C++ (Cpp) placeOrderの例

コード例 #1

ファイル: book.cpp プロジェクト: tspooner/rl_markets

shared_ptr<Order> Book::placeOrderAtLevel(unsigned int level, int size)
{
    if (level >= depth)
        throw runtime_error("Level undefined in book.");

    float p = getPrice(level);
    return placeOrder(p, size);
}

コード例 #2

ファイル: PosixIBClient.cpp プロジェクト: polluxus/IBAdapter

void PosixIBClient::onTest()
{

    qDebug() << "Placing order ....";
    placeOrder();

    //qDebug() << "Requesting market data ....";
    //onReqMktData();
}

コード例 #3

ファイル: PosixTestClient.cpp プロジェクト: brineeb/indy

// MAIN PROCESSING LOOP
void PosixTestClient::processMessages()
{
	fd_set readSet, writeSet, errorSet;

	struct timeval tval;
	tval.tv_usec = 0;
	tval.tv_sec = 0;

	time_t now = time(NULL);

	switch (m_state) {
		case ST_STARTMONITOR:
			startMonitor();
			break;
		case ST_PLACEORDER:
			placeOrder();
			break;
		case ST_PLACEORDER_ACK:
			break;
		case ST_CANCELORDER:
			cancelOrder();
			break;
		case ST_CANCELORDER_ACK:
			break;
		case ST_CHECKALGO:
			algoSweep();
			break;
		case ST_CHECKALGO_ACK:
			break;
		case ST_PING:
			reqCurrentTime();
			break;
		case ST_PING_ACK:
			if( m_sleepDeadline < now) {
				disconnect();
				return;
			}
			break;
		case ST_IDLE:
			if (m_algoSweepTrigger < now) {
				m_state = ST_CHECKALGO;
				return;
			}
			if( m_sleepDeadline < now) {
				m_state = ST_PING;
				return;
			}
			break;
	}

	if( m_sleepDeadline > 0) {
		// initialize timeout with m_sleepDeadline - now
		tval.tv_sec = m_sleepDeadline - now;
	}

	if( m_pClient->fd() >= 0 ) {

		FD_ZERO( &readSet);
		errorSet = writeSet = readSet;

		FD_SET( m_pClient->fd(), &readSet);

		if( !m_pClient->isOutBufferEmpty())
			FD_SET( m_pClient->fd(), &writeSet);

		FD_CLR( m_pClient->fd(), &errorSet);

		int ret = select( m_pClient->fd() + 1, &readSet, &writeSet, &errorSet, &tval);

		if( ret == 0) { // timeout
			return;
		}

		if( ret < 0) {	// error
			disconnect();
			return;
		}

		if( m_pClient->fd() < 0)
			return;

		if( FD_ISSET( m_pClient->fd(), &errorSet)) {
			// error on socket
			m_pClient->onError();
		}

		if( m_pClient->fd() < 0)
			return;

		if( FD_ISSET( m_pClient->fd(), &writeSet)) {
			// socket is ready for writing
			m_pClient->onSend();
		}

		if( m_pClient->fd() < 0)
			return;

		if( FD_ISSET( m_pClient->fd(), &readSet)) {
			// socket is ready for reading

			m_pClient->onReceive();
		}

	}
}

コード例 #4

ファイル: TwsClient.cpp プロジェクト: Swissbanker/TwsMongo

void TwsClient::processMessages()
{
	fd_set readSet, writeSet, errorSet;

	struct timeval tval;
	tval.tv_usec = 0;
	tval.tv_sec = 0;

	time_t now = time(NULL);
	//std::cout<<"m_state "<<m_state<<std::endl;

	switch (m_state) {
		case ST_PLACEORDER:
			placeOrder();
			break;
		case ST_PLACEORDER_ACK:
			break;
		case ST_CANCELORDER:
			cancelOrder();
			break;
		case ST_CANCELORDER_ACK:
			break;
		case ST_PING:
			reqCurrentTime();
			break;
		case ST_PING_ACK:
			if( m_sleepDeadline < now) {
				disconnect();
				return;
			}
			break;
		case ST_IDLE:
			if( m_sleepDeadline < now) {
				m_state = ST_PING;
				return;
			}
			break;
		case ST_MKT_DATA:
			reqMktData();
	}

	if( m_sleepDeadline > 0) {
		// initialize timeout with m_sleepDeadline - now
		tval.tv_sec = m_sleepDeadline - now;
	}

	if( m_pClient->fd() >= 0 ) {

		FD_ZERO( &readSet);
		errorSet = writeSet = readSet;

		FD_SET( m_pClient->fd(), &readSet);

		if( !m_pClient->isOutBufferEmpty())
			FD_SET( m_pClient->fd(), &writeSet);

		FD_CLR( m_pClient->fd(), &errorSet);

		int ret = select( m_pClient->fd() + 1, &readSet, &writeSet, &errorSet, &tval);

		if( ret == 0) { // timeout
			return;
		}

		if( ret < 0) {	// error
			disconnect();
			return;
		}

		if( m_pClient->fd() < 0)
			return;

		if( FD_ISSET( m_pClient->fd(), &errorSet)) {
			// error on socket
			m_pClient->onError();
		}

		if( m_pClient->fd() < 0)
			return;

		if( FD_ISSET( m_pClient->fd(), &writeSet)) {
			// socket is ready for writing
			m_pClient->onSend();
		}

		if( m_pClient->fd() < 0)
			return;

		if( FD_ISSET( m_pClient->fd(), &readSet)) {
			// socket is ready for reading
			m_pClient->onReceive();
		}
	}
}