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333 lines (281 loc) · 11.9 KB
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#include "TimedOrder.h"
#include <ObjBase.h>
#include <boost/uuid/uuid.hpp> // uuid class
#include <boost/uuid/uuid_generators.hpp> // generators
#include <boost/uuid/uuid_io.hpp> // streaming operators etc.
#include "CustomButtonDelegate.h"
#include "SymbolProp.h"
#include "QMessageBox"
#include "OrderDispatcher.h"
#include "SterlingEvnt.h"
#include "boost/thread/thread.hpp"
#include <atlsafe.h>
#import "C:\\Windows\SysWOW64\Sti\Sterling.tlb" no_namespace /*Location of Sterling Lib*/
using namespace Framework::OneLot;
TimedOrder::TimedOrder(QWidget *parent) : QMainWindow(parent)
{
ui.setupUi(this);
InitiateDisplay();
QObject::connect(ui.cmdAddOrder,SIGNAL(clicked()),this,SLOT(SelectSymbol()));
QObject::connect(ui.cmdValidate,SIGNAL(clicked()),this,SLOT(ValidateSterlingAccount()));
}
TimedOrder::~TimedOrder()
{
}
void TimedOrder::InitiateDisplay()
{
OrdersModel = new QStandardItemModel();
ui.comboBoxPlatform->addItem("Sterling");
QStringList labels;
labels.push_back("RowID");
labels.push_back("Symbol");
labels.push_back("Side");
labels.push_back("Quantity");
labels.push_back("Price");
labels.push_back("Exchange");
labels.push_back("Dispatched");
labels.push_back("Seconds");
labels.push_back("Next Order"); //Time left in sending next order
labels.push_back("Start");
labels.push_back("Pause");
labels.push_back("Stop");
labels.push_back("Remove");
OrdersModel->setHorizontalHeaderLabels(labels); //Labels for the columns
OrdersModel->setHeaderData(OrderModelEnum::Start, Qt::Horizontal, 1, Qt::UserRole);
OrdersModel->setHeaderData(OrderModelEnum::Pause, Qt::Horizontal, 1, Qt::UserRole);
OrdersModel->setHeaderData(OrderModelEnum::Stop, Qt::Horizontal, 1, Qt::UserRole);
OrdersModel->setHeaderData(OrderModelEnum::Remove, Qt::Horizontal, 1, Qt::UserRole);
ui.TableViewOrders->setModel(OrdersModel);
ButtonColumnDelegate *delegate = new ButtonColumnDelegate(this,ui.TableViewOrders);
ui.TableViewOrders->setItemDelegate(delegate);
ui.TableViewOrders->horizontalHeader()->setStretchLastSection(true);
ui.cmdAddOrder->setEnabled(false);
}
void TimedOrder::SendOrderToSterling(Serializable::CustROrder_ser rorder,std::string row_uuid)
{
//##########################################################################################
//Before sending an order makes sure the row is still in the table
//##########################################################################################
QList<QStandardItem*> lst = OrdersModel->findItems(row_uuid.c_str(),Qt::MatchExactly,OrderModelEnum::RowID);
if(lst.size()>0)
{
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(boost::uuids::to_string(boost::uuids::random_generator()()).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());
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 = QString::number(rorder.lmtprice(),'g',2).toDouble();
//User field is in base 64
com_cust_ord->User = _com_util::ConvertStringToBSTR(rorder.bstruser().c_str());
com_cust_ord->Underlying = _com_util::ConvertStringToBSTR(rorder.underlying().c_str());
//-------------
int a = com_cust_ord->SubmitOrder();
if(a==0)
{
IncrementOrdercount(row_uuid);
}
}
}
void TimedOrder::IncrementOrdercount(std::string row_uid)
{
QList<QStandardItem*> lst = OrdersModel->findItems(row_uid.c_str(),Qt::MatchExactly,OrderModelEnum::RowID);
if(lst.size()>0)
{
int row = lst[0]->row();
