private void orderCacheHandler(int action, int row)
// callback for OrderCache interaction
{
string Time;
string Account;
string Side;
string Quantity;
string ExecQuantity;
string Symbol;
string PriceDesc;
string ExecPrice;
string PctCmp;
string Lvs;
string Status;
string OrderRefKey;
String BranchCode;
String BranchSeq;
string Exchange;
string Customs = "";
int errCode;
// Console.WriteLine("action: " + action.ToString() + "; row: " + row.ToString());
if (row >= 0)
{
//Console.WriteLine("action: " + action.ToString());
switch (action)
{
case (int)CacheControlActions.Add: // new order is added to cache
// Console.WriteLine("Add");
try
{
Time = GetCell(orderCache, row, "Time", out errCode).ToString().TrimStart();
Account = GetCell(orderCache, row, "Account", out errCode).ToString().TrimStart();
Side = GetCell(orderCache, row, "Side", out errCode).ToString().TrimStart();
Quantity = GetCell(orderCache, row, "Quantity", out errCode).ToString().TrimStart();
ExecQuantity = GetCell(orderCache, row, "ExecQuantity", out errCode).ToString().TrimStart();
Symbol = GetCell(orderCache, row, "DisplaySymbol", out errCode).ToString().TrimStart();
if ((Symbol.Contains("DEFAULT")) || (Symbol.Equals("")))
{
break; // do not display orders that resulated in errors on REDIPlus
}
PriceDesc = GetCell(orderCache, row, "PriceDesc", out errCode).ToString().TrimStart();
ExecPrice = GetCell(orderCache, row, "AvgExecPrice", out errCode).ToString().TrimStart();
if (((null == ExecQuantity) || (null == Quantity)) ||
((ExecQuantity.Equals("")) || (Quantity.Equals(""))))
{
break; // do not display orders with quantities not populated, wait for the valid order
}
decimal Pct = Convert.ToDecimal(ExecQuantity) / Convert.ToDecimal(Quantity);
if (ExecQuantity.Equals("0"))
{
PctCmp = "0.00%";
}
else
{
PctCmp = Pct.ToString() + " %";
}
Lvs = GetCell(orderCache, row, "Leaves", out errCode).ToString().TrimStart();
Status = GetCell(orderCache, row, "Status", out errCode).ToString().TrimStart();
OrderRefKey = GetCell(orderCache, row, "OrderRefKey", out errCode).ToString().TrimStart();
BranchCode = GetCell(orderCache, row, "BranchCode", out errCode).ToString().TrimStart();
BranchSeq = GetCell(orderCache, row, "BranchSeq", out errCode).ToString().TrimStart();
Customs = "";
for (int k = 0; k < 15; k++)
{
String cus = GetCell(orderCache, row, "Custom" + k, out errCode).ToString().TrimStart();
if (!cus.Equals(""))
{
Customs += ("<" + k + "=" + cus + ">");
}
}
var Ord = new Order();
Time = Time.Remove(0, 9);
Ord.Time = Time;
Ord.Account = Account;
Ord.Side = Side;
Ord.Quantity = Quantity;
Ord.ExecQuantity = ExecQuantity;
Ord.Symbol = Symbol;
Ord.PriceDesc = PriceDesc;
Ord.ExecPr = ExecPrice;
Ord.PctCmp = PctCmp;
Ord.Lvs = Lvs;
Ord.Status = Status;
Ord.OrderRefKey = OrderRefKey;
Ord.BranchCode = BranchCode;
Ord.BranchSeq = BranchSeq;
Ord.Customs = Customs;
Console.WriteLine("Add to Orders: " + Ord.ToString());
}
catch (Exception e)
{
Console.WriteLine("Exception: " + e.Message + " " + e.StackTrace);
}
break;
case (int)CacheControlActions.Update: // modification or cancellation
try
{
// Console.WriteLine("Update");
Time = GetCell(orderCache, row, "Time", out errCode).ToString().TrimStart();
Account = GetCell(orderCache, row, "Account", out errCode).ToString().TrimStart();
Side = GetCell(orderCache, row, "Side", out errCode).ToString().TrimStart();
Quantity = GetCell(orderCache, row, "Quantity", out errCode).ToString().TrimStart();
ExecQuantity = GetCell(orderCache, row, "ExecQuantity", out errCode).ToString().TrimStart();
Symbol = GetCell(orderCache, row, "DisplaySymbol", out errCode).ToString().TrimStart();
PriceDesc = GetCell(orderCache, row, "PriceDesc", out errCode).ToString().TrimStart();
ExecPrice = GetCell(orderCache, row, "AvgExecPrice", out errCode).ToString().TrimStart();
