void SimBroker_GotOrderCancel(string sym, bool side, uint id)
{
// if we get an order cancel notify from the broker, pass along to our clients
tl.newOrderCancel(id);
// send the updated book to our clients for same side as order
Tick book = OrderToTick(h.SimBroker.BestBidOrOffer(sym, side));
tl.newTick(book);
}
void tl_newOrderCancelRequest(uint number)
{
string result = "error";
long id;
string orderid = "";
if (idmap.TryGetValue(number, out id))
{
orderid = id.ToString();
}
api.TD_CancelOrder(api._accountid, orderid, _user.Text, _pass.Text, AmeritradeBrokerAPI.SOURCEID, APIVER, ref result);
if (result == string.Empty)
{
tl.newOrderCancel(number);
}
}
protected virtual int OnStockExecMsgCancel(UInt32 hStock, GTSession.GTCancel32 cancel)
{
// notify clients of cancel
tl.newOrderCancel(cancel.dwTicketNo);
return(0);
}
void tt_Tick(object sender, EventArgs e)
{
// orders
while (or < oc)
{
STIOrder order = new STIOrder();
if (or == oq.Length)
{
or = 0;
}
Order o = oq[or++];
order.LmtPrice = (double)o.price;
order.StpPrice = (double)o.stopp;
order.Destination = o.Exchange;
order.Side = o.side ? "B" : "S";
order.Symbol = o.symbol;
order.Quantity = o.UnsignedSize;
string acct = accts.Count > 0 ? accts[0] : "";
order.Account = o.Account != "" ? o.Account : acct;
order.Destination = o.Exchange != "" ? o.ex : "NYSE";
order.Tif = o.TIF;
order.PriceType = o.isMarket ? STIPriceTypes.ptSTIMkt : (o.isLimit ? STIPriceTypes.ptSTILmt : STIPriceTypes.ptSTISvrStp);
order.ClOrderID = o.id.ToString();
int err = order.SubmitOrder();
string tmp = "";
if ((err == 0) && (!idacct.TryGetValue(o.id, out tmp)))
{
idacct.Add(o.id, order.Account);
}
if (err < 0)
{
debug("Error sending order: " + Util.PrettyError(tl.newProviderName, err) + o.ToString());
}
if (err == -1)
{
debug("Make sure you have set the account in sending program.");
}
}
// quotes
if (qc > qr)
{
foreach (string sym in symquotes.Split(','))
{
stiQuote.RegisterQuote(sym, "*");
}
qr = qc;
}
// cancels
if (ic > ir)
{
if (ir == idq.Length)
{
ir = 0;
}
uint number = idq[ir++];
string acct = "";
if (idacct.TryGetValue(number, out acct))
{
stiOrder.CancelOrder(acct, 0, number.ToString(), DateTime.Now.Ticks.ToString() + acct);
tl.newOrderCancel(number);
}
else
{
debug("No record of id: " + number.ToString());
}
}
}
void m_OrderClient_OnRemove(MbtOpenOrder pOrd)
{
uint num = Convert.ToUInt32(pOrd.OrderNumber);
tl.newOrderCancel((long)num);
}
