How to get thread safe collection of orders?

[rfsettling]

I use the code to enumerate orders of Account:

foreach (var o in account.Orders.Where(.....)) 
{
}

Sometimes this code throws exeption: "Collection was modified; enumeration operation may not execute"

It's because while I'm enumerating orders, some of them was added/removed.
I need to get thread safe copy of order collection, but I don't know how.

[NinjaTrader_ChelseaB]

Hello rfsettling,

You may need to use the lock() statement to prevent changes to the collection while it is being looped through.

For example:

lock(account.Orders)
{
foreach (var o in account.Orders.Where(.....)) 
{
}
}

Below is a publicly available link to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/en-us/multi-threading.htm

[rfsettling]

Hello, Chelsea

Thank you for your replay.

lock(account.Orders) statement will work only if opposite side (who changes the collection, in other words, this is NT internals) also uses this statement. Is it true?

[NinjaTrader_ChelseaB]

Hello rfsettling,

I am not quite sure I am understanding what you are asking.

The lock() statement ensures that one thread does not enter a critical section of code while another thread is in the critical section. If another thread tries to enter a locked code, it will wait, block, until the object is released.

Below is a publicly available link to the Microsoft Documentation on lock.

https://docs.microsoft.com/en-us/dotnet/csharp/language-reference/keywords/lock-statement

In other words, the lock will prevent the collection from being modified while you are looping through it.

May I confirm you have tried this and it did not correct the error?

[rfsettling]

In order to make lock() construction working all code which accesses to some variable must use lock() statement.

In other words, somewhere inside ninja must be code
lock(Account.Orders)
{
Add/Remove items
}

Following the link to msdn you provided: "The lock keyword ensures that one thread does not enter a critical section of code while another thread is in the critical section."

If Ninja does not use lock(), it is useless to me to use lock().

[NinjaTrader_ChelseaB]

Hello rfsettling,

That is correct. In the thread running your script you are looping through a collection that is actively being modified by NinjaTrader in another thread. The lock keyword ensures that one thread does not enter a critical section of code while another thread is in the critical section and would prevent modifications until your loop is done.

There are places where NinjaTrader Development uses lock() and suggests using lock().

Below is a publicly available link to the help guide on Multi-Threading Consideration for NinjaScript. Please read under the heading Access Violation Exception.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?multi-threading.htm

Also below are publicly available links to other sections where lock() is used.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?account_class.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/?accountitemupdate.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/connectoptions.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/?connect.htm

https://ninjatrader.com/support/helpGuides/nt8/en-us/?strategybase.htm

[rfsettling]

Hello, Chelsea

Thank you for the links provided. Now I see that it's a common practice in Ninja to lock collections. Now I'm sure it will be working