void TWS_TLServer::tickPrice( TickerId tickerId, TickType tickType, double price, int canAutoExecute)
{
if ((tickerId>=0)&&(tickerId<(TickerId)stockticks.size()) && needStock(stockticks[tickerId].sym))
{
time_t now;
time(&now);
CTime ct(now);
TLTick k;
k.date = (ct.GetYear()*10000) + (ct.GetMonth()*100) + ct.GetDay();
k.time = (ct.GetHour()*10000)+(ct.GetMinute()*100)+ct.GetSecond();
k.sym = stockticks[tickerId].sym;
if (tickType==LAST)
{
stockticks[tickerId].trade = price;
k.trade = price;
k.size = stockticks[tickerId].size;
}
else if (tickType==BID)
{
stockticks[tickerId].bid = price;
k.bid = stockticks[tickerId].bid;
k.bs = stockticks[tickerId].bs;
}
else if (tickType==ASK)
{
stockticks[tickerId].ask = price;
k.ask = stockticks[tickerId].ask;
k.os = stockticks[tickerId].os;
}
else return; // not relevant tick info
if (k.isValid() && needStock(k.sym))
this->SrvGotTick(k);
}
}
void TWS_TLServer::tickSize( TickerId tickerId, TickType tickType, int size)
{
if ((tickerId>=0)&&(tickerId<(TickerId)stockticks.size()) && needStock(stockticks[tickerId].sym))
{
time_t now;
time(&now);
CTime ct(now);
TLTick k;
k.date = (ct.GetYear()*10000) + (ct.GetMonth()*100) + ct.GetDay();
k.time = (ct.GetHour()*10000)+(ct.GetMinute()*100) + ct.GetSecond();
k.sym = stockticks[tickerId].sym;
TLSecurity sec = TLSecurity::Deserialize(k.sym);
bool hundrednorm = sec.type== STK;
if (tickType==LAST_SIZE)
{
stockticks[tickerId].size = hundrednorm ? size*100 : size;
k.trade = stockticks[tickerId].trade;
k.size = stockticks[tickerId].size;
}
else if (tickType==BID_SIZE)
{
stockticks[tickerId].bs = size;
k.bid = stockticks[tickerId].bid;
k.bs = stockticks[tickerId].bs;
}
else if (tickType==ASK_SIZE)
{
stockticks[tickerId].os = size;
k.ask= stockticks[tickerId].ask;
k.os = stockticks[tickerId].os;
}
else return; // not relevant tick info
if (k.isValid() && needStock(k.sym))
this->SrvGotTick(k);
}
}
void TWS_TLWM::tickSize( TickerId tickerId, TickType tickType, int size)
{
if ((tickerId>-1)&&(tickerId<stocktickers.size()) && needStock(stocktickers[tickerId]))
{
time_t now;
time(&now);
CTime ct(now);
TLTick k;
k.date = (ct.GetYear()*10000) + (ct.GetMonth()*100) + ct.GetDay();
k.time = (ct.GetHour()*100)+ct.GetMinute();
k.sec = ct.GetSecond();
k.sym = stocktickers[tickerId];
if (tickType==LAST_SIZE)
{
stockticks[tickerId].size = size*100;
k.trade = stockticks[tickerId].trade;
k.size = stockticks[tickerId].size;
}
else if (tickType==BID_SIZE)
{
stockticks[tickerId].bs = size;
k.bid = stockticks[tickerId].bid;
k.bs = stockticks[tickerId].bs;
}
else if (tickType==ASK_SIZE)
{
stockticks[tickerId].os = size;
k.ask= stockticks[tickerId].ask;
k.os = stockticks[tickerId].os;
}
else return; // not relevant tick info
if (k.isValid() && needStock(k.sym))
this->SrvGotTick(k);
}
}