/** 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)
{
if (reader->getUpdateTable(i) == Orders)
{
O2G2Ptr<IO2GOrderRow> order = reader->getOrderRow(i);
if (reader->getUpdateType(i) == Insert)
{
if (mRequestID == order->getRequestID())
{
std::cout << "The order has been added. OrderID='" << order->getOrderID() << "', "
<< "Type='" << order->getType() << "', "
<< "BuySell='" << order->getBuySell() << "', "
<< "Rate='" << order->getRate() << "', "
<< "TimeInForce='" << order->getTimeInForce() << "'"
<< std::endl;
SetEvent(mResponseEvent);
}
}
}
}
}
}
}
}
void ResponseListener::printResult()
{
if (mOrderMonitorNetting)
{
OrderMonitorNetting::ExecutionResult result = mOrderMonitorNetting->getResult();
std::vector<IO2GTradeRow*> trades;
std::vector<IO2GTradeRow*> updatedTrades;
std::vector<IO2GClosedTradeRow*> closedTrades;
O2G2Ptr<IO2GOrderRow> order = mOrderMonitorNetting->getOrder();
std::string orderID = order->getOrderID();
mOrderMonitorNetting->getTrades(trades);
mOrderMonitorNetting->getUpdatedTrades(updatedTrades);
mOrderMonitorNetting->getClosedTrades(closedTrades);
switch (result)
{
case OrderMonitorNetting::Canceled:
{
if (trades.size() > 0)
{
printTrades(trades, orderID);
printUpdatedTrades(updatedTrades, orderID);
printClosedTrades(closedTrades, orderID);
std::cout << "A part of the order has been canceled. "
<< "Amount = " << mOrderMonitorNetting->getRejectAmount() << std::endl;
}
else
{
std::cout << "The order: OrderID=" << orderID << " has been canceled" << std::endl;
std::cout << "The cancel amount = " << mOrderMonitorNetting->getRejectAmount() << std::endl;
}
}
break;
case OrderMonitorNetting::FullyRejected:
{
std::cout << "The order has been rejected. OrderID = " << orderID << std::endl;
std::cout << "The rejected amount = " << mOrderMonitorNetting->getRejectAmount() << std::endl;;
std::cout << "Rejection cause: " << mOrderMonitorNetting->getRejectMessage() << std::endl;
}
break;
case OrderMonitorNetting::PartialRejected:
{
printTrades(trades, orderID);
printUpdatedTrades(updatedTrades, orderID);
printClosedTrades(closedTrades, orderID);
std::cout << "A part of the order has been rejected. "
<< "Amount = " << mOrderMonitorNetting->getRejectAmount() << std::endl;
std::cout << "Rejection cause: " << mOrderMonitorNetting->getRejectMessage() << std::endl;
}
break;
case OrderMonitorNetting::Executed:
{
printTrades(trades, orderID);
printUpdatedTrades(updatedTrades, orderID);
printClosedTrades(closedTrades, orderID);
}
break;
}
}
}
bool isOrderExists(IO2GSession *session, const char *sAccountID, const char *sOrderID, ResponseListener *responseListener)
{
if (!session || !responseListener || !sAccountID)
return false;
O2G2Ptr<IO2GRequestFactory> requestFactory = session->getRequestFactory();
if (!requestFactory)
{
std::cout << "Cannot create request factory" << std::endl;
return false;
}
O2G2Ptr<IO2GRequest> request = requestFactory->createRefreshTableRequestByAccount(Orders, sAccountID);
responseListener->setRequestID(request->getRequestID());
session->sendRequest(request);
if (!responseListener->waitEvents())
{
std::cout << "Response waiting timeout expired" << std::endl;
return false;
}
O2G2Ptr<IO2GResponse> response = responseListener->getResponse();
if (response)
{
O2G2Ptr<IO2GResponseReaderFactory> readerFactory = session->getResponseReaderFactory();
if (readerFactory)
{
O2G2Ptr<IO2GOrdersTableResponseReader> ordersResponseReader = readerFactory->createOrdersTableReader(response);
for (int i = 0; i < ordersResponseReader->size(); ++i)
{
O2G2Ptr<IO2GOrderRow> order = ordersResponseReader->getRow(i);
if (sOrderID && strcmp(order->getOrderID(), sOrderID) == 0)
return true;
}
}
}
return false;
}
/** 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;
}
}
}
}
}
}
/** 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;
}
}
}
}
}
}