//PctCmp = GetCell(orderCache, row, "ProgressValue", out errCode).ToString().TrimStart();
if (((null == ExecQuantity) || (null == Quantity)) ||
((ExecQuantity.Equals("")) || (Quantity.Equals(""))))
{
break; //do not display orders with quantities not populated, wait for the valid order
}
decimal Pct = Convert.ToDecimal(ExecQuantity) / Convert.ToDecimal(Quantity);
if (ExecQuantity.Equals("0"))
{
PctCmp = "0.00%";
}
else
{
PctCmp = Pct.ToString() + " %";
}
Lvs = GetCell(orderCache, row, "Leaves", out errCode).ToString().TrimStart();
Status = GetCell(orderCache, row, "Status", out errCode).ToString().TrimStart();
OrderRefKey = GetCell(orderCache, row, "OrderRefKey", out errCode).ToString().TrimStart();
BranchCode = GetCell(orderCache, row, "BranchCode", out errCode).ToString().TrimStart();
BranchSeq = GetCell(orderCache, row, "BranchSeq", out errCode).ToString().TrimStart();
Customs = "";
for (int k = 0; k < 15; k++)
{
String cus = GetCell(orderCache, row, "Custom" + k, out errCode).ToString().TrimStart();
if (!cus.Equals(""))
{
Customs += ("<" + k + "=" + cus + ">");
}
}
var Ord = new Order();
Time = Time.Remove(0, 9);
// var order = Ord;
Ord.Time = Time;
Ord.Account = Account;
Ord.Side = Side;
Ord.Quantity = Quantity;
Ord.ExecQuantity = ExecQuantity;
Ord.Symbol = Symbol;
Ord.PriceDesc = PriceDesc;
Ord.ExecPr = ExecPrice;
Ord.PctCmp = PctCmp;
Ord.Lvs = Lvs;
Ord.Status = Status;
Ord.OrderRefKey = OrderRefKey;
Ord.BranchCode = BranchCode;
Ord.BranchSeq = BranchSeq;
Ord.Customs = Customs;
// }
Console.WriteLine("Update to Order: " + Ord);
/* if (long.Parse(Ord.ExecQuantity) > 0)
* {
* Console.WriteLine("Ord.ExecQuantity greater then 0");
* } */
}
catch
{
}
break;
case (int)CacheControlActions.Snapshot:
// Snapshot of what happened throughout this day
// expect this first
try
{
Console.WriteLine("Snapshot of orders:");
for (int i = 0; i < row; i++)
{
Time = GetCell(orderCache, i, "Time", out errCode).ToString().TrimStart();
Account = GetCell(orderCache, i, "Account", out errCode).ToString().TrimStart();
Side = GetCell(orderCache, i, "Side", out errCode).ToString().TrimStart();
Quantity = GetCell(orderCache, i, "Quantity", out errCode).ToString().TrimStart();
ExecQuantity = GetCell(orderCache, i, "ExecQuantity", out errCode).ToString().TrimStart();
Symbol = GetCell(orderCache, i, "DisplaySymbol", out errCode).ToString().TrimStart();
PriceDesc = GetCell(orderCache, i, "PriceDesc", out errCode).ToString().TrimStart();
ExecPrice = GetCell(orderCache, i, "AvgExecPrice", out errCode).ToString().TrimStart();
Customs = "";
for (int k = 0; k < 15; k++)
{
String cus = GetCell(orderCache, i, "Custom" + k, out errCode).ToString().TrimStart();
if (!cus.Equals(""))
{
Customs += ("<" + k + "=" + cus + ">");
}
}
if (((null == ExecQuantity) || (null == Quantity)) ||
((ExecQuantity.Equals("")) || (Quantity.Equals(""))))
{
continue; //do not display orders with quantities not populated, wait for the valid order
}
decimal Pct = 100 * Convert.ToDecimal(ExecQuantity) / Convert.ToDecimal(Quantity);
if (ExecQuantity.Equals("0"))
{
PctCmp = "0.00%";
}
else
{
PctCmp = Pct.ToString() + " %";
}
Lvs = GetCell(orderCache, i, "Leaves", out errCode).ToString().TrimStart();
Status = GetCell(orderCache, i, "Status", out errCode).ToString().TrimStart();
OrderRefKey = GetCell(orderCache, i, "OrderRefKey", out errCode).ToString().TrimStart();
BranchCode = GetCell(orderCache, i, "BranchCode", out errCode).ToString().TrimStart();
BranchSeq = GetCell(orderCache, i, "BranchSeq", out errCode).ToString().TrimStart();
Exchange = GetCell(orderCache, i, "Exchange", out errCode).ToString().TrimStart();
var Ord = new Order();
Time = Time.Remove(0, 9);
Ord.Time = Time;
Ord.Account = Account;
Ord.Side = Side;
Ord.Quantity = Quantity;
Ord.ExecQuantity = ExecQuantity;
