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OrderMgr.cpp
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#include "OrderMgr.h"
#import "C:\\Windows\SysWOW64\Sti\Sterling.tlb" no_namespace /*Location of Sterling Lib*/
#include "External.h"
/*Log4cplus Files*/
#include <log4cplus/fileappender.h>
#include <log4cplus/logger.h>
#include <log4cplus/loggingmacros.h>
#include <log4cplus/configurator.h>
#include <iomanip>
#include "ExecEngine.h"
/* Boost UUID Generation */
#include <boost/uuid/uuid.hpp>
#include <boost/uuid/uuid_generators.hpp>
#include <boost/uuid/uuid_io.hpp>
#include <boost\spirit\include\karma.hpp>
#include "RTypes.pb.h"
#include "MySQL.h"
#include "UpdateTrade.h"
#include "Utility.h"
namespace Framework
{
namespace ExecutionEngine
{
OrderManager::OrderManager()
{
db.InitiateDBConnection();
}
void OrderManager::SendDemoSterlingOrder()
{
Serializable::CustROrder_ser rorder;
rorder.set_bstraccount("DEMO888");
rorder.set_side("B");
rorder.set_bstrsymbol("MSFT"); //Does not fill
rorder.set_nquantity(12);
float dprice = 0.020010000;
rorder.set_lmtprice(dprice);
rorder.set_pricetype(CustROrder_ser_EPriceType_Lmt);
rorder.set_tif("D");
rorder.set_bstrdestination("NYSE");
rorder.set_bstrclorderid(boost::uuids::to_string(boost::uuids::random_generator()()).c_str());
rorder.set_cust_ordercategory("O");
ISTIOrderPtr com_cust_ord(__uuidof(STIOrder));
com_cust_ord->Account = _com_util::ConvertStringToBSTR(rorder.bstraccount().c_str());
com_cust_ord->Side = _com_util::ConvertStringToBSTR(rorder.side().c_str());;
com_cust_ord->Symbol = _com_util::ConvertStringToBSTR(rorder.bstrsymbol().c_str());
com_cust_ord->Quantity = rorder.nquantity();
STIPriceTypes pt = rorder.pricetype() == CustROrder_ser::EPriceType::CustROrder_ser_EPriceType_Lmt ? STIPriceTypes::ptSTILmt : STIPriceTypes::ptSTIMkt;
com_cust_ord->PriceType = pt;
com_cust_ord->Tif = _com_util::ConvertStringToBSTR(rorder.tif().c_str());
com_cust_ord->Destination = _com_util::ConvertStringToBSTR(rorder.bstrdestination().c_str());
com_cust_ord->ClOrderID = _com_util::ConvertStringToBSTR(rorder.bstrclorderid().c_str());
//-------------
com_cust_ord->OpenClose = _com_util::ConvertStringToBSTR(rorder.cust_ordercategory().c_str());
com_cust_ord->Maturity = _com_util::ConvertStringToBSTR(rorder.maturity().c_str());//rorder.maturity();
com_cust_ord->PutCall = _com_util::ConvertStringToBSTR(rorder.putcall().c_str());
com_cust_ord->Instrument = _com_util::ConvertStringToBSTR(rorder.instrument().c_str());
com_cust_ord->StrikePrice = rorder.strikeprice();
float f = 2.34;
double d = QString::number(f,'g',4).toDouble();
//com_cust_ord->LmtPrice = f; //2.39999991
double dpr = QString::number(rorder.lmtprice(),'g',2).toDouble();
double testa = 0.02;
com_cust_ord->LmtPrice = dpr;//dpr; //2.4 // With DOUBLE
//User field is in base 64
com_cust_ord->User = _com_util::ConvertStringToBSTR(rorder.bstruser().c_str());//_com_util::ConvertStringToBSTR(rorder.formid().c_str()); //Notice the form id is being attached to the user field
com_cust_ord->Underlying = _com_util::ConvertStringToBSTR(rorder.underlying().c_str());
//-------------
int a = com_cust_ord->SubmitOrder();
//ProcessOrder(a,rorder);
}
//This method sends out the options
void OrderManager::SendOptionsOrder(Serializable::CustROrder_ser& rorder)
{
Serializable::ExtraRFields extra;
//Convert it back to binary
std::string serializedString = Framework::Utility::CommnUtility().base64_decode(rorder.bstruser());
extra.ParseFromString(serializedString);
if(extra.ordertype()=="N")
{
ISTIOrderPtr com_cust_ord(__uuidof(STIOrder));
com_cust_ord->Account = _com_util::ConvertStringToBSTR(rorder.bstraccount().c_str());
com_cust_ord->Side = _com_util::ConvertStringToBSTR(rorder.side().c_str());;
com_cust_ord->Symbol = _com_util::ConvertStringToBSTR(rorder.bstrsymbol().c_str());
com_cust_ord->Quantity = rorder.nquantity();
STIPriceTypes pt = rorder.pricetype() == CustROrder_ser::EPriceType::CustROrder_ser_EPriceType_Lmt ? STIPriceTypes::ptSTILmt : STIPriceTypes::ptSTIMkt;
com_cust_ord->PriceType = pt;
com_cust_ord->Tif = _com_util::ConvertStringToBSTR(rorder.tif().c_str());
com_cust_ord->Destination = _com_util::ConvertStringToBSTR(rorder.bstrdestination().c_str());
com_cust_ord->ClOrderID = _com_util::ConvertStringToBSTR(rorder.bstrclorderid().c_str());
//-------------
com_cust_ord->OpenClose = _com_util::ConvertStringToBSTR(rorder.cust_ordercategory().c_str());