int order = OrdersModel->item(row,OrderModelEnum::Dispatched)->text().toInt();
order++;
OrdersModel->item(row,OrderModelEnum::Dispatched)->setText(QString::number(order));
}
}
void TimedOrder::ValidateSterlingAccount()
{
SAFEARRAY** q = new SAFEARRAY*();
try
{
ISTIAcctMaintPtr acct(__uuidof(STIAcctMaint));
acct->GetAccountList(q);
}
catch(_com_error& e)
{
QMessageBox::warning(this,"Sterling not running","Cannot connect to sterling. Make sure it is running",QMessageBox::Ok);
return;
}
CComSafeArray<BSTR> sa(*q);
// For each string in the array
for (ULONG i = 0; i < sa.GetCount(); i++)
{
BSTR d = sa.GetAt(0);
std::string t = _com_util::ConvertBSTRToString(d);
ui.comboBoxAsociatedAcount->addItem(t.c_str());
}
ui.cmdAddOrder->setEnabled(true);
boost::thread t(&TimedOrder::StartStelingEventHandler,this);
}
void TimedOrder::StartStelingEventHandler()
{
HRESULT hr = CoInitializeEx( NULL, COINIT_MULTITHREADED );
//Register Events
ISTIAppPtr app(__uuidof(STIApp));
ISTIEventsPtr evnt(__uuidof(STIEvents));
_bstr_t nme = app->GetTraderName();
app->SetModeXML(true);
bool a = app->IsApiEnabled();
evnt->SetOrderEventsAsStructs(true);
IConnectionPointContainer *point_container = NULL;
IConnectionPoint *conn_point = NULL;
//See if this implements a sink type interface
//retrieve from a pointer to an interface that the object implements
hr = evnt->QueryInterface(IID_IConnectionPointContainer,(void**)&point_container);
//Get Interface Pointer to the Events
hr = point_container->FindConnectionPoint(__uuidof(_ISTIEventsEvents),&conn_point);
DWORD cookie;
Framework::OneLot::SterlingEventSink *snk = new Framework::OneLot::SterlingEventSink();
//Pass custom Interface to the Events
hr = conn_point->Advise(snk,&cookie);
if(hr!=S_OK)
{
__debugbreak();
}
bool bRet;
MSG msg;
while( (bRet = GetMessage( &msg, NULL, 0, 0 )) > 0)
{
TranslateMessage(&msg);
DispatchMessage(&msg);
}
}
void TimedOrder::SelectSymbol()
{
SymbolProp* sload = new SymbolProp(this);
sload->setWindowModality(Qt::WindowModal); //Block only this form instance
if(sload->exec()==1) //Block until the user selects from a form
{
sload->corder.set_bstraccount(ui.comboBoxAsociatedAcount->currentText().toStdString().c_str());
AddNewOrder(sload); //Add a new row to the Orders table
}
}//End method
//---------------------------------------------------------------------------------------
//---------------------------------------------------------------------------------------
//This method displays the timer
void TimedOrder::UpdateTimer(std::string row_uuid,int remaining_time)
{
QList<QStandardItem*> lst = OrdersModel->findItems(row_uuid.c_str(),Qt::MatchExactly,OrderModelEnum::RowID);
if(lst.size()>0)
{
int row = lst[0]->row();
OrdersModel->item(row,OrderModelEnum::Next_Order)->setText(QString::number(remaining_time));
}
}
void TimedOrder::TableViewButtonClicked(int row,int col)
{
std::string uuid = OrdersModel->item(row,OrderModelEnum::RowID)->text().toStdString();
if(col == OrderModelEnum::Start) //Start
{
bool convesrion;
int sec = -1;
sec = OrdersModel->item(row,OrderModelEnum::Seconds)->text().toInt(&convesrion);
if(convesrion && sec!=0)
{
if(OrderDispatcherTrack.find(uuid) != OrderDispatcherTrack.end())
{
//Instance already running - Manipulate that
OrderDispatcherTrack[uuid]->StartOrderTimer(OrdersModel->item(row,OrderModelEnum::Seconds)->text().toInt(),RowIdOrderTrack[uuid]->corder);
}
else
{
StartOrder(row);
}
}
else
{
QMessageBox::information(this,"Invalid Timeout Value","Please insert a valid Time out value",QMessageBox::StandardButton::Ok);
