Esempio n. 1
0
/** Request update data received data handler. */
void ResponseListener::onTablesUpdates(IO2GResponse *data)
{
    if (data)
    {
        O2G2Ptr<IO2GResponseReaderFactory> factory = mSession->getResponseReaderFactory();
        if (factory)
        {
            O2G2Ptr<IO2GTablesUpdatesReader> reader = factory->createTablesUpdatesReader(data);
            if (reader)
            {
                for (int i = 0; i < reader->size(); ++i)
                {
                    switch (reader->getUpdateTable(i))
                    {
                    case Orders:
                    {
                        O2G2Ptr<IO2GOrderRow> order = reader->getOrderRow(i);
                        if (mRequestID != order->getRequestID())
                            break;
                        switch (reader->getUpdateType(i))
                        {
                        case Insert:
                            if ((isClosingOrder(order) || isOpeningOrder(order)) &&
                                    mOrderMonitorNetting == NULL)
                            {
                                std::cout << "The order has been added. OrderID='" << order->getOrderID() << "', "
                                          << "Rate='" << order->getRate() << "', "
                                          << "TimeInForce='" << order->getTimeInForce() << "'"
                                          << std::endl;
                                O2G2Ptr<IO2GTradeRow> trade = NULL;
                                std::string sTradeID = std::string(order->getTradeID());
                                if (mTradesTable)
                                {
                                    for (int j = 0; j < mTradesTable->size(); ++j)
                                    {
                                        if (sTradeID == mTradesTable->getRow(j)->getTradeID())
                                        {
                                            trade = mTradesTable->getRow(j);
                                            break;
                                        }
                                    }
                                }
                                if (trade)
                                    mOrderMonitorNetting = new OrderMonitorNetting(order, trade->getAmount());
                                else
                                    mOrderMonitorNetting = new OrderMonitorNetting(order, 0);
                            }
                            break;
                        case Delete:
                            if (mOrderMonitorNetting)
                            {
                                std::cout << "The order has been deleted. OrderID='" << order->getOrderID() << "'"
                                          << std::endl;
                                mOrderMonitorNetting->onOrderDeleted(order);
                                if (mOrderMonitorNetting->isOrderCompleted())
                                {
                                    printResult();
                                    SetEvent(mResponseEvent);
                                }
                            }
                            break;
                        }
                    }
                    break;
                    case Trades:
                    {
                        O2G2Ptr<IO2GTradeRow> trade = reader->getTradeRow(i);
                        switch (reader->getUpdateType(i))
                        {
                        case Insert:
                        {
                            if (mOrderMonitorNetting)
                            {
                                mOrderMonitorNetting->onTradeAdded(trade);
                                if (mOrderMonitorNetting->isOrderCompleted())
                                {
                                    printResult();
                                    SetEvent(mResponseEvent);
                                }
                            }
                        }
                        break;
                        case Update:
                        {
                            if (mOrderMonitorNetting)
                            {
                                mOrderMonitorNetting->onTradeUpdated(trade);
                                if (mOrderMonitorNetting->isOrderCompleted())
                                {
                                    printResult();
                                    SetEvent(mResponseEvent);
                                }
                            }
                        }
                        break;
                        }
                    }
                    break;
                    case ClosedTrades:
                    {
                        if (reader->getUpdateType(i) == Insert)
                        {
                            O2G2Ptr<IO2GClosedTradeRow> closedTrade = reader->getClosedTradeRow(i);
                            if (mOrderMonitorNetting)
                            {
                                mOrderMonitorNetting->onClosedTradeAdded(closedTrade);
                                if (mOrderMonitorNetting->isOrderCompleted())
                                {
                                    printResult();
                                    SetEvent(mResponseEvent);
                                }
                            }
                        }
                    }
                    break;
                    case Messages:
                    {
                        if (reader->getUpdateType(i) == Insert)
                        {
                            O2G2Ptr<IO2GMessageRow> message = reader->getMessageRow(i);
                            if (mOrderMonitorNetting)
                            {
                                mOrderMonitorNetting->onMessageAdded(message);
                                if (mOrderMonitorNetting->isOrderCompleted())
