private void OrderNotifyHandler(object sender, OrderArgs e)
{
itemOrder iorder = e.ItemOrder;
// if (!ls.Contains(iorder.morigtkn)) return;
DateTime mdate = ComFucs.GetDate(iorder.mm_date);
Order o = new OrderImpl(iorder.msecsym, iorder.IsBuyOrder(), iorder.mqty, Convert.ToDecimal(iorder.mprice), Convert.ToDecimal(iorder.mstopprice), "",
mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000, mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000, iorder.morderid);
tl.newOrder(o);
}
void BlackBox_GrayBoxOrderConfirmEventMy(object ob, GrayBoxAPI.BBEventArgs e)
{
UpdateOrderStatus(e);
Order o = new OrderImpl();
OrderList.TryGetValue(e.BBXid, out o);
tl.newOrder(o);
string orderside = o.side ? "BUY" : "SELL";
debug("Order confirmed " + o.id + " " + o.symbol + " " + orderside + " " + o.size);
}
long ServerDBFX_newSendOrderRequest(Order o)
{
if ((o.id != 0) && !isunique(o))
{
return((long)MessageTypes.DUPLICATE_ORDERID);
}
if (o.id == 0)
{
o.id = _id.AssignId;
}
object psOrderId;
object psDI;
string acct = _acct[0];
_tradeDesk.CreateEntryOrder(acct, o.symbol, o.side, o.size, (double)o.price, (double)o.stopp, (double)o.price, 0, out psOrderId, out psDI);
_tl2dbfx.Add(o.id, psOrderId.ToString());
tl.newOrder(o);
//D(psOrderId.ToString());
return((long)MessageTypes.OK);
}
void bwOrder_BWOrderUpdateEvent(object sender, BWOrderStatus BWOrderStatus)
{
BWOrder bwo = (BWOrder)sender;
long id = (long)bwo.CustomID;
Order o = new OrderImpl(bwo.Symbol, (int)bwo.Size);
o.id = (long)bwo.CustomID;
o.side = (bwo.OrderSide == ORDER_SIDE.SIDE_BUY) || (bwo.OrderSide == ORDER_SIDE.SIDE_COVER);
o.price = (decimal)bwo.LimitPrice;
o.stopp = (decimal)bwo.StopPrice;
o.Account = bwo.UserID.ToString();
o.ex = bwo.Venue.ToString();
switch (BWOrderStatus)
{
case BWOrderStatus.ACCEPTED:
{
tl.newOrder(o);
v(o.symbol + " sent order acknowledgement for: " + o.ToString());
if (_bwOrdIds.ContainsKey(o.id))
{
_bwOrdIds[o.id] = bwo.OrderID;
}
}
break;
case BWOrderStatus.CANCELED:
{
tl.newCancel(id);
v("sent cancel notification for order: " + id);
}
break;
case BWOrderStatus.REJECTED:
{
tl.newCancel(id);
debug("Rejected: " + bwo.CustomID.ToString() + bwo.RejectReason);
}
break;
}
}
void SimBroker_GotOrder(Order o)
{
tl.newOrder(o);
}
long tl_gotSrvFillRequest(Order o)
{
if (!ok)
{
debug("not logged in.");
return((long)MessageTypes.SYMBOL_NOT_LOADED);
}
string action = o.side ? "buy" : "sell";
string otype = o.isLimit ? "limit" : "market";
if (o.id == 0)
{
o.id = OrderImpl.Unique;
}
string route = "auto";
if (o.ex.ToUpper().Contains("ARCA"))
{
route = "ecn_arca";
}
else if (o.ex.ToUpper().Contains("INET"))
{
route = "inet";
}
AmeritradeBrokerAPI.ATradeArgument brokerReplyargs = new AmeritradeBrokerAPI.ATradeArgument();
string cResultMessage = string.Empty;
string cEnteredOrderID = string.Empty;
StringBuilder cOrderString = new StringBuilder();
cOrderString.Append("action=" + api.Encode_URL(action));
cOrderString.Append("~clientorderid=" + api.Encode_URL(o.id.ToString()));
cOrderString.Append("~accountid=" + api.Encode_URL(api._accountid));
