void TestContext::terminateStrategy()
{
DEBUG_MESSAGE(reqQryDebugLog(),"Terminated From Front End");
reqAddStrategyComment(API2::CONSTANTS::RSP_StrategyComment_STRATEGY_COMPLETED_SUCCESSFULLY);
reqTerminateStrategy();
return;
}
void API2::Test2::Context::onFilled(API2::OrderConfirmation &confirmation, API2::COMMON::OrderId *orderId)
{
DEBUG_MESSAGE(reqQryDebugLog(), __PRETTY_FUNCTION__ );
DEBUG_MESSAGE(reqQryDebugLog(), "Order Filled, Terminating");
reqAddStrategyComment(API2::CONSTANTS::RSP_StrategyComment_STRATEGY_COMPLETED_SUCCESSFULLY);
reqTerminateStrategy(false);
}
void API2::Test2::Context::onMarketDataEvent(UNSIGNED_LONG symbolId)
{
API2::DATA_TYPES::RiskStatus risk;
// DEBUG_MESSAGE(reqQryDebugLog(), __PRETTY_FUNCTION__ );
// DEBUG_FLUSH(reqQryDebugLog());
// reqQryMarketData(symbolId)->dump();
// return;
if(_orderWrapper._isReset)
{
DEBUG_MESSAGE(reqQryDebugLog(), "Sending New Order");
if(!_orderWrapper.newOrder(risk,getPrice(),_userParams._qty))
{
DEBUG_VARSHOW(reqQryDebugLog(), "Failed Sending New Order, Reason:", risk);
DEBUG_FLUSH(reqQryDebugLog());
reqAddStrategyComment(API2::CONSTANTS::RSP_StrategyComment_RMS_FAILURE);
reqTerminateStrategy();
}
}
else
{
switch(reqQryOrderStatus(_orderWrapper._orderId))
{
case API2::CONSTANTS::RSP_OrderStatus_PENDING:
return;
case API2::CONSTANTS::RSP_OrderStatus_FILLED:
case API2::CONSTANTS::RSP_OrderStatus_CANCELED:
_orderWrapper.reset();
onMarketDataEvent(symbolId);
return;
case API2::CONSTANTS::RSP_OrderStatus_CONFIRMED:
case API2::CONSTANTS::RSP_OrderStatus_PARTIALLY_FILLED:
case API2::CONSTANTS::RSP_OrderStatus_REPLACED:
if(_orderWrapper.replaceOrder(risk,getPrice(),_userParams._qty)){
DEBUG_MESSAGE(reqQryDebugLog(), "Sent Replace Order");
}
else{
DEBUG_VARSHOW(reqQryDebugLog(), "Failed Replace Order, reason",risk);
}
}
}
DEBUG_FLUSH(reqQryDebugLog());
}
API2::Test2::Context::Context(API2::StrategyParameters *params):
API2::SGContext(params, "CustomTest2"),
_Instrument(NULL),
_userParams()
{
API2::UserParams *customOMMParams = (API2::UserParams *)params->getInfo();
DEBUG_MESSAGE(reqQryDebugLog(), __PRETTY_FUNCTION__ );
customOMMParams->dump();
if(!setInternalParameters(customOMMParams))
{
reqAddStrategyComment(API2::CONSTANTS::RSP_StrategyComment_STRATEGY_ERROR_STATE);
reqTerminateStrategy();
}
}
void TestContext::terminateStrategyComment(API2::DATA_TYPES::StrategyComment comment)
{
_terminate = true;
reqAddStrategyComment(comment);
reqTerminateStrategy();
}
