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);
}
}
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());
}
}
void SimBroker_GotOrderCancel(string sym, bool side, long id)
{
// if we get an order cancel notify from the broker, pass along to our clients
tl.newCancel(id);
// send the updated book to our clients for same side as order
Tick book = OrderToTick(SimBroker.BestBidOrOffer(sym, side));
tl.newTick(book);
}
void bwOrder_BWOrderUpdateEvent(object sender, BWOrderStatus BWOrderStatus)
{
BWOrder bwo = (BWOrder)sender;
long id = (long)bwo.CustomID;
Order o = new OrderImpl(bwo.Symbol, (int)bwo.Size);
o.id = (long)bwo.CustomID;
o.side = (bwo.OrderSide == ORDER_SIDE.SIDE_BUY) || (bwo.OrderSide == ORDER_SIDE.SIDE_COVER);
o.price = (decimal)bwo.LimitPrice;
o.stopp = (decimal)bwo.StopPrice;
o.Account = bwo.UserID.ToString();
o.ex = bwo.Venue.ToString();
switch (BWOrderStatus)
{
case BWOrderStatus.ACCEPTED:
{
tl.newOrder(o);
v(o.symbol + " sent order acknowledgement for: " + o.ToString());
if (_bwOrdIds.ContainsKey(o.id))
{
_bwOrdIds[o.id] = bwo.OrderID;
}
}
break;
case BWOrderStatus.CANCELED:
{
tl.newCancel(id);
v("sent cancel notification for order: " + id);
}
break;
case BWOrderStatus.REJECTED:
{
tl.newCancel(id);
debug("Rejected: " + bwo.CustomID.ToString() + bwo.RejectReason);
}
break;
}
}
void tl_newOrderCancelRequest(long 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.newCancel(number);
}
}
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);
}
