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 TLServer_IP::SrvGotTick(TLTick tick)
{
if (tick.sym=="") return;
for (uint i = 0; i<stocks.size(); i++)
for (uint j = 0; j<stocks[i].size(); j++)
{
if (stocks[i][j]==tick.sym)
TLSend(TICKNOTIFY,tick.Serialize(),client[i]);
}
}
void TLServer_WM::SrvGotTick(TLTick tick)
{
// if tick has no symbol index, send it old way
if (tick.symid<0)
{
for (uint i = 0; i<stocks.size(); i++)
for (uint j = 0; j<stocks[i].size(); j++)
{
if (stocks[i][j]==tick.sym)
TLSend(TICKNOTIFY,tick.Serialize(),i);
}
return;
}
// otherwise get only clients by their index
clientindex symclients = symclientidx[tick.symid];
for (uint i = 0; i<symclients.size(); i++)
{
TLSend(TICKNOTIFY,tick.Serialize(),symclients[i]);
}
}
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);
}
}
