[ts-gen] Order Cancel

[Nils Gebhardt]

Bill,

On Fri, 2007-12-07 at 12:07 -0500, Bill Pippin wrote:
> Nils,
> 
> About the bug in order cancellation:
> 
> > The order command appearently accepts 'Cancel' as possible argument,
but
> > I did not get any effect from it and I couldn't find an example so
far.
> 
> The short answer is that I've found the problem, fixed it, and pushed
a new
> release, and the cancel option for the order command works
consistently now,
> as opposed to the case before where it accidently worked when line
item ids
> and the internal order ids were synchronized.


thanks for the update. I can reproduce the cancel within a modified
regression test succesfully. Looks like:

2660|00377|   3994818|1|26| 0|order(14,LMT,Create,1,115.10,0.0,0);|
   2660|00378|   4018624|2| 3|15|1|        14|LMT|SELL|FUT.SMART.GBL.
   2660|00378|   4994369|1|26| 0|order(14,LMT,Submit,1,115.10,0.0,0);|
   2660|00379|   5019050|2| 3|15|1|        14|LMT|SELL|FUT.SMART.GBL.
   2660|00380|   6000319|1|26| 0|order(14,MKT,Cancel,1,115.10,0.0,0);|
   2660|00380|   6026135|2| 4| 1|1|
   2660|00381|   6999240|1|13| 0|open;|
   2660|00381|   6999313|2| 5| 1|
   2660|00381|   7000796|3| 5|10|1|GBL|FUT|20080306|0.0|?|DTB|EUR|FGBL
MAR 08|SELL|1|LMT|115.1|0.0|GTC||DU33186|O|0||2660|417567361|1|0|0||
417567361.1/DU33186/100||||||||    |0||0|||||||0|0|0|0||3|0|0||0|0|
   2660|00381|   7000837|3| 3| 6|1|PendingCancel|0|1|0.0|417567361|0|
0.0|2660|

I can see no line with 'Canceled' confirmation, but it is canceled in
tws. 

However, it failes if order(...'Submit'...) and order(...'Cancel'...) 
is in two different sessions.

 first submit and a cancel in an subsequent session: 

  4724|01137|   3990196|1|26| 0|order(14,MKT,Cancel,1,115.10,0.0,0);|
   4724|01137|   4013854|2| 4| 1|1|
   4724|01137|   4152111|3| 4| 2|       1| 135|Can't find order with id
=:1|
   4724|01138|   4990061|1|13| 0|open;|
   4724|01138|   4990132|2| 5| 1|

though there is an open order from the shim session before with same
parameters. Also the open command doesn't recordnize previous orders. Am
I missing a conceptual point? 


Nils