Ord.Symbol = Symbol;
Ord.PriceDesc = PriceDesc;
Ord.ExecPr = ExecPrice;
Ord.PctCmp = PctCmp;
Ord.Lvs = Lvs;
Ord.Status = Status;
Ord.OrderRefKey = OrderRefKey;
Ord.BranchCode = BranchCode;
Ord.BranchSeq = BranchSeq;
Ord.Exchange = Exchange;
Ord.Customs = Customs;
Console.WriteLine("<Orders row=" + i + "|time=" + Time + ">\n" + Ord.ToString());
/* RediLib.ORDER newOrder = new RediLib.ORDER();
* newOrder.SetOrderKey("r151681", OrderRefKey);
*
* object counter = null;
* newOrder.GetMBFieldCount(ref counter);
* Console.WriteLine("Counter=" + counter);
* Console.WriteLine("Exchange=" + newOrder.Exchange+ "Symbol="+ newOrder.Symbol);
*
* if (newOrder.GetMBFieldCount(ref counter) == null)
* {
* for (int index = 0; index < ((int)counter); index++)
* {
* object name = null; object value = null; object type = null; if (newOrder.GetMBFieldX(index, ref name, ref value, ref type) == null)
* {
* Console.WriteLine("Name=" + name + " value=" + value);
* }
* }
* } */
}
Console.WriteLine("End of orders");
}
catch (Exception e)
{
Console.WriteLine("Exception: " + e);
}
break;
}
}
}
private void orderCacheHandler(int action, int row)
// callback for OrderCache interaction
{
string Time;
string Account;
string Side;
string Quantity;
string ExecQuantity;
string Symbol;
string PriceDesc;
string ExecPrice;
string PctCmp;
string Lvs;
string Status;
string OrderRefKey;
int errCode;
// Console.WriteLine("action: " + action.ToString() + "; row: " + row.ToString());
if (row >= 0)
{
//Console.WriteLine("action: " + action.ToString());
switch (action)
{
case (int)CacheControlActions.Add: // new order is added to cache
// Console.WriteLine("Add");
try
{
Time = GetCell(orderCache, row, "Time", out errCode).ToString().TrimStart();
Account = GetCell(orderCache, row, "Account", out errCode).ToString().TrimStart();
Side = GetCell(orderCache, row, "Side", out errCode).ToString().TrimStart();
Quantity = GetCell(orderCache, row, "Quantity", out errCode).ToString().TrimStart();
ExecQuantity = GetCell(orderCache, row, "ExecQuantity", out errCode).ToString().TrimStart();
Symbol = GetCell(orderCache, row, "DisplaySymbol", out errCode).ToString().TrimStart();
if ((Symbol.Contains("DEFAULT")) || (Symbol.Equals("")))
{
break; // do not display orders that resulated in errors on REDIPlus
}
PriceDesc = GetCell(orderCache, row, "PriceDesc", out errCode).ToString().TrimStart();
ExecPrice = GetCell(orderCache, row, "AvgExecPrice", out errCode).ToString().TrimStart();
if (((null == ExecQuantity) || (null == Quantity)) ||
((ExecQuantity.Equals("")) || (Quantity.Equals(""))))
{
break; // do not display orders with quantities not populated, wait for the valid order
}
decimal Pct = Convert.ToDecimal(ExecQuantity) / Convert.ToDecimal(Quantity);
if (ExecQuantity.Equals("0"))
{
PctCmp = "0.00%";
}
else
{
PctCmp = Pct.ToString() + " %";
}
Lvs = GetCell(orderCache, row, "Leaves", out errCode).ToString().TrimStart();
Status = GetCell(orderCache, row, "Status", out errCode).ToString().TrimStart();
OrderRefKey = GetCell(orderCache, row, "OrderRefKey", out errCode).ToString().TrimStart();
var Ord = new Order();
Time = Time.Remove(0, 9);
Ord.Time = Time;
Ord.Account = Account;
Ord.Side = Side;
Ord.Quantity = Quantity;
Ord.ExecQuantity = ExecQuantity;
Ord.Symbol = Symbol;
Ord.PriceDesc = PriceDesc;
Ord.ExecPr = ExecPrice;
Ord.PctCmp = PctCmp;
Ord.Lvs = Lvs;
Ord.Status = Status;
Ord.OrderRefKey = OrderRefKey;
Console.WriteLine("Add to Orders: " + Ord.ToString());
}
catch (Exception e)
{
Console.WriteLine("Exception: " + e.Message + " " + e.StackTrace);
}
break;
case (int)CacheControlActions.Update: // modification or cancellation
try
{
// Console.WriteLine("Update");
Time = GetCell(orderCache, row, "Time", out errCode).ToString().TrimStart();
