public void cancelOrder()
{
if (ord == null) {
if (cache != null) cache.Dispose();
return;
}
DisplayOrder(ord);
if (ord.CurrentStatus == "LIVE") {
WriteLine("ORDER LIVE -- SUBMITTING CANCEL");
state = State.CancelPending;
CancelBuilder cxl = new CancelBuilder(ord);
cache.SubmitCancel(cxl);
ord = null;
}
cache.Dispose();
}
public void cancelOrder()
{
if (ord == null)
{
if (cache != null)
{
cache.Dispose();
}
return;
}
DisplayOrder(ord);
if (ord.CurrentStatus == "LIVE")
{
WriteLine("ORDER LIVE -- SUBMITTING CANCEL");
state = State.CancelPending;
CancelBuilder cxl = new CancelBuilder(ord);
cache.SubmitCancel(cxl);
ord = null;
}
cache.Dispose();
}
void _bw_DoWork(object sender, System.ComponentModel.DoWorkEventArgs e)
{
while (_bwgo)
{
bool newsym = false;
while (!_newsyms.isEmpty)
{
_newsyms.Read();
newsym = true;
}
if (newsym)
{
// get symbols
_numDisplayed = 0;
_numIgnored = 0;
debug("Subscribe request: " + _newsymlist);
if (!isConnected)
{
debug("not connected.");
return;
}
Basket b = BasketImpl.FromString(_newsymlist);
foreach (Security s in b)
{
try
{
TBL.WantData(TBL.TqlForBidAskTrade(s.Symbol, null), true, true);
TBL.Start();
//TT.WantData(TBL.TqlForBidAskTrade(s.Symbol, null), true, true);
//TT.Start();
_done.WaitOne(30000);
}
catch (Exception ex)
{
debug(s.Symbol + " error subscribing: " + ex.Message + ex.StackTrace);
}
}
debug(string.Format("DISPLAYED {0} TRADES AND IGNORED {1} QUOTES", _numDisplayed, _numIgnored));
debug("DONE.");
debug("registered: " + _newsymlist);
}
while (!_neworders.isEmpty)
{
Order o = _neworders.Read();
var ob = new OrderBuilder(_oc);
ob.SetAccount(null, o.Account, null, null);
ob.SetBuySell(o.side ? OrderBuilder.BuySell.BUY : OrderBuilder.BuySell.SELL);
ob.SetExpiration(OrderBuilder.Expiration.DAY);
ob.SetRoute("NYS");
ob.SetSymbol(o.symbol, o.Exchange, OrderBuilder.SecurityType.STOCK);
if (o.size != 0)
{
ob.SetVolume(Math.Abs(o.size));
}
if (o.isMarket)
{
ob.SetPriceMarket();
}
if (o.isLimit)
{
ob.SetPriceLimit(new Price(o.price.ToString()));
}
if (o.isStop)
{
ob.SetPriceLimit(new Price(o.price.ToString()));
}
// ob.SetGoodFrom(DateTime.Now.AddMinutes(60));
currentOrderId = o.id;
state = OrderState.OrderPending;
_oc.SubmitOrder(ob);
}
while (!_newcancel.isEmpty)
{
long id = _newcancel.Read();
if (_orSet.ContainsKey(id))
{
var cxl = new CancelBuilder(_orSet[id]);
try
{
_oc.SubmitCancel(cxl);
}
catch (Exception ee)
{
debug("ORDER CANCEL FAILED:" + ee.Message);
}
state = OrderState.CancelPending;
debug("ORDER CANCEL FINISHED");
}
else
{
debug("ORDER CANCEL FAILED, NOT EXIST THE Order.Id:" + id);
}
}
if (_newcancel.isEmpty && _neworders.isEmpty && _newsyms.isEmpty)
{
Thread.Sleep(_SLEEP);
}
}
}
void _bw_DoWork(object sender, System.ComponentModel.DoWorkEventArgs e)
{
while (_bwgo)
{
bool newsym = false;
while (!_newsyms.isEmpty)
{
_newsyms.Read();
newsym = true;
}
if (newsym)
{
// get symbols
_numDisplayed = 0;
_numIgnored = 0;
debug("Subscribe request: " + _newsymlist);
if (!isConnected)
{
debug("not connected.");
return;
}
Basket b = BasketImpl.FromString(_newsymlist);
foreach (Security s in b)
{
try
{
TBL.WantData(TBL.TqlForBidAskTrade(s.Symbol, null), true, true);
TBL.Start();
//TT.WantData(TBL.TqlForBidAskTrade(s.Symbol, null), true, true);
//TT.Start();
_done.WaitOne(30000);
}
catch (Exception ex)
{
debug(s.Symbol + " error subscribing: " + ex.Message + ex.StackTrace);
}
}
debug(string.Format("DISPLAYED {0} TRADES AND IGNORED {1} QUOTES", _numDisplayed, _numIgnored));
debug("DONE.");
debug("registered: " + _newsymlist);
}
while (!_neworders.isEmpty)
{
Order o = _neworders.Read();
var ob = new OrderBuilder(_oc);
ob.SetAccount(null, o.Account, null, null);
ob.SetBuySell(o.side ? OrderBuilder.BuySell.BUY : OrderBuilder.BuySell.SELL);
ob.SetExpiration(OrderBuilder.Expiration.DAY);
ob.SetRoute("NYS");
ob.SetSymbol(o.symbol, o.Exchange, OrderBuilder.SecurityType.STOCK);
if (o.size != 0)
ob.SetVolume(Math.Abs(o.size));
if (o.isMarket)
{
ob.SetPriceMarket();
}
if (o.isLimit)
{
ob.SetPriceLimit(new Price(o.price.ToString()));
}
if (o.isStop)
{
ob.SetPriceLimit(new Price(o.price.ToString()));
}
// ob.SetGoodFrom(DateTime.Now.AddMinutes(60));
currentOrderId = o.id;
state = OrderState.OrderPending;
_oc.SubmitOrder(ob);
}
while (!_newcancel.isEmpty)
{
long id = _newcancel.Read();
if (_orSet.ContainsKey(id))
{
var cxl = new CancelBuilder(_orSet[id]);
try
{
_oc.SubmitCancel(cxl);
}
catch (Exception ee)
{
debug("ORDER CANCEL FAILED:" + ee.Message);
}
state = OrderState.CancelPending;
debug("ORDER CANCEL FINISHED");
}
else
{
debug("ORDER CANCEL FAILED, NOT EXIST THE Order.Id:" + id);
}
}
if (_newcancel.isEmpty && _neworders.isEmpty && _newsyms.isEmpty)
Thread.Sleep(_SLEEP);
}
}