void doqueues(object obj)
{
while (_bwgo)
{
bool newsym = false;
while (!_newsyms.isEmpty)
{
_newsyms.Read();
newsym = true;
}
if (newsym)
{
// get symbols
Basket b = BasketImpl.FromString(_newsymlist);
object err = null;
foreach (Security s in b)
{
try
{
string se = string.Empty;
if (vret == null)
{
vret = _cc.VBRediCache.Submit("L1", "true", ref err);
checkerror(ref err, "submit");
}
_cc.VBRediCache.AddWatch(0, s.Symbol, string.Empty, ref err);
checkerror(ref err, "watch");
}
catch (Exception ex)
{
debug(s.Symbol + " error subscribing: " + ex.Message + ex.StackTrace);
}
}
debug("registered: " + _newsymlist);
}
while (!_neworders.isEmpty)
{
Order o = _neworders.Read();
v("received order: " + o.ToString());
if (o.Account == string.Empty)
{
o.Account = Account;
}
if (isPaperTradeEnabled)
{
ptt.sendorder(o);
}
else
{
RediLib.ORDER rediOrder = new RediLib.ORDERClass();
// get any current position in symbol
Position p = pt[o.symbol];
// determine if a sell order should be a long exit or a short entry
string side = !o.side && !p.isLong ? "Sell Short" : (o.side ? "Buy" : "Sell");
rediOrder.Account = o.Account;
rediOrder.UserID = _userid;
rediOrder.Password = _pwd;
rediOrder.TIF = gettiftype(o);
rediOrder.Side = side;
rediOrder.Symbol = o.symbol;
if (o.ex == string.Empty)
{
o.ex = o.symbol.Length > 3 ? "ARCA" : "NYSE";
}
rediOrder.Exchange = o.ex;
rediOrder.Quantity = o.UnsignedSize;
rediOrder.Price = o.price.ToString();
rediOrder.PriceType = getpricetype(o);
rediOrder.StopPrice = o.stopp;
rediOrder.Memo = o.comment;
rediOrder.Warning = false;
object err = null;
object transId = null;
bool IsSuccessful = rediOrder.Submit2(ref transId, ref err);
if (IsSuccessful)
{
v("successfully sent order: " + o.ToString());
object err1 = null;
_messageCache.VBRediCache.AddWatch(1, o.symbol, "", ref err1);
if (!(err1 == null))
{
debug("FAILED open of Table! Table : Message Error:" + err1.ToString());
}
else
{
v("successfully watching symbol: " + o.symbol);
}
}
else
{
v("error sending order: " + o.ToString());
if (!(err == null))
{
debug("order submission was not successful: " + err.ToString());
}
}
}
}
while (!_newcancel.isEmpty)
{
long id = _newcancel.Read();
v("received cancel request: " + id);
if (isPaperTradeEnabled)
{
ptt.sendcancel(id);
}
else
{
object err = null;
_messageCache.VBRediCache.Cancel(id, ref err);
if (err != null)
{
v("error canceling id: " + id);
}
else
{
v("cancel request sent for: " + id);
}
}
}
if (_newcancel.isEmpty && _neworders.isEmpty && _newsyms.isEmpty)
{
Thread.Sleep(_SLEEP);
}
}
}
void doqueues(object obj)
{
while (_bwgo)
{
bool newsym = false;
while (!_newsyms.isEmpty)
{
_newsyms.Read();
newsym = true;
}
if (newsym)
{
// get symbols
Basket b = BasketImpl.FromString(_newsymlist);
object err = null;
foreach (Security s in b)
{
try
{
string se= string.Empty;
if (vret == null)
{
vret = _cc.VBRediCache.Submit("L1", "true", ref err);
checkerror(ref err, "submit");
}
_cc.VBRediCache.AddWatch(0, s.Symbol, string.Empty, ref err);
checkerror(ref err,"watch");
}
catch (Exception ex)
{
debug(s.Symbol + " error subscribing: " + ex.Message + ex.StackTrace);
}
}
debug("registered: " + _newsymlist);
}
while (!_neworders.isEmpty)
{
Order o = _neworders.Read();
v("received order: " + o.ToString());
if (o.Account == string.Empty)
o.Account = Account;
if (isPaperTradeEnabled)
{
ptt.sendorder(o);
}
else
{
RediLib.ORDER rediOrder = new RediLib.ORDERClass();
// get any current position in symbol
Position p = pt[o.symbol];
// determine if a sell order should be a long exit or a short entry
string side = !o.side && !p.isLong ? "Sell Short" : (o.side ? "Buy" : "Sell");
rediOrder.Account = o.Account;
rediOrder.UserID = _userid;
rediOrder.Password = _pwd;
rediOrder.TIF = gettiftype(o);
rediOrder.Side = side;
rediOrder.Symbol = o.symbol;
if (o.ex == string.Empty)
o.ex = o.symbol.Length > 3 ? "ARCA" : "NYSE";
rediOrder.Exchange = o.ex;
rediOrder.Quantity = o.UnsignedSize;
rediOrder.Price = o.price.ToString();
rediOrder.PriceType = getpricetype(o);
rediOrder.StopPrice = o.stopp;
rediOrder.Memo = "none";
rediOrder.Warning = false;
object err = null;
object transId = null;
bool IsSuccessful = rediOrder.Submit2(ref transId, ref err);
if (IsSuccessful)
{
v("successfully sent order: " + o.ToString());
object err1 = null;
_messageCache.VBRediCache.AddWatch(1, o.symbol, "", ref err1);
if (!(err1 == null))
debug("FAILED open of Table! Table : Message Error:" + err1.ToString());
else
v("successfully watching symbol: " + o.symbol);
}
else
{
v("error sending order: " + o.ToString());
if (!(err == null))
debug("order submission was not successful: " + err.ToString());
}
}
}
while (!_newcancel.isEmpty)
{
long id = _newcancel.Read();
v("received cancel request: " + id);
if (isPaperTradeEnabled)
{
ptt.sendcancel(id);
}
else
{
object err = null;
_messageCache.VBRediCache.Cancel(id, ref err);
if (err != null)
v("error canceling id: " + id);
else
v("cancel request sent for: " + id);
}
}
if (_newcancel.isEmpty && _neworders.isEmpty && _newsyms.isEmpty)
Thread.Sleep(_SLEEP);
}
}
