[ts-gen] Cancel Order and OCA Orders
Ken Feng
kfmfe04 at gmail.com
Fri Aug 7 14:26:59 EDT 2009
Hi,
When I try the following 4-liner, the order is created and sent, but
for some reason, cancel doesn't work (1-3 ok). Any idea why?
I'm getting a syntax error on a compound item, but I'm having a very
hard time figuring out how to fix this...
# -------------------------------------
bind key:foobar1 to oid:1;
create item humanreadableID ibc:15016133 at IDEALPRO foobar1 LMT 50000
79.500 0.0; wait 0.2;
submit item foobar1;
cancel item foobar1;
# -------------------------------------
cancel item foobar1;
Process rule: InAction (TicA)
Process rule: Compound (item)
Syntax error:
Grammar rule: Compound item
Cursor state: match; text is:
cancel item foobar1;
-------------------^
Drop: ;
Del;
-------------------------------------------------------------------------------------------------------------------
A couple of sidenotes:
While playing with orders on a paper account, I like to wipe some
tables clean so I can better see and understand what's going on as I'm
learning how to use the shim. These SQL statements seem to clean
things up:
DELETE FROM ActiveOrder;
DELETE FROM ChangeOrder;
DELETE FROM CreateEvent;
DELETE FROM OrderStatus;
ALTER TABLE ActiveOrder AUTO_INCREMENT = 1;
ALTER TABLE ChangeOrder AUTO_INCREMENT = 1;
ALTER TABLE CreateEvent AUTO_INCREMENT = 1;
ALTER TABLE OrderStatus AUTO_INCREMENT = 1;
You obviously don't want to do this on a live-trading table.
One other question - if anyone has an example of an OCA order, where
if one is filled all others are cancelled, please post the shim
script. I see the OCAType table in the database - hoping that it has
been implemented in the code already.
Thx.
- Ken
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