[ts-gen] create & modify orders

[Paul C]

On Tue, Apr 15, 2008 at 10:32:36PM +0200, Nils Gebhardt wrote:
> 
> Hello,
> 
> I am still struggeling with the transition from old to new wire command
> format. 
> 
> 
> > > ... In the most recent 'bin/includes' are commands of the form:
> > 
> > >           create item  12 3 LMT 2 50.0  0.0;
> > 
> > >   ... previously the "12"    ^^  was not present.  My understanding is
> > > that this is a limit order to buy 2 lots of AIG at price 50.0; and
> > > that it's AIG because it references row "3" in the "Template" table,
> > > which in turn (pid=2) references row 2 in the "Position" table: this
> > > ultimately deriving its entries from risk.sql.  But I'm not sure about
> > > the "12".
> > 
> > You noted that the contract id of 12, for AIG, was previously not present,
> > and that it is currently redundant, both true.  It is needed currently,
> > however, to keep the parser happy; and in the future for semantics as
> > well, since the current line item index will be replaced with an order
> > Template record specifier in its place.
> 
> Seems to be clear. However, all I get is - for example  for ext/wire
> 
>  Scan: 14 17 0 <LMT>
>   2 Term: mod TmpK       (nil)
>   3    Grammar rule: Terminal (TmpK)
>   4    Grammar rule: Compound (mod)
>   5    Syntax error:
>   6    Cursor state: match; text is:
>   7    create item 1 LMT 2 40.00 0.0;
>   8    -----------------^------------
>   9    Grammar rule: Compound (create)
>  10    Syntax error:
>  11    Cursor state: match; text is:
>  12    create item 1 LMT 2 40.00 0.0;
>  13    -----------------^------------
>  14    Scan: 12 13 1 <1>
>  15    Term: submit TmpK       (nil)
>  16    Grammar rule: Terminal (TmpK)
>  17    Grammar rule: Compound (submit)
>  18    Syntax error:
>  19    Cursor state: match; text is:
>  20    submit item 1;
>  21    -------------^
>  22    Terminal tag: name:TmpK index:3

Maybe you are not using the "bind" command before the "create"?  The
example below seems to work.  I've used strings "one" and "two", but
they could be anything.  I think the "12" is currently a dummy
parameter that just needs to be there.  Probably somebody will give a
better explanation later, but hopefully this will work:


    #!./shim -f
    #
    bind key(one) to oid(1);
    bind key(two) to oid(2);
    
    create item 12 one LMT 2 40.00 0.0;		wait 1;
    #odify item 12 one MKT 3  0.0  0.0;		wait 1;
    submit item    one;				wait 1;
    
    create item 12 two LMT 2 45.00 0.0;		wait 1;
    #odify item 12 two MKT 3  0.0  0.0;		wait 1;
    submit item    two;				wait 1;
    exit;


regards,
Paul C


> 
> 
> exs/wire looks slightly different as the bin/include "unsafe" functions.
> I tried different combinations, all the same output. Database is freshly
> set up and has the required items in Templates and Position tables. 
> Any hints?
> 
> regards
> 
> Nils
> 
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