private void SrvDoExecute(string msg) // handle an order (= execute request)
{
if (this.InvokeRequired)
{
this.Invoke(new DebugDelegate(SrvDoExecute), new object[] { msg });
}
else
{
Order o = Order.Deserialize(msg);
if (gotSrvFillRequest != null)
{
gotSrvFillRequest(o); //request fill
}
}
}
protected override void WndProc(ref System.Windows.Forms.Message m)
{
long result = 0;
TradeLinkMessage tlm = WMUtil.ToTradeLinkMessage(ref m);
if (tlm == null) // if it's not a WM_COPYDATA message
{
base.WndProc(ref m); // let form process it
return; // we're done
}
string msg = tlm.body;
string[] r = msg.Split(',');
switch (tlm.type)
{
case TL2.ORDERCANCELRESPONSE:
if (gotOrderCancel != null)
{
gotOrderCancel(Convert.ToUInt32(msg));
}
break;
case TL2.TICKNOTIFY:
if (Index.isIdx(r[(int)TickField.symbol]))
{
// we got an index update
Index i = Index.Deserialize(msg);
if (gotIndexTick != null)
{
gotIndexTick(i);
}
break;
}
Tick t = Tick.Deserialize(msg);
if (t.isTrade)
{
try
{
if (t.trade > chighs[t.sym])
{
chighs[t.sym] = t.trade;
}
if (t.trade < clows[t.sym])
{
clows[t.sym] = t.trade;
}
}
catch (KeyNotFoundException)
{
decimal high = DayHigh(t.sym);
decimal low = DayLow(t.sym);
chighs.Add(t.sym, high);
if (low == 0)
{
low = 640000;
}
clows.Add(t.sym, low);
}
}
if (gotTick != null)
{
gotTick(t);
}
break;
case TL2.EXECUTENOTIFY:
// date,time,symbol,side,size,price,comment
Trade tr = Trade.Deserialize(msg);
try
{
cpos[tr.symbol] = new Position(tr.symbol, AvgPrice(tr.symbol), PosSize(tr.symbol));
}
catch (KeyNotFoundException)
{
cpos.Add(tr.symbol, new Position(tr.symbol, AvgPrice(tr.symbol), PosSize(tr.symbol)));
}
if (gotFill != null)
{
gotFill(tr);
}
break;
case TL2.ORDERNOTIFY:
Order o = Order.Deserialize(msg);
if (gotOrder != null)
{
gotOrder(o);
}
break;
case TL2.ACCOUNTRESPONSE:
if (gotAccounts != null)
{
gotAccounts(msg);
}
break;
case TL2.FEATURERESPONSE:
string[] p = msg.Split(',');
List <TL2> f = new List <TL2>();
foreach (string s in p)
{
try
{
f.Add((TL2)Convert.ToInt32(s));
}
catch (Exception) { }
}
if (gotSupportedFeatures != null)
{
gotSupportedFeatures(f.ToArray());
}
break;
}
result = 0;
m.Result = (IntPtr)result;
}
