C++ (Cpp) reqMktData Examples

Example #1

File: twsdo.cpp Project: adamnemecek/twstools

void TwsDL::idle()
{
	waitData();
	if( quit || currentRequest.reqType() != GenericRequest::NONE ) {
		return;
	}

	if( !twsClient->isConnected() ) {
		connectTws();
		return;
	}

	// HACK
	static int f****e = 0;
	if( f****e <= 0 ) {
		f****e = reqMktData();
	}

	GenericRequest::ReqType reqType = workTodo->nextReqType();
	switch( reqType ) {
	case GenericRequest::ACC_STATUS_REQUEST:
		reqAccStatus();
		break;
	case GenericRequest::EXECUTIONS_REQUEST:
		reqExecutions();
		break;
	case GenericRequest::ORDERS_REQUEST:
		reqOrders();
		break;
	case GenericRequest::CONTRACT_DETAILS_REQUEST:
		reqContractDetails();
		break;
	case GenericRequest::HIST_REQUEST:
		reqHistoricalData();
		break;
	case GenericRequest::NONE:
		/* TODO for now we place all orders when nothing else todo */
		if( strat != NULL ) {
			work_dso( strat, this );
		}
		placeAllOrders();
		break;
	}
	
	if( reqType == GenericRequest::NONE && f****e <= 1 && p_orders.empty() ) {
		_lastError = "No more work to do.";
		quit = true;
	}
}

Example #2

File: TwsClient.cpp Project: Swissbanker/TwsMongo

void TwsClient::processMessages()
{
	fd_set readSet, writeSet, errorSet;

	struct timeval tval;
	tval.tv_usec = 0;
	tval.tv_sec = 0;

	time_t now = time(NULL);
	//std::cout<<"m_state "<<m_state<<std::endl;

	switch (m_state) {
		case ST_PLACEORDER:
			placeOrder();
			break;
		case ST_PLACEORDER_ACK:
			break;
		case ST_CANCELORDER:
			cancelOrder();
			break;
		case ST_CANCELORDER_ACK:
			break;
		case ST_PING:
			reqCurrentTime();
			break;
		case ST_PING_ACK:
			if( m_sleepDeadline < now) {
				disconnect();
				return;
			}
			break;
		case ST_IDLE:
			if( m_sleepDeadline < now) {
				m_state = ST_PING;
				return;
			}
			break;
		case ST_MKT_DATA:
			reqMktData();
	}

	if( m_sleepDeadline > 0) {
		// initialize timeout with m_sleepDeadline - now
		tval.tv_sec = m_sleepDeadline - now;
	}

	if( m_pClient->fd() >= 0 ) {

		FD_ZERO( &readSet);
		errorSet = writeSet = readSet;

		FD_SET( m_pClient->fd(), &readSet);

		if( !m_pClient->isOutBufferEmpty())
			FD_SET( m_pClient->fd(), &writeSet);

		FD_CLR( m_pClient->fd(), &errorSet);

		int ret = select( m_pClient->fd() + 1, &readSet, &writeSet, &errorSet, &tval);

		if( ret == 0) { // timeout
			return;
		}

		if( ret < 0) {	// error
			disconnect();
			return;
		}

		if( m_pClient->fd() < 0)
			return;

		if( FD_ISSET( m_pClient->fd(), &errorSet)) {
			// error on socket
			m_pClient->onError();
		}

		if( m_pClient->fd() < 0)
			return;

		if( FD_ISSET( m_pClient->fd(), &writeSet)) {
			// socket is ready for writing
			m_pClient->onSend();
		}

		if( m_pClient->fd() < 0)
			return;

		if( FD_ISSET( m_pClient->fd(), &readSet)) {
			// socket is ready for reading
			m_pClient->onReceive();
		}
	}
}