com_cust_ord->Maturity = _com_util::ConvertStringToBSTR(rorder.maturity().c_str());//rorder.maturity();
com_cust_ord->PutCall = _com_util::ConvertStringToBSTR(rorder.putcall().c_str());
com_cust_ord->Instrument = _com_util::ConvertStringToBSTR(rorder.instrument().c_str());
com_cust_ord->StrikePrice = rorder.strikeprice();
//com_cust_ord->LmtPrice = rorder.lmtprice();
com_cust_ord->LmtPrice = QString::number(rorder.lmtprice(),'g',2).toDouble(); //Resolves the issue of 2.33999999, will appear as 2.34
//User field is in base 64
com_cust_ord->User = _com_util::ConvertStringToBSTR(rorder.bstruser().c_str());//_com_util::ConvertStringToBSTR(rorder.formid().c_str()); //Notice the form id is being attached to the user field
com_cust_ord->Underlying = _com_util::ConvertStringToBSTR(rorder.underlying().c_str());
//-------------
int a = com_cust_ord->SubmitOrder();
ProcessOrder(a,rorder);
}
else
{
ISTIOrderMaintPtr com_canc_ord(__uuidof(STIOrderMaint));
BSTR user_account = _com_util::ConvertStringToBSTR(rorder.bstraccount().c_str());
BSTR Order_to_cancel_id = _com_util::ConvertStringToBSTR(rorder.cust_cancelorderid().c_str());
BSTR new_id = _com_util::ConvertStringToBSTR(rorder.bstrclorderid().c_str());
com_canc_ord->CancelOptionsOrder(user_account,0,Order_to_cancel_id,new_id);
}
}//end method
void OrderManager::ConfirmOrder(Serializable::CustROrder_ser& rorder)
{
db.UpdateOrder(rorder);
}
void OrderManager::ProcessOrder(int ret_code,Serializable::CustROrder_ser& rorder)
{
switch (ret_code)
{
case 0:
{
//Add To Order Records
LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Order Received by sterling - Response Code: " + QString::number(ret_code).toStdString());
rorder.set_nlvsquantity(rorder.nquantity());
rorder.set_norderstatus(-99);
rorder.set_cust_cancelorderid("-99");
//--------------------------------------------------------------------------------
Serializable::ExtraRFields extra;
//Convert it back to binary
std::string serializedString = Framework::Utility::CommnUtility().base64_decode(rorder.bstruser());
extra.ParseFromString(serializedString);
//--------------------------------------------------------------------------------
db.InsertNewOptionOrder(rorder,extra.formid());
break;
}
case -1: //The account used is not valid/permissioned for the login
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "The account used is not valid/permissioned for the login"); break; }
case -2: //Not a valid side
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Not a valid Side"); break; }
case -3: //Invalid Qty
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Invalid Quantity"); break; }
case -4: //Invalid Symbol
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Invalid Symbol"); break; }
case -5: //Invalid PriceType
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Invalid PriceType"); break; }
case -6: //Invalid Tif
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Invalid Tif"); break; }
case -7: //Invalid Destination
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Invalid Destination"); break;}
case -8: //Exposure Limit Violation
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Exposure Limit Violation"); break; }
case -9: //NYSE+ Rules Violation
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "NYSE+ Rules Violation"); break; }
case -10: //NYSE+ 30-Second Violation
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "NYSE+ 30 Seconds Rule Violation"); break; }
case -11: //Disable SelectNet Short Sales
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Disable SelectNet Short Sales"); break; }
case -12: //Long Sale Position Rules Violation
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Long Sale Position Rules Violation"); break; }
case -13: //Short Sale Position Rules Violation
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Short Sale Position Rules Violations");break;}
default:
{ LOG4CPLUS_INFO(ExecEngine::EngineLogger, "Undocumented Error Code : " + ret_code ); break; }
}//End Switch
}
//Insert the new trade update in the DB
void OrderManager::ProcessTradeUpdate(Framework::ExecutionEngine::TradeUpdate &Tupdate)
{
db.InsertNewTrade(Tupdate);
}
Serializable::CustROrder_ser OrderManager::RetrieveOrderByID(std::string& id)
{
return db.ReturnOrderByID(id);
}
Serializable::CustROrder_ser OrderManager::RetrieveOrderByRecordID(const std::string& id)
{
return db.ReturnOrderByRecordID(id);
}
}//end namespace StratManager
}//end namespace Framework