}
}
else if(col == OrderModelEnum::Pause) //Pause
{
//This check would always be true
if(OrderDispatcherTrack.find(uuid) != OrderDispatcherTrack.end())
{
//Instance already running - Manipulate that
OrderDispatcherTrack[uuid]->PauseOrderTime();
}
}
else if(col== OrderModelEnum::Stop) //Stop
{
//This check would always be true
if(OrderDispatcherTrack.find(uuid) != OrderDispatcherTrack.end())
{
//Instance already running - Manipulate that
OrderDispatcherTrack[uuid]->StopOrderTimer();
}
}
else if(col==OrderModelEnum::Remove) //Remove
{
//Delete the order from the tracker
delete RowIdOrderTrack[uuid];
delete OrderDispatcherTrack[uuid];
RowIdOrderTrack.erase(uuid);
OrderDispatcherTrack.erase(uuid);
OrdersModel->removeRow(row);
}
}//End Method
void TimedOrder::StartOrder(int row)
{
std::string uuid = OrdersModel->item(row,OrderModelEnum::RowID)->text().toStdString();
Framework::OneLot::OrderDispatcher* od = new Framework::OneLot::OrderDispatcher(this,uuid);
od->StartOrderTimer(OrdersModel->item(row,OrderModelEnum::Seconds)->text().toInt(),RowIdOrderTrack[uuid]->corder);
OrderDispatcherTrack[uuid] = od;
}
void TimedOrder::StopOrder(int row)
{
}
void TimedOrder::PauseOrder(int row)
{
}
//---------------------------------------------------------------------------------------
//---------------------------------------------------------------------------------------
void TimedOrder::AddNewOrder(SymbolProp* ord)
{
QList<QStandardItem*> lst ;
std::string uuid;
uuid = boost::uuids::to_string(boost::uuids::random_generator()()).c_str();
QStandardItem* item_rowguid = new QStandardItem(uuid.c_str()); item_rowguid->setFlags(item_rowguid->flags() &= ~Qt::ItemIsEditable);
QStandardItem* item_symbol = new QStandardItem(ord->corder.bstrsymbol().c_str()); item_symbol->setFlags(item_symbol->flags() &= ~Qt::ItemIsEditable);
QStandardItem* item_side = new QStandardItem(ord->corder.side().c_str()); item_side->setFlags(item_side->flags() &= ~Qt::ItemIsEditable);
QStandardItem* item_quantity = new QStandardItem(QString::number(ord->corder.nquantity())); item_quantity->setFlags(item_quantity->flags() &= ~Qt::ItemIsEditable);
QStandardItem* item_price = new QStandardItem(QString::number(ord->corder.lmtprice())); item_price->setFlags(item_price->flags() &= ~Qt::ItemIsEditable);
QStandardItem* item_exchange = new QStandardItem(ord->corder.bstrdestination().c_str()); item_exchange->setFlags(item_exchange->flags() &= ~Qt::ItemIsEditable);
QStandardItem* item_counter = new QStandardItem("0"); item_counter->setFlags(item_counter->flags() &= ~Qt::ItemIsEditable);
QStandardItem* item_seconds = new QStandardItem("--");
QStandardItem* item_next_order = new QStandardItem("--"); item_next_order->setFlags(item_next_order->flags() &= ~Qt::ItemIsEditable);
QStandardItem* item_running = new QStandardItem("Start"); item_running->setFlags(item_running->flags() &= ~Qt::ItemIsEditable);
QStandardItem* item_pause = new QStandardItem("Pause");
QStandardItem* item_stop = new QStandardItem("Stop");
QStandardItem* item_remove = new QStandardItem("Remove");
lst.push_back(item_rowguid);
lst.push_back(item_symbol);
lst.push_back(item_side);
lst.push_back(item_quantity);
lst.push_back(item_price);
lst.push_back(item_exchange);
lst.push_back(item_counter);
lst.push_back(item_seconds);
lst.push_back(item_next_order);
lst.push_back(item_running);
lst.push_back(item_pause);
lst.push_back(item_stop);
lst.push_back(item_remove);
OrdersModel->appendRow(lst);
RowIdOrderTrack[uuid] = ord;
}