public int Delete(string key, XTAPI.TTOrderSetClass ttorderSet)
{
XTAPI.TTOrderObj order = (XTAPI.TTOrderObj)ttorderSet.get_SiteKeyLookup(key);
int res = order.DeleteOrder();
if (log.IsDebugEnabled)
{
log.Debug(
new System.Text.StringBuilder("Deleted: ").AppendFormat("{0} from {1}", res, key)
);
}
return(res);
}
public bool CxlReplace(string buySell, string key, InstrumentProc iproc, double price, int WkQty)
{
bool status = true;
if (log.IsDebugEnabled)
{
log.Debug(
new System.Text.StringBuilder("cxlreplace called ")
.AppendFormat("{0} {1} qty:{2}", key, price, WkQty)
);
}
XTAPI.TTOrderObj orderobj = (XTAPI.TTOrderObj)iproc.ttOrderSet.get_SiteKeyLookup(key);
/*
* http://devnetkb.tradingtechnologies.com/ViewKnowledgeEntry.aspx?KnowledgeEntryID=2387
*/
try
{
while ((orderobj != null) && (Convert.ToInt32(orderobj.get_Get("ExecutionType")) != 1))
//while ( (orderobj.IsNull == 0) && (Convert.ToInt32(orderobj.get_Get("ExecutionType")) != 1) )
{
System.Threading.Thread.Sleep(5);
orderobj = (XTAPI.TTOrderObj)iproc.ttOrderSet.get_SiteKeyLookup(key);
}
}
catch (Exception exo) {
return(false);
}
if (orderobj.IsNull == 0)
{
XTAPI.TTOrderProfile TTOrderProfile = new XTAPI.TTOrderProfile();
TTOrderProfile = orderobj.CreateOrderProfile;
TTOrderProfile.Instrument = iproc.ttInstrObj;
TTOrderProfile.Customer = "<Default>";
TTOrderProfile.Set("Acct", iproc.Account);
TTOrderProfile.Set("AcctType", "M1");
TTOrderProfile.Set("BuySell", buySell);
TTOrderProfile.Set("Qty", WkQty);
TTOrderProfile.Set("OrderType", "L");
TTOrderProfile.Set("Limit#", Convert.ToString(price));
TTOrderProfile.Set("FFT2", "M");
TTOrderProfile.Set("FFT3", "CXLR");
try
{
iproc.ttOrderSet.UpdateOrder(TTOrderProfile, 0);
}
catch (Exception ex)
{
status = false;
if (log.IsErrorEnabled)
{
System.Text.StringBuilder msg = new System.Text.StringBuilder("ERROR cxlreplace order ")
.AppendFormat("{0} {1} {2}", key, buySell, WkQty);
log.Error(msg);
log.Error(ex.StackTrace);
log.Error(ex.Message);
}
}
}
return(status);
}