void tl_newOrderCancelRequest(long number)
{
int orderid = Convert.ToInt32(number);
if (orderid == 0)
{
return;
}
if (!socketOrderServer.sitemOrder.sordermap.ContainsKey(Convert.ToInt32(number)))
{
return;
}
itemOrder porder = socketOrderServer.sitemOrder.sordermap[orderid];
if (!porder.IsOpenOrder())
{
return;
}
if (porder.mlvsqty > 0)
{
iManager im = new iManager(socketOrderServer);
im.Send_CancelOrder(porder, 0);
tl.newCancel(number);
}
}
private void TradeHandler(object sender, TradeArgs e)
{
itemTrade itrade = e.ItemTrade;
// Order o = new OrderImpl(iorder.msecsym, iorder.IsBuyOrder(), iorder.mqty, Convert.ToDecimal(iorder.mprice), Convert.ToDecimal(iorder.mstopprice), "", iorder.mc_date, iorder.mc_date, iorder.morderid);
Trade trade = new TradeImpl();
trade.symbol = itrade.msecsym;
itemOrder lorder = socketOrderServer.sitemOrder.FindItem(itrade.morderid);
if (lorder == null)
{
return;
}
trade.side = lorder.IsBuyOrder();
trade.xprice = Convert.ToDecimal(itrade.mprice);
trade.xsize = itrade.mqty;
DateTime mdate = ComFucs.GetDate(itrade.mm_date);
trade.Account = "";
trade.xdate = mdate.Day + mdate.Month * 100 + mdate.Year * 10000;
trade.xtime = mdate.Second + mdate.Minute * 100 + mdate.Hour * 10000;
tl.newFill(trade);
v(trade.symbol + " received fill ack for: " + trade.ToString());
}
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 tl_newOrderCancelRequest(long number)
{
int orderid = Convert.ToInt32(number);
if (orderid == 0)
{
v("ignoring cancel for invalid id: 0");
return;
}
if (!socketOrderServer.sitemOrder.sordermap.ContainsKey(Convert.ToInt32(number)))
{
v("ignoring cancel for unknown order: " + number);
return;
}
itemOrder porder = socketOrderServer.sitemOrder.sordermap[orderid];
if (!porder.IsOpenOrder())
{
v("ignoring cancel for closed order, tlid: " + number + " sym: " + porder.msecsym + " ord: " + porder.ToString());
return;
}
if (porder.mlvsqty > 0)
{
try
{
iManager im = new iManager(socketOrderServer);
im.Send_CancelOrder(porder, 0);
v("requested cancel for: " + number + " sym: " + porder.msecsym + " ord: " + porder.ToString());
}
catch (Exception ex)
{
debug("DAS error canceling order: " + number + " err: " + ex.Message + ex.StackTrace);
}
tl.newCancel(number);
}
else
{
v("ignoring cancel for order with zero size, tlid: " + number + " sym: " + porder.msecsym + " ord: " + porder.ToString());
}
}
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;
//if (o.ex.ToUpper().Contains("ARCA"))
// route = "ecn_arca";
//else if (o.ex.ToUpper().Contains("INET"))
// route = "inet";
itemOrder newOrder = new itemOrder();
newOrder.mtrid = traderid;
newOrder.msecsym = o.symbol.ToUpper();
newOrder.mstatus = 0;
newOrder.morderid = 0;
newOrder.mexchange = Convert.ToByte(o.ex);
if (o.side)
{
newOrder.mstatus |= 1 << 6;
}
else
{
}
if (o.isMarket)
{
newOrder.mstatus |= 1 << 9;
}
if (o.isLimit)
{
newOrder.mprice = Convert.ToDouble(o.price);
}
if (o.isStop)
{
newOrder.mstatus |= 1 << 10;
newOrder.mstopprice = Convert.ToDouble(o.stopp);
}
int err = 0;
try
{
// itemAccount itemA = socketOrderServer.sitemAccount.FindItemByName(Session["acct_num"].ToString());
foreach (int i in socketOrderServer.sitemAcct_Access.GetAccountIDs(traderid))
{
accid = i;
//break;
}
itemAccount itemA = socketOrderServer.sitemAccount.FindItem(accid);
newOrder.maccid = itemA.mitemifo.maccid;
newOrder.mbrid = itemA.mitemifo.mbrid;
newOrder.mrrno = itemA.mitemifo.mrrno;
newOrder.mtmforce = 65535; //Day Order
newOrder.mroute = "AUTO"; ;
newOrder.mqty = Math.Abs(o.size);
string errMsg = "";
long morig = 0;
err = itemOrder.LSendOrder(newOrder, ref errMsg, true, socketOrderServer, ref morig);
if ((err != 0) || ((errMsg != null) && (errMsg != string.Empty)))
{
debug("error occured sending order: " + o.ToString() + " err: " + Util.PrettyError(Providers.DAS, err));
}
else
v(o.symbol + " successfully sent: " + o.ToString() + " morig: " + morig);
ls.Add(morig);
}
catch (Exception ex)
{
debug("DAS exception occured sending order: "+o.ToString()+" err: "+ex.Message+ex.StackTrace);
return (long)MessageTypes.INVALID_ORDERSIZE;
}
return (long)err;
}
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;
}
//if (o.ex.ToUpper().Contains("ARCA"))
// route = "ecn_arca";
//else if (o.ex.ToUpper().Contains("INET"))
// route = "inet";