cOrderString.Append("~actprice=" + api.Encode_URL(string.Empty));
cOrderString.Append("~expire=" + api.Encode_URL(o.TIF));
cOrderString.Append("~ordtype=" + api.Encode_URL(otype));
cOrderString.Append("~price=" + api.Encode_URL(o.price.ToString()));
cOrderString.Append("~quantity=" + api.Encode_URL(o.size.ToString()));
cOrderString.Append("~spinstructions=" + api.Encode_URL("none"));
cOrderString.Append("~symbol=" + api.Encode_URL(o.symbol));
cOrderString.Append("~routing=" + api.Encode_URL(route));
cOrderString.Append("~tsparam=" + api.Encode_URL(string.Empty));
cOrderString.Append("~exmonth=" + api.Encode_URL(string.Empty));
cOrderString.Append("~exday=" + api.Encode_URL(string.Empty));
cOrderString.Append("~exyear=" + api.Encode_URL(string.Empty));
cOrderString.Append("~displaysize=" + api.Encode_URL(string.Empty));
brokerReplyargs.ResultsCode =
api.TD_sendOrder(_user.Text, _pass.Text, AmeritradeBrokerAPI.SOURCEID, APIVER, cOrderString.ToString(), ref cResultMessage, ref cEnteredOrderID);
if (brokerReplyargs.ResultsCode != OK)
{
debug(cResultMessage);
}
else
{
long tdid = 0;
if (long.TryParse(cEnteredOrderID, out tdid))
{
idmap.Add(o.id, tdid);
}
tl.newOrder(o);
}
return((long)MessageTypes.OK);
}
void doorderupdate(ref structSTIOrderUpdate structOrderUpdate)
{
Order o = new OrderImpl();
o.symbol = structOrderUpdate.bstrSymbol;
long id = 0;
// see if the order id is unknown
if (!long.TryParse(structOrderUpdate.bstrClOrderId, out id))
{
// use the norderrecordid as our order id
id = (long)structOrderUpdate.nOrderRecordId;
// ensure this is not a secondary notification of same order
string tmp;
if (!idacct.TryGetValue(id, out tmp))
{
// save the id
debug("manual order: " + id + " " + structOrderUpdate.bstrAccount);
idacct.Add(id, structOrderUpdate.bstrAccount);
ismanorder.Add(id, true);
}
}
// if this is a cancel notification, pass along
if (structOrderUpdate.nOrderStatus == (int)STIOrderStatus.osSTICanceled)
{
// if it's a cancel, we'll have cancel id rather than order id
// get new id
long orderid = 0;
if (_cancel2order.TryGetValue(id, out orderid))
{
tl.newCancel(orderid);
if (VerboseDebugging)
{
debug("cancel received for: " + orderid);
}
}
else
{
debug("manual cancel sent with id: " + id);
}
return;
}
// don't notify for same order more than once
if (_onotified.Contains(id))
{
return;
}
if (structOrderUpdate.bstrLogMessage.Contains("REJ"))
{
debug(id + " " + structOrderUpdate.bstrLogMessage);
}
o.id = id;
o.size = structOrderUpdate.nQuantity;
o.side = structOrderUpdate.bstrSide == "B";
o.price = (decimal)structOrderUpdate.fLmtPrice;
o.stopp = (decimal)structOrderUpdate.fStpPrice;
o.TIF = structOrderUpdate.bstrTif;
o.Account = structOrderUpdate.bstrAccount;
o.ex = structOrderUpdate.bstrDestination;
long now = Convert.ToInt64(structOrderUpdate.bstrUpdateTime);
int xsec = (int)(now % 100);
long rem = (now - xsec) / 100;
o.time = ((int)(rem % 10000)) * 100 + xsec;
o.date = (int)((rem - o.time) / 10000);
_onotified.Add(o.id);
if (VerboseDebugging)
{
debug("order acknowledgement: " + o.ToString());
}
tl.newOrder(o);
}