Account = GetCell(orderCache, row, "Account", out errCode).ToString().TrimStart();
Side = GetCell(orderCache, row, "Side", out errCode).ToString().TrimStart();
Quantity = GetCell(orderCache, row, "Quantity", out errCode).ToString().TrimStart();
ExecQuantity = GetCell(orderCache, row, "ExecQuantity", out errCode).ToString().TrimStart();
Symbol = GetCell(orderCache, row, "DisplaySymbol", out errCode).ToString().TrimStart();
PriceDesc = GetCell(orderCache, row, "PriceDesc", out errCode).ToString().TrimStart();
ExecPrice = GetCell(orderCache, row, "AvgExecPrice", out errCode).ToString().TrimStart();
//PctCmp = GetCell(orderCache, row, "ProgressValue", out errCode).ToString().TrimStart();
if (((null == ExecQuantity) || (null == Quantity)) ||
((ExecQuantity.Equals("")) || (Quantity.Equals(""))))
{
break; //do not display orders with quantities not populated, wait for the valid order
}
decimal Pct = Convert.ToDecimal(ExecQuantity) / Convert.ToDecimal(Quantity);
if (ExecQuantity.Equals("0"))
{
PctCmp = "0.00%";
}
else
{
PctCmp = Pct.ToString() + " %";
}
Lvs = GetCell(orderCache, row, "Leaves", out errCode).ToString().TrimStart();
Status = GetCell(orderCache, row, "Status", out errCode).ToString().TrimStart();
OrderRefKey = GetCell(orderCache, row, "OrderRefKey", out errCode).ToString().TrimStart();
var Ord = new Order();
Time = Time.Remove(0, 9);
// var order = Ord;
Ord.Time = Time;
Ord.Account = Account;
Ord.Side = Side;
Ord.Quantity = Quantity;
Ord.ExecQuantity = ExecQuantity;
Ord.Symbol = Symbol;
Ord.PriceDesc = PriceDesc;
Ord.ExecPr = ExecPrice;
Ord.PctCmp = PctCmp;
Ord.Lvs = Lvs;
Ord.Status = Status;
Ord.OrderRefKey = OrderRefKey;
// }
Console.WriteLine("Update to Order: " + Ord);
}
catch
{
}
break;
case (int)CacheControlActions.Snapshot:
// Snapshot of what happened throughout this day
// expect this first
try
{
Console.WriteLine("Snapshot of orders:");
for (int i = 0; i < row; i++)
{
Time = GetCell(orderCache, i, "Time", out errCode).ToString().TrimStart();
Account = GetCell(orderCache, i, "Account", out errCode).ToString().TrimStart();
Side = GetCell(orderCache, i, "Side", out errCode).ToString().TrimStart();
Quantity = GetCell(orderCache, i, "Quantity", out errCode).ToString().TrimStart();
ExecQuantity = GetCell(orderCache, i, "ExecQuantity", out errCode).ToString().TrimStart();
Symbol = GetCell(orderCache, i, "DisplaySymbol", out errCode).ToString().TrimStart();
PriceDesc = GetCell(orderCache, i, "PriceDesc", out errCode).ToString().TrimStart();
ExecPrice = GetCell(orderCache, i, "AvgExecPrice", out errCode).ToString().TrimStart();
if (((null == ExecQuantity) || (null == Quantity)) ||
((ExecQuantity.Equals("")) || (Quantity.Equals(""))))
{
continue; //do not display orders with quantities not populated, wait for the valid order
}
decimal Pct = 100 * Convert.ToDecimal(ExecQuantity) / Convert.ToDecimal(Quantity);
if (ExecQuantity.Equals("0"))
{
PctCmp = "0.00%";
}
else
{
PctCmp = Pct.ToString() + " %";
}
Lvs = GetCell(orderCache, i, "Leaves", out errCode).ToString().TrimStart();
Status = GetCell(orderCache, i, "Status", out errCode).ToString().TrimStart();
OrderRefKey = GetCell(orderCache, i, "OrderRefKey", out errCode).ToString().TrimStart();
// Console.WriteLine("1 - Time = " + Time + /*";BrSeq = " + BrSeq +*/ ";row = " + i);
var Ord = new Order();
Time = Time.Remove(0, 9);
Ord.Time = Time;
Ord.Account = Account;
Ord.Side = Side;
Ord.Quantity = Quantity;
Ord.ExecQuantity = ExecQuantity;
Ord.Symbol = Symbol;
Ord.PriceDesc = PriceDesc;
Ord.ExecPr = ExecPrice;
Ord.PctCmp = PctCmp;
Ord.Lvs = Lvs;
Ord.Status = Status;
Ord.OrderRefKey = OrderRefKey;
Console.WriteLine("<Orders row=" + i + "|time=" + Time + ">\n" + Ord.ToString());
}
Console.WriteLine("End of orders");
}
catch (Exception e)
{
Console.WriteLine("Exception: " + e);
}
break;
}
}
}
