void stiEvents_OnSTIOrderUpdate(ref structSTIOrderUpdate structOrderUpdate)
{
Order o = new OrderImpl();
o.symbol = structOrderUpdate.bstrSymbol;
uint id = 0;
if (!uint.TryParse(structOrderUpdate.bstrClOrderId, out id))
{
id = (uint)structOrderUpdate.nOrderRecordId;
}
o.id = id;
o.size = structOrderUpdate.nQuantity;
o.side = o.size > 0;
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);
tl.newOrder(o);
}
void stiEvents_OnSTIOrderUpdate(ref structSTIOrderUpdate structOrderUpdate)
{
if (UseXmlMode)
{
return;
}
doorderupdate(ref structOrderUpdate);
}
void stiEvents_OnSTIOrderUpdateXML(ref string bstrOrder)
{
try
{
XmlSerializer xs = new XmlSerializer(typeof(SterlingLib.structSTIOrderUpdate));
structSTIOrderUpdate q = (structSTIOrderUpdate)xs.Deserialize(new System.IO.StringReader(bstrOrder));
doorderupdate(ref q);
}
catch (Exception ex)
{
debug("Error deserializing order: " + bstrOrder);
debug(ex.Message + ex.StackTrace);
}
}
void stiEvents_OnSTIOrderUpdate(ref structSTIOrderUpdate structOrderUpdate)
{
if (UseXmlMode) return;
doorderupdate(ref structOrderUpdate);
}
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);
}
void doorderupdate(ref structSTIOrderUpdate structOrderUpdate)
{
STIOrderStatus stat = (STIOrderStatus)structOrderUpdate.nOrderStatus;
Order o = new OrderImpl();
string ssym = structOrderUpdate.bstrSymbol;
if (UseSubscribedSymbolForNotify)
{
int idx = getlongsymbolidx(ssym);
// check for error
if ((idx < 0) || (idx>=syms.Length))
{
debug(ssym + " order ack error identifying symbol idx: " + idx + " symbols: " + string.Join(",", syms));
o.symbol = ssym;
}
else
o.symbol = syms[idx];
}
else
o.symbol = ssym;
long id = 0;
// see if the order id is unknown
if (!long.TryParse(structOrderUpdate.bstrClOrderId, out id))
{
// see if we know the sterling id (sometimes sterling doesn't send full client id)
if (sterid2tlid.ContainsKey(structOrderUpdate.nOrderRecordId))
{
id = sterid2tlid[structOrderUpdate.nOrderRecordId];
}
else
{
// 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 (stat == 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))
{
newcancel(orderid);
}
else if (sterid2tlid.ContainsKey(structOrderUpdate.nOrderRecordId))
{
newcancel(sterid2tlid[structOrderUpdate.nOrderRecordId]);
}
else
{
debug("exchange_or_user cancel sent with unknown id: " + id);
string clid = structOrderUpdate.bstrClOrderId == null ? string.Empty : structOrderUpdate.bstrClOrderId;
v("order information. clid:" + clid + " status: " + stat.ToString() + " nrecid: " + structOrderUpdate.nOrderRecordId + " other: " + Util.DumpObjectProperties(structOrderUpdate));
}
return;
}
else if (stat == STIOrderStatus.osSTIPendingCancel)
{
string clid = structOrderUpdate.bstrClOrderId == null ? string.Empty : structOrderUpdate.bstrClOrderId;
v("order information. clid:" + clid + " status: " + stat.ToString() + " nrecid: " + structOrderUpdate.nOrderRecordId + " other: " + Util.DumpObjectProperties(structOrderUpdate));
return;
}
// don't notify for same order more than once
if (_onotified.Contains(id))
{
string clid = structOrderUpdate.bstrClOrderId == null ? string.Empty : structOrderUpdate.bstrClOrderId;
v("order information. clid:" + clid + " status: " + stat.ToString() + " nrecid: " + structOrderUpdate.nOrderRecordId+" other: "+Util.DumpObjectProperties(structOrderUpdate));
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);
v("order acknowledgement: " + o.ToString()+" status: "+stat.ToString()+" id: "+id+" nrecid: "+structOrderUpdate.nOrderRecordId);
updateidmap(structOrderUpdate.nOrderRecordId, o.id);
if (RegSHOShorts)
sho.GotOrder(o);
tl.newOrder(o);
}
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);
}
void stiEvents_OnSTIOrderUpdate(ref structSTIOrderUpdate structOrderUpdate)
{
Order o = new OrderImpl();
o.symbol = structOrderUpdate.bstrSymbol;
uint id = 0;
if (!uint.TryParse(structOrderUpdate.bstrClOrderId, out id))
id = (uint)structOrderUpdate.nOrderRecordId;
o.id = id;
o.size = structOrderUpdate.nQuantity;
o.side = o.size > 0;
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);
tl.newOrder(o);
}
