Example #1
0
void TLServer_WM::SrvGotOrder(TLOrder order)
{
    if (!order.isValid())
        return;
    for (size_t i = 0; i<client.size(); i++)
        if (client[i]!="")
            TLSend(ORDERNOTIFY,order.Serialize(),client[i]);
}
Example #2
0
static void __stdcall Basics()
{
	const CString sym = "LVS";
	const double x = 10;
	const int s = 200;
	TLOrder o;
	CFIX_ASSERT(!o.isFilled());
	CFIX_ASSERT(!o.isValid());
	o.symbol = sym;
	o.size = s;
	CFIX_ASSERT(o.isMarket());
	o.price = x;
	CFIX_ASSERT(o.isLimit());
	o.stop = x;
	CFIX_ASSERT(o.isStop());
}
Example #3
0
	int TWS_TLWM::SendOrder(TLOrder o)
	{
		// check our order
		if (!o.isValid()) return GOTNULLORDER;
		if (o.symbol=="") return UNKNOWNSYM;

		// create broker-specific objects here
		Order* order(new Order);
		order->auxPrice = o.stop;
		order->lmtPrice = o.price;
		order->orderType = (o.stop!=0) ? "STP" : (o.price!=0 ? "LMT" : "MKT");
		order->totalQuantity = (long)o.size;
		order->action = (o.side) ? "BUY" : "SELL";
		order->account = o.account;
		order->tif = o.TIF;
		order->outsideRth = true;
		if (o.id!=0) // if ID is provided, keep it
			order->orderId = o.id;
		else // otherwise just get the next id
			order->orderId = getNextOrderId(o.account);
		order->transmit = true;

		Contract* contract(new Contract);
		contract->symbol = o.symbol;
		contract->localSymbol = o.localsymbol;
		if (o.exchange=="")
			o.exchange = "SMART";
		contract->exchange = o.exchange;
		contract->secType = o.security;
		contract->currency = o.currency;

		// get the TWS session associated with our account
		EClient* client;
		if (o.account=="") // if no account specified, get default
			client = m_link[this->validlinkids[0]];
		else // otherwise get the session our account is logged into
			client	= GetOrderSink(o.account);

		// place our order
		if (client!=NULL)
			client->placeOrder(order->orderId,*contract,*order);

		delete order;
		delete contract;

		return OK;
	}
Example #4
0
	int TWS_TLServer::SendOrder(TLOrder o)
	{
		// check our order
		if (o.symbol=="") return UNKNOWN_SYMBOL;
		if (!o.isValid()) return INVALID_ORDERSIZE;


		// create broker-specific objects here
		Order* order(new Order);
		order->auxPrice = o.isTrail() ? o.trail : o.stop;
		order->lmtPrice = o.price;
		order->orderType = (o.isStop()) ? "STP" : (o.isLimit() ? "LMT" : (o.isTrail() ? "TRAIL" : "MKT"));
		order->totalQuantity = (long)o.size;
		order->action = (o.side) ? "BUY" : "SELL";
		order->account = o.account;
		order->tif = o.TIF;
		order->outsideRth = true;
		order->orderId = newOrder(o.id,o.account);
		order->transmit = true;

		Contract* contract(new Contract);
		contract->symbol = o.symbol;
		contract->localSymbol = o.localsymbol!="" ? o.localsymbol : o.symbol;
		if (o.exchange=="")
			o.exchange = "SMART";
		contract->exchange = o.exchange;
		contract->secType = o.security;
		contract->currency = o.currency;

		// get the TWS session associated with our account
		EClient* client;
		if (o.account=="") // if no account specified, get default
			client = m_link[this->validlinkids[0]];
		else // otherwise get the session our account is logged into
			client	= GetOrderSink(o.account);

		// place our order
		if (client!=NULL)
			client->placeOrder(order->orderId,*contract,*order);

		delete order;
		delete contract;

		return OK;
	}
Example #5
0
UINT __cdecl DoOrderResend(LPVOID param)
{
    // we need a queue object
    LS_TLWM* tl = (LS_TLWM*)param;
    // ensure it's present
    if (tl==NULL)
    {
        return OK;
    }

    while (tl->_go)
    {
        if (tl->_resends!=0)
        {
            // process every valid order in queue
            for (uint i = 0; i<tl->resend.size(); i++)
            {
                // get tradelink order
                TLOrder ord = tl->resend[i];
                // skip if invalid
                if (!ord.isValid())
                    continue;
                // mark as invalid
                TLOrder blank;
                tl->resend[i] = blank;
                tl->_resends--;
                // resend it
                tl->SendOrder(ord);
                // notify
                CString tmp;
                tmp.Format("%s Resending order: %s",ord.symbol,ord.Serialize());
                tl->D(tmp);
                // wait briefly
                Sleep(25);
            }
        }
        Sleep(100);
    }
    return OK;
}