[ts-gen] Order line items, and client id --- transaction id pairs

[Bill Pippin]

Nils,

About line items and transaction ids:

> ...  Is it true that I can reference one line item by each type of order
> command just once - or at least, I cannot repeat the same order command
> in one session? 

Partially true.  The shim architecture is designed so that you should have
only one complete fill per line item.  You can modify it up until it fills,
however, to your heart's content.

Each line item is mapped by the shim to a shim-tws private identifier, the
transaction id, which is stored in the journal and shows up in error messages,
but is not used in shim commands.

The IB tws treats each client_id -- transaction_id pair as a unique
order identifier, so when it sees a new one, that's a new order, and
for one that has occurred before, that's an order modification.

As you've noted, currently you can only work with line items within a session.
That's because line items map to cid-xid pairs, as stated above, and currently
the client_id changes from one session to the next.  The shim is being modified
to change the way it manages client and transaction ids, with the goal of
allowing cross-session order modification.

This change is in response to your questions, which have proven *very* useful.
I'd also like to thank you for the bug report on order cancellation.  It's a
delight to consider your posts, because they are so useful to the development
effort.

Thanks,

Bill