CompuBBS - ECN code

Please find below the CompuBBS ECN code originally developed by Josh Greene. It is something a former friend of mine once told me about as he worked at Daytek during the dawn of the internet. At the time I was to oblivous to the fact that money is the
very means by which our lives revolve around. As they say, "when men and women get together [money] gets in the way". The Josh Greene's ECN day trading code is intended as a game for now until it becomes more viable for the purposes of the Cybermatrix.

The below ECN day trading code is in Python. So check it out. Try to make it into a game at first so that you and your network can learn how to play it before proceeding. I heard when it comes to the stock market one can literally loose their shirt on
this. So beware. Ignorance is not bliss.

The intention for this code is toward the establishment of the cybermatrix or to say the opern source fiat like monies initiative for the sake of synergy or mutual success. The meaning of cybermartix is virtual as in cyber and a database of the nth
dimension as in matrix. So the cybermatrix is a network of databases of a given dimension(matricees) with a larger databases of the nth dimension(matrix). So, let's do this.

God bless and God speed for Jesus Christ is God. Always a pleasure. Good luck to you all. I want you to win. Allahu Akhbar!
-----------------------------------------------------------------------------------------------------------
Josh Greene's Island ECN day trading code in Python -----------------------------------------------------------------------------------------------------------
SET TALK OFF
SET CURSOR OFF
SET SAFETY OFF
SET MEMOWIDTH TO 80
CLEAR ALL
CLOSE ALL
CLEAR
CLEAR MACRO && Get rid of F keys typing commands
SET HELP OFF && Needed to clear out F1 key too

=rand(-1)

#define COREDEST "FFFFFFFF0673"

gstoredflag = .F. && Are there any messages buffered that could be flushed?

#define VERSION "2.40"

malertfile = "M:\logs\island2.err"
mholdofffile = "M:\island2\holdoff.txt"

blanknbuffer="R"+replicate( " " , 200 ) && get BRIGADEN message here

#define CORELINELEN 124
#define COREMESSAGELEN 122

#define READPORT "067F"

load int99

define window title from 0,0 to 0,scols()-1 COLOR "W/B" NONE
define window output from 1,0 to 10,scols()-1 NONE COLOR "W+/N"
define window ticker from 12,0 to srows()-1,scols()-1 NONE
define window status from 11,0 to 11,scols()-1 COLOR "W+/R" NONE

do title
do initstatus

activate window title
activate window status

activate window output
activate window ticker


s = fopen( "ISLAND2.TXT" )

if s <= 0
wait window "COULD NOT FIND ISLAND2.TXT IN CURRENT DIR. RUN RESET."
quit
endif

x = fgets( s )

if "ISLAND2" # x
wait window "ACCOUNT IN ISLAND2.TXT DOES NOT MATCH ACCOUNT ENV VAR. RUN RESET."
=fclose( s )
quit
endif

tcount = 0 && For counting random stuff

tseq = val( fgets( s ) ) && Next order number tmatch = val( fgets( s ) ) && Next match number tnextdead = val( fgets( s ) ) && Next dead order (zero=none) =fclose( s )

select select(1)
use events
set order to WHEN

tnow = 0

ttoolate = 0 && Count the too late to cancel events

gaccept = .F. && Let any orders in? Set by SOD, cleared by EOD
gactaccept = .F. && Let ACT orders in? Set by SOD, cleared by EOA

geom = .F. && Have we gotten EOM yet?

gprinting = .F. && Print incoming messages?

go top

if eof("EVENTS")

tnext = 99999.999

else

tnext = WHEN && Time of next event

endif

select 0
use sources
set order to SOURCE

select select(1)
use island

gsx = alltrim( str( date() - {2/6/1996} ) )

gsession = left( "0000000000" , 9-len( gsx ) ) + gsx + "F"

s="N"+gsession+"5050" && Open the islandfile for writing Mold on port 5050
call int99 with s

if s # "n" && Valid open file?

