I am able to fire buy/sell signal to create a order from python code to PI.
However when I do the same thing to fire modify/cancel request there are no alerts generated in PI.Here goes the code for modify
class PiBrdgHeader(Structure):
_pack_ = 1
_fields_ = [
('_checksum',c_short),
('_length',c_short),
('_msgType',c_short),
('_errorCode',c_int),
('_time',c_int)]
class NPiBrdgOrder(Structure):
_pack_ = 1
_fields_ = [
('_header',PiBrdgHeader),
('_exchange', c_char*10),
('_trdSymbol', c_char*64),
('_piOrderId', c_char*20),
('_orderId', c_char*10),
('_strategyName', c_char*10),
('_side',c_short),
('_initQty',c_int),
('_disQty',c_int),
('_remQty',c_int),
('_lPrice',c_double),
('_triggerPrice',c_double),
('_totTradedValue',c_double),
('_lastTradePrice',c_double),
('_avgTradePrice',c_double),
('_tradedQuantity',c_int),
('_lastTradeQuantity',c_int),
('_orderType', c_char*12),
('_prodTypeStr', c_char*12),
('_ClientCode', c_char*12),
('_validity', c_char*5),
('_orderStatus',c_int),
('_entryTime',c_int),
('_execTime',c_int)]
def modifyOrder(piOrderId):
order = NPiBrdgOrder()
order._header._checksum = 255
order._header._length = 243
order._header._msgType = 201
order._header._time = 0
order._piOrderId=piOrderId
order._piOrderId.ljust(20,'\0')
order._initQty = 1 # ( should be in lots)
order._disQty = 1 #
order._remQty = 1 #
order._lPrice = 100 # price in INR
order._triggerPrice = 10
order._orderStatus = 0
order._entryTime = 0
order._execTime = 0
return order
def SendPktToServerOverTcpForModify(order):
packed_data = ctypes.create_string_buffer(243)
struct.pack_into('h',packed_data,0,order._header._checksum)
struct.pack_into('h',packed_data,2,order._header._length)
struct.pack_into('h',packed_data,4,order._header._msgType)
struct.pack_into('I',packed_data,6,order._header._errorCode)
struct.pack_into('I',packed_data,10,order._header._time)
struct.pack_into('20s',packed_data,88,order._piOrderId)
print >>sys.stderr, 'sending "%s"' % binascii.hexlify(packed_data)
_clientSocket.sendall(packed_data)
order=modifyOrder("160109000000484")
response=SendPktToServerOverTcpForModify(order)
Where exactly am I going wrong can anyone point out?
Also since this alert is triggered by PI-id,would I be able to modify cover order by this?
Thanks