                                {
                                    printResult();
                                    SetEvent(mResponseEvent);
                                }
                            }
                        }
                    }
                    break;
                    case Accounts:
                    {
                        if (reader->getUpdateType(i) == Update && reader->getUpdateTable(i) == Accounts)
                        {
                            O2G2Ptr<IO2GAccountRow> account = reader->getAccountRow(i);
                            std::cout << "The balance has been changed. AccountID=" << account->getAccountID() << ", "
                                      << "Balance=" << std::fixed << account->getBalance() << std::endl;
                        }
                    }
                    break;
                    }
                }
            }
        }
    }
}
Esempio n. 2
0
/** Request update data received data handler. */
void ResponseListener::onTablesUpdates(IO2GResponse *data)
{
    if (data)
    {
        O2G2Ptr<IO2GResponseReaderFactory> factory = mSession->getResponseReaderFactory();
        if (factory)
        {
            O2G2Ptr<IO2GTablesUpdatesReader> reader = factory->createTablesUpdatesReader(data);
            if (reader)
            {
                for (int i = 0; i < reader->size(); ++i)
                {
                    switch (reader->getUpdateTable(i))
                    {
                    case Orders:
                    {
                        O2G2Ptr<IO2GOrderRow> order = reader->getOrderRow(i);
                        if (reader->getUpdateType(i) == Insert)
                        {
                            if (mBatchOrderMonitor)
                            {
                                std::cout << "The order has been added. OrderID='" << order->getOrderID() << "', "
                                        << "Rate='" << order->getRate() << "', "
                                        << "TimeInForce='" << order->getTimeInForce() << "'"
                                        << std::endl;
                                mBatchOrderMonitor->onOrderAdded(order);
                            }
                        }
                        else if (reader->getUpdateType(i) == Delete)
                        {
                            if (mBatchOrderMonitor)
                            {
                                std::cout << "The order has been deleted. OrderID='" << order->getOrderID() << "'"
                                        << std::endl;
                                mBatchOrderMonitor->onOrderDeleted(order);
                                if (mBatchOrderMonitor->isBatchExecuted())
                                {
                                    printResult();
                                    SetEvent(mResponseEvent);
                                }
                            }
                        }
                    }
                    break;
                    case Trades:
                    {
                        if (reader->getUpdateType(i) == Insert)
                        {
                            O2G2Ptr<IO2GTradeRow> trade = reader->getTradeRow(i);
                            if (mBatchOrderMonitor)
                            {
                                mBatchOrderMonitor->onTradeAdded(trade);
                                if (mBatchOrderMonitor->isBatchExecuted())
                                {
                                    printResult();
                                    SetEvent(mResponseEvent);
                                }
                            }
                        }
                    }
                    break;
                    case ClosedTrades:
                    {
                        if (reader->getUpdateType(i) == Insert)
                        {
                            O2G2Ptr<IO2GClosedTradeRow> closedTrade = reader->getClosedTradeRow(i);
                            if (mBatchOrderMonitor)
                            {
                                mBatchOrderMonitor->onClosedTradeAdded(closedTrade);
                                if (mBatchOrderMonitor->isBatchExecuted())
                                {
                                    printResult();
                                    SetEvent(mResponseEvent);
                                }
                            }
                        }
                    }
                    break;
                    case Messages:
                    {
                        if (reader->getUpdateType(i) == Insert)
                        {
                            O2G2Ptr<IO2GMessageRow> message = reader->getMessageRow(i);
                            if (mBatchOrderMonitor)
                            {
                                mBatchOrderMonitor->onMessageAdded(message);
                                if (mBatchOrderMonitor->isBatchExecuted())
                                {
                                    printResult();
                                    SetEvent(mResponseEvent);
                                }
                            }
                        }
                    }
                    break;
                    case Accounts:
                    {
                        if (reader->getUpdateType(i) == Update && reader->getUpdateTable(i) == Accounts)
                        {
                            O2G2Ptr<IO2GAccountRow> account = reader->getAccountRow(i);
                            std::cout << "The balance has been changed. AccountID=" << account->getAccountID() << ", "
                                    << "Balance=" << std::fixed << account->getBalance() << std::endl;
                        }
                    }
                    break;
                    }
                }
            }
        }
    }
}