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]);
}
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());
}
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;
}
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;
}
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;
}