void Z_DC_Spread_Policy::OnFOrderChanged(OrderField* pOrder,int nLastTradedVolume,int nFilledVolume, char cOrderStatus)
{
//cout<<"Order Change: "<<pOrder->InstrumentID<<" "<<pOrder<<" "<<m_MyTradeA.m_pOrder<<" "<<m_MyTradeB.m_pOrder<<" "<<pOrder->ErrorID<<" "<<cOrderStatus<<endl;
if(pOrder == m_MyTradeA.m_pOrder){
OrderChange(&m_MyTradeA);
}
else if(pOrder == m_MyTradeB.m_pOrder){
OrderChange(&m_MyTradeB);
}
}
LLBoundListener LLEventPump::listen_impl(const std::string& name, const LLEventListener& listener,
const NameList& after,
const NameList& before)
{
// Check for duplicate name before connecting listener to mSignal
ConnectionMap::const_iterator found = mConnections.find(name);
// In some cases the user might disconnect a connection explicitly -- or
// might use LLEventTrackable to disconnect implicitly. Either way, we can
// end up retaining in mConnections a zombie connection object that's
// already been disconnected. Such a connection object can't be
// reconnected -- nor, in the case of LLEventTrackable, would we want to
// try, since disconnection happens with the destruction of the listener
// object. That means it's safe to overwrite a disconnected connection
// object with the new one we're attempting. The case we want to prevent
// is only when the existing connection object is still connected.
if (found != mConnections.end() && found->second.connected())
{
throw DupListenerName(std::string("Attempt to register duplicate listener name '") + name +
"' on " + typeid(*this).name() + " '" + getName() + "'");
}
// Okay, name is unique, try to reconcile its dependencies. Specify a new
// "node" value that we never use for an mSignal placement; we'll fix it
// later.
DependencyMap::node_type& newNode = mDeps.add(name, -1.0, after, before);
// What if this listener has been added, removed and re-added? In that
// case newNode already has a non-negative value because we never remove a
// listener from mDeps. But keep processing uniformly anyway in case the
// listener was added back with different dependencies. Then mDeps.sort()
// would put it in a different position, and the old newNode placement
// value would be wrong, so we'd have to reassign it anyway. Trust that
// re-adding a listener with the same dependencies is the trivial case for
// mDeps.sort(): it can just replay its cache.
DependencyMap::sorted_range sorted_range;
try
{
// Can we pick an order that works including this new entry?
sorted_range = mDeps.sort();
}
catch (const DependencyMap::Cycle& e)
{
// No: the new node's after/before dependencies have made mDeps
// unsortable. If we leave the new node in mDeps, it will continue
// to screw up all future attempts to sort()! Pull it out.
mDeps.remove(name);
throw Cycle(std::string("New listener '") + name + "' on " + typeid(*this).name() +
" '" + getName() + "' would cause cycle: " + e.what());
}
// Walk the list to verify that we haven't changed the order.
float previous = 0.0, myprev = 0.0;
DependencyMap::sorted_iterator mydmi = sorted_range.end(); // need this visible after loop
for (DependencyMap::sorted_iterator dmi = sorted_range.begin();
dmi != sorted_range.end(); ++dmi)
{
// Since we've added the new entry with an invalid placement,
// recognize it and skip it.
if (dmi->first == name)
{
// Remember the iterator belonging to our new node, and which
// placement value was 'previous' at that point.
mydmi = dmi;
myprev = previous;
continue;
}
// If the new node has rearranged the existing nodes, we'll find
// that their placement values are no longer in increasing order.
if (dmi->second < previous)
{
// This is another scenario in which we'd better back out the
// newly-added node from mDeps -- but don't do it yet, we want to
// traverse the existing mDeps to report on it!
// Describe the change to the order of our listeners. Copy
// everything but the newest listener to a vector we can sort to
// obtain the old order.
typedef std::vector< std::pair<float, std::string> > SortNameList;
SortNameList sortnames;
for (DependencyMap::sorted_iterator cdmi(sorted_range.begin()), cdmend(sorted_range.end());
cdmi != cdmend; ++cdmi)
{
if (cdmi->first != name)
{
sortnames.push_back(SortNameList::value_type(cdmi->second, cdmi->first));
}
}
std::sort(sortnames.begin(), sortnames.end());
std::ostringstream out;
out << "New listener '" << name << "' on " << typeid(*this).name() << " '" << getName()
<< "' would move previous listener '" << dmi->first << "'\nwas: ";
SortNameList::const_iterator sni(sortnames.begin()), snend(sortnames.end());
if (sni != snend)
{
out << sni->second;
while (++sni != snend)
{
out << ", " << sni->second;
}
}
out << "\nnow: ";
DependencyMap::sorted_iterator ddmi(sorted_range.begin()), ddmend(sorted_range.end());
if (ddmi != ddmend)
{
out << ddmi->first;
while (++ddmi != ddmend)
{
out << ", " << ddmi->first;
}
}
// NOW remove the offending listener node.
mDeps.remove(name);
// Having constructed a description of the order change, inform caller.
throw OrderChange(out.str());
}
// This node becomes the previous one.
previous = dmi->second;
}
// We just got done with a successful mDeps.add(name, ...) call. We'd
// better have found 'name' somewhere in that sorted list!
assert(mydmi != sorted_range.end());
// Four cases:
// 0. name is the only entry: placement 1.0
// 1. name is the first of several entries: placement (next placement)/2
// 2. name is between two other entries: placement (myprev + (next placement))/2
// 3. name is the last entry: placement ceil(myprev) + 1.0
// Since we've cleverly arranged for myprev to be 0.0 if name is the
// first entry, this folds down to two cases. Case 1 is subsumed by
// case 2, and case 0 is subsumed by case 3. So we need only handle
// cases 2 and 3, which means we need only detect whether name is the
// last entry. Increment mydmi to see if there's anything beyond.
if (++mydmi != sorted_range.end())
{
// The new node isn't last. Place it between the previous node and
// the successor.
newNode = (myprev + mydmi->second)/2.0;
}
else
{
// The new node is last. Bump myprev up to the next integer, add
// 1.0 and use that.
newNode = std::ceil(myprev) + 1.0;
}
// Now that newNode has a value that places it appropriately in mSignal,
// connect it.
LLBoundListener bound = mSignal->connect(newNode, listener);
mConnections[name] = bound;
return bound;
}
