void tl_newRegisterStocks(string msg)
{
// make sure logged in
if (!login())
{
return;
}
// get symbols
string[] sym = msg.Split(',');
// look for new symbols
foreach (string s in sym)
{
if (!havestock(s)) // if it's new
{
// get a subscription
GTStock m_stock1 = m_session.CreateStock(s);
// hook events
m_stock1.HookExecMsgOpenPosition(new GTStock.PFNOnExecMsgOpenPosition(OnStockExecMsgOpenPosition));
m_stock1.HookExecMsgTrade(new GTStock.PFNOnExecMsgTrade(OnStockExecMsgTrade));
m_stock1.HookExecMsgPending(new GTStock.PFNOnExecMsgPending(OnStockExecMsgPending));
m_stock1.HookExecMsgSending(new GTStock.PFNOnExecMsgSending(OnStockExecMsgSending));
m_stock1.HookExecMsgCancel(new GTStock.PFNOnExecMsgCancel(OnStockExecMsgCancel));
m_stock1.HookExecMsgReject(new GTStock.PFNOnExecMsgReject(OnStockExecMsgReject));
m_stock1.HookExecMsgRejectCancel(new GTStock.PFNOnExecMsgRejectCancel(OnStockExecMsgRejectCancel));
m_stock1.HookSendingOrder(new GTStock.PFNOnSendingOrder(OnStockSendingOrder));
m_stock1.HookGotQuotePrint(new GTStock.PFNOnGotQuotePrint(OnStockExecMsgPrint));
m_stock1.HookGotQuoteLevel2(new GTStock.PFNOnGotQuoteLevel2(OnStockGotQuoteLevel2));
m_stock1.HookOnBestAskPriceChanged(new GTStock.PFNOnBestAskPriceChanged(OnStockGotBestAsk));
m_stock1.HookOnBestBidPriceChanged(new GTStock.PFNOnBestBidPriceChanged(OnStockGotBestBid));
// save subscription
_stk.Add(m_stock1);
}
}
}
protected virtual int OnStockGotQuoteLevel2(UInt32 hStock, GTSession.GTLevel232 level232)
{
return(0);
GTStock stock = new GTStock(hStock);
if (stock.GetAskLevel2Count() > 0 && stock.GetBidLevel2Count() > 0)
{
if (stock.GetAskLevel2Item(0).dblPrice < stock.GetBidLevel2Item(0).dblPrice)
{
//string str = "L1:" + level132.szStock + " " + level132.dblBidPrice + " " + level132.dblAskPrice;
string str = "BID: " + stock.GetBidLevel2Item(0).dblPrice + " " + "ASK: " + stock.GetAskLevel2Item(0).dblPrice;
//listMsg.Items.Insert(0, str);
}
}
return(0);
}
void tl_newSendOrderRequest(Order o)
{
GTSession.GTOrder32 order = new GTSession.GTOrder32();
order.szStock = o.symbol;
//order.place = o.ex;
order.szAccountID = o.Account;
order.chSide = o.side ? 'B' : 'S';
order.dblPrice = (double)o.price;
order.dblStopLimitPrice = (double)o.stopp;
order.dwShare = o.UnsignedSize;
// this should be order id
order.dwUserData = o.id == 0 ? OrderImpl.Unique : o.id;
// send order
GTStock stock = m_session.GetStock(o.symbol);
int err = stock.PlaceOrder(order);
if (err != 0)
{
debug("error " + err.ToString() + " sending: " + o.ToString());
}
}
protected virtual int OnStockGotQuoteLevel2(UInt32 hStock, GTSession.GTLevel232 level232)
{
return 0;
GTStock stock = new GTStock(hStock);
if (stock.GetAskLevel2Count() > 0 && stock.GetBidLevel2Count() > 0)
if (stock.GetAskLevel2Item(0).dblPrice < stock.GetBidLevel2Item(0).dblPrice)
{
//string str = "L1:" + level132.szStock + " " + level132.dblBidPrice + " " + level132.dblAskPrice;
string str = "BID: " + stock.GetBidLevel2Item(0).dblPrice + " " + "ASK: " + stock.GetAskLevel2Item(0).dblPrice;
//listMsg.Items.Insert(0, str);
}
return 0;
}