itemOrder newOrder = new itemOrder();
newOrder.mtrid = traderid;
newOrder.msecsym = o.symbol.ToUpper();
newOrder.mstatus = 0;
newOrder.morderid = 0;
newOrder.mexchange = Convert.ToByte(o.ex);
if (o.side)
{
newOrder.mstatus |= 1 << 6;
}
else
{
int ty = 1;
}
if (o.isMarket)
{
newOrder.mstatus |= 1 << 9;
}
if (o.isLimit)
{
newOrder.mprice = Convert.ToDouble(o.price);
}
if (o.isStop)
{
newOrder.mstatus |= 1 << 10;
newOrder.mstopprice = Convert.ToDouble(o.stopp);
}
int err = 0;
try
{
// itemAccount itemA = socketOrderServer.sitemAccount.FindItemByName(Session["acct_num"].ToString());
foreach (int i in socketOrderServer.sitemAcct_Access.GetAccountIDs(traderid))
{
accid = i;
//break;
}
itemAccount itemA = socketOrderServer.sitemAccount.FindItem(accid);
newOrder.maccid = itemA.mitemifo.maccid;
newOrder.mbrid = itemA.mitemifo.mbrid;
newOrder.mrrno = itemA.mitemifo.mrrno;
newOrder.mtmforce = 65535; //Day Order
newOrder.mroute = "AUTO";;
newOrder.mqty = Math.Abs(o.size);
string errMsg = "";
long morig = 0;
err = itemOrder.LSendOrder(newOrder, ref errMsg, true, socketOrderServer, ref morig);
if ((err != 0) || ((errMsg != null) && (errMsg != string.Empty)))
{
debug("error occured sending order: " + o.ToString() + " err: " + Util.PrettyError(Providers.DAS, err));
}
else
{
v(o.symbol + " successfully sent: " + o.ToString() + " morig: " + morig);
}
ls.Add(morig);
}
catch (Exception ex)
{
debug("DAS exception occured sending order: " + o.ToString() + " err: " + ex.Message + ex.StackTrace);
return((long)MessageTypes.INVALID_ORDERSIZE);
}
return((long)err);
}
long tl_gotSrvFillRequest(Order o)
{
string otype = o.isLimit ? "limit" : "market";
if (o.id == 0)
o.id = OrderImpl.Unique;
string route = "auto";
itemOrder newOrder = new itemOrder();
newOrder.mtrid = traderid;
newOrder.msecsym = o.symbol.ToUpper();
newOrder.mstatus = 0;
newOrder.morderid = 0;
newOrder.mexchange = Convert.ToByte(o.ex);
if (o.side)
{
newOrder.mstatus |= 1 << 6;
}
else
{
int ty = 1;
}
if (o.isMarket)
{
newOrder.mstatus |= 1 << 9;
}
if (o.isLimit)
{
newOrder.mprice = Convert.ToDouble(o.price);
}
if (o.isStop)
{
newOrder.mstatus |= 1 << 10;
newOrder.mstopprice = Convert.ToDouble(o.stopp);
}
try
{
// itemAccount itemA = socketOrderServer.sitemAccount.FindItemByName(Session["acct_num"].ToString());
foreach (int i in socketOrderServer.sitemAcct_Access.GetAccountIDs(traderid))
{
accid = i;
//break;
}
itemAccount itemA = socketOrderServer.sitemAccount.FindItem(accid);
newOrder.maccid = itemA.mitemifo.maccid;
newOrder.mbrid = itemA.mitemifo.mbrid;
newOrder.mrrno = itemA.mitemifo.mrrno;
newOrder.mtmforce = 65535; //Day Order
newOrder.mroute = "AUTO"; ;
newOrder.mqty = Math.Abs(o.size);
string errMsg = "";
long morig = 0;
itemOrder.LSendOrder(newOrder, ref errMsg, true, socketOrderServer, ref morig);
ls.Add(morig);
}
catch (Exception e1)
{
return (long)MessageTypes.INVALID_ORDERSIZE;
}
return (long)MessageTypes.OK;
}
long tl_gotSrvFillRequest(Order o)
{
string otype = o.isLimit ? "limit" : "market";
if (o.id == 0)
{
o.id = OrderImpl.Unique;
}
string route = "auto";
itemOrder newOrder = new itemOrder();
newOrder.mtrid = traderid;
newOrder.msecsym = o.symbol.ToUpper();
newOrder.mstatus = 0;
newOrder.morderid = 0;
newOrder.mexchange = Convert.ToByte(o.ex);
if (o.side)
{
newOrder.mstatus |= 1 << 6;
}
else
{
int ty = 1;
}
if (o.isMarket)
{
newOrder.mstatus |= 1 << 9;
}
if (o.isLimit)
{
newOrder.mprice = Convert.ToDouble(o.price);
}
if (o.isStop)
{
newOrder.mstatus |= 1 << 10;
newOrder.mstopprice = Convert.ToDouble(o.stopp);
}
try
{
// itemAccount itemA = socketOrderServer.sitemAccount.FindItemByName(Session["acct_num"].ToString());
foreach (int i in socketOrderServer.sitemAcct_Access.GetAccountIDs(traderid))
{
accid = i;
//break;
}
itemAccount itemA = socketOrderServer.sitemAccount.FindItem(accid);
newOrder.maccid = itemA.mitemifo.maccid;
newOrder.mbrid = itemA.mitemifo.mbrid;
newOrder.mrrno = itemA.mitemifo.mrrno;
newOrder.mtmforce = 65535; //Day Order
newOrder.mroute = "AUTO";;
newOrder.mqty = Math.Abs(o.size);
string errMsg = "";
long morig = 0;
itemOrder.LSendOrder(newOrder, ref errMsg, true, socketOrderServer, ref morig);
ls.Add(morig);
}
catch (Exception e1)
{
return((long)MessageTypes.INVALID_ORDERSIZE);
}
return((long)MessageTypes.OK);
}