char getPI(TLOrder o)
{
if (o.isLimit() && o.isStop())
return PRICE_INDICATOR_STOPLIMIT;
else if (o.isLimit())
return PRICE_INDICATOR_LIMIT;
else if (o.isStop())
return PRICE_INDICATOR_STOP;
return PRICE_INDICATOR_MARKET;
}
static void __stdcall Basics()
{
const CString sym = "LVS";
const double x = 10;
const int s = 200;
TLOrder o;
CFIX_ASSERT(!o.isFilled());
CFIX_ASSERT(!o.isValid());
o.symbol = sym;
o.size = s;
CFIX_ASSERT(o.isMarket());
o.price = x;
CFIX_ASSERT(o.isLimit());
o.stop = x;
CFIX_ASSERT(o.isStop());
}
int TWS_TLServer::SendOrder(TLOrder o)
{
// check our order
if (o.symbol=="") return UNKNOWN_SYMBOL;
if (!o.isValid()) return INVALID_ORDERSIZE;
// create broker-specific objects here
Order* order(new Order);
order->auxPrice = o.isTrail() ? o.trail : o.stop;
order->lmtPrice = o.price;
order->orderType = (o.isStop()) ? "STP" : (o.isLimit() ? "LMT" : (o.isTrail() ? "TRAIL" : "MKT"));
order->totalQuantity = (long)o.size;
order->action = (o.side) ? "BUY" : "SELL";
order->account = o.account;
order->tif = o.TIF;
order->outsideRth = true;
order->orderId = newOrder(o.id,o.account);
order->transmit = true;
Contract* contract(new Contract);
contract->symbol = o.symbol;
contract->localSymbol = o.localsymbol!="" ? o.localsymbol : o.symbol;
if (o.exchange=="")
o.exchange = "SMART";
contract->exchange = o.exchange;
contract->secType = o.security;
contract->currency = o.currency;
// get the TWS session associated with our account
EClient* client;
if (o.account=="") // if no account specified, get default
client = m_link[this->validlinkids[0]];
else // otherwise get the session our account is logged into
client = GetOrderSink(o.account);
// place our order
if (client!=NULL)
client->placeOrder(order->orderId,*contract,*order);
delete order;
delete contract;
return OK;
}
long LS_TLWM::gettype(TLOrder o)
{
long type = o.isStop() ? L_OrderType::STOP :
( o.isLimit() ? L_OrderType::LIMIT : L_OrderType::MARKET);
if ((o.TIF=="DAY")
|| (o.TIF=="IOC")
|| (o.TIF=="GTC")
|| (o.TIF==""))
return type;
if (o.TIF=="MOC")
return L_OrderType::MOC;
else if ((o.TIF=="LOO") || (o.TIF=="OPG"))
return L_OrderType::LOO;
else if (o.TIF=="LOC")
return L_OrderType::LOC;
else if (o.TIF=="MOO")
return L_OrderType::MOO;
return type;
}
