrderSideEnum.Sell ? x.Count() : 0,
x.Key.OrderSide == OrderSideEnum.Sell ? RowSide.Sell : RowSide.Buy
))
,
(from o in _orders
where o.Isin == g.Key
&& o.State != OrderStateEnum.Canceled
select GetUncompressedRowViewModel(o))
))).Cascade();
GridData = query;
}
// Obtics
private ConcurrentDictionary<string, ComplexRowViewModel> _complexRowViewModels = new ConcurrentDictionary<string, ComplexRowViewModel>();
private ComplexRowViewModel GetComplexRowViewModel(OrderStatusViewModel model, IEnumerable<SimpleRowViewModel> primaryExchanges, IEnumerable<SimpleRowViewModel> groupped
, IEnumerable<CompressedRowViewModel> compressed, IEnumerable<UncompressedRowViewModel> uncompressed)
{
if (model == null)
return _complexRowViewModels.GetOrAdd("", s2 => new ComplexRowViewModel());
return _complexRowViewModels.GetOrAdd(model.Isin,
s2 =>
new ComplexRowViewModel(_referenceData) { UnderlyingOrder = model, PrimaryExchange = primaryExchanges.DefaultIfEmpty(new SimpleRowViewModel()).First(), Groupped = groupped, Compressed = compressed, Uncompressed = uncompressed });
}
private ConcurrentDictionary<string, SimpleRowViewModel> _simpleRowViewModels = new ConcurrentDictionary<string, SimpleRowViewModel>();
private SimpleRowViewModel GetSimpleRowViewModel(QuoteTickViewModel model)
{
if (model == null)
return _simpleRowViewModels.GetOrAdd("", s2 => new SimpleRowViewModel());
return _simpleRowViewModels.GetOrAdd(model.Isin + model.Exchange,
s2 =>
new SimpleRowViewModel() { UnderlyingQuote = model });
}
private ConcurrentDictionary<string, UncompressedRowViewModel> _uncompressedRowViewModels = new ConcurrentDictionary<string, UncompressedRowViewModel>();
private UncompressedRowViewModel GetUncompressedRowViewModel(OrderStatusViewModel model)
{
if (model == null)
return _uncompressedRowViewModels.GetOrAdd("", s2 => new UncompressedRowViewModel());
return _uncompressedRowViewModels.GetOrAdd(model.InternalId,
s2 =>
new UncompressedRowViewModel() { UnderlyingOrder = model });
}
private ConcurrentDictionary<string, CompressedRowViewModel> _compressedRowViewModels = new ConcurrentDictionary<string, CompressedRowViewModel>();
private CompressedRowViewModel GetCompressedRowViewModel(decimal? Ask, int AskSize, decimal? Bid, int BidSize, string Exchange, string Isin, int OrderBuyCount, int OrderSellCount, RowSide RowSide)
{
return new CompressedRowViewModel()
{
Ask = Ask,
AskSize = AskSize,
Bid = Bid,
BidSize = BidSize,
Exchange = Exchange,
Isin = Isin,
OrderBuyCount = OrderBuyCount,
OrderSellCount = OrderSellCount,
RowSide = RowSide
};
}
It works but looks ugly, if anyone has a way to make it more beautiful I'll be appreciated.

Answer 2

The problem is not with the 'new' keyword but rather that two instances of type OrderModel2 are not equal even though they are created with equal construction arguments.
This can be solved in three ways:
Override the Equals method of your object.
Apply an ObticsEqualityComparerAttribute to your class with the specific equality comparer for Obtics to use.
Create a factory with a repository that returns the same object instance when called with the same construction arguments.
You seem to have used number 3, though I think your code could be more simple and generic.