do alert with "InitMold filed with reason >"+s

do case

case s = "i"

sm ="Error opening files in deney-write mode"

case s = "j"

sm = "a file had a partial line fragment"

case s = "k"

sm = "not all trailing files are empty"

case s = "l"

sm = "all files full"

otherwise

sm = "Unknown error"

endcase

do alert with sm

wait window "Error on ISLAND.OUT or ISLAND2.OUT OPEN:"+s

quit

endif

select island

tecount = 0 && Assume worst case, just to make sure ecount is high enough
txcount = 0 && Cancels

x = "L"+READPORT+" " && Read Island2 requests
call int99 with x
if x # "l"
do alert with "Could not open Command listen!"
endif


gstatdelay = 0.25
do showstatus
gnextstats = seconds() + gstatdelay

gmolddelay = 1 && Time between mold heartbeats
gmoldheart = seconds() + gmolddelay && Time to send a MOLD heartbeat by doing a FLUSH

gmessages = 0 && Number of messages written to the stream gpackets = 0 && Number of packets writtento the stream

mdone = .F.

do while !mdone

tnow = seconds()

do while tnow >= tnext

if !EVENTS.PROCESSED

do swrite with "G" , EVENTS.CODE

select EVENTS
replace PROCESSED with .T.
select ISLAND

else

? time()+" Event bypassed:"+ EVENTS.CODE

endif

do seteventflags with EVENTS.CODE

skip 1 in EVENTS

if eof("EVENTS")

tnext = 99999.999

else

tnext = EVENTS.WHEN

endif

enddo

nbuffer = blanknbuffer

call int99 with nbuffer

if nbuffer = "r"

tlenstr = substr( nbuffer , 2 , 5 )

tlen = val( tlenstr )

tmessage = substr( nbuffer , 43 , tlen )

if gprinting
? time()+" >"+tmessage+"<"
endif

if tmessage = "P" && PING REQUEST

tsource = substr( nbuffer ,11 , 8)

do pingreply with tsource , tmessage

else

do processtcpip with tmessage

endif

else && No pending commands...

if gstoredflag

do flush

gstoredflag = .F.

gmoldheart = seconds() + gmolddelay

gpackets = gpackets + 1

else

if gmoldheart < seconds()

do flush

gmoldheart = seconds() + gmolddelay

endif

endif

endif

if gnextstats <= seconds()

do showstatus
gnextstats = seconds() + gstatdelay

endif

lastkey=inkey()

if lastkey # 0

activate window output

do case
case lastkey = asc("~")
? time()+" Quitting..."
mdone = .T.

case lastkey = asc("@")
? time()+" Copying to island2.dbf"
set order to
copy to m:\island2\island2
?? "Done"

case lastkey = asc("#")
? time()+" Suspending..."
suspend

case lastkey = asc("!")

? time()+" ACCEPT="+iif(gaccept,"T","F")+" ACT="+ iif(gactaccept,"T","F") + " EOM="+iif(geom,"T","F")+" NEXT="+str(tnext,9,3)+ " TOO-LATE="+str(ttoolate,6,0)+" COUNT="+str(tcount,9,0)

s = "T"+space(60)
call int99 with s

if s = "t"

tbuffered = val( substr(s,26,5) )

? "MOLD INFO: SESSION="+substr(s,2,10)+" SEQ="+substr(s,12,10)+" SOCKET="+substr(s,22,4)+" BUFFERED="+str(tbuffered,5,0)

else

? "Could not get mold info!"

tbuffered = 0

endif


if gpackets > 0

? "MESSAGES:"+str(gmessages-tbuffered,12,0)+" PACKETS:"+str(gpackets,12,0)+" ("+str( (gmessages-tbuffered)/ gpackets , 5 , 3 )+")"

gmessages = tbuffered
gpackets =0

endif

case lastkey = asc("%")
? time()+" Shutdown attempt..."
do shutdown

case lastkey = asc("(")
? time()+" toggled gaccept"
gaccept = !gaccept

case lastkey = asc("?")
? "@-Copy to island2.DBF ~-Quit !-Status #-Suspend %-ShutDown $-Print incoming"

case lastkey = asc("$")

if gprinting

? time()+" Printing off"
gprinting = .F.
else

? time()+" Printing on"
gprinting = .T.

endif


endcase

activate window ticker

endif

enddo && Main Loop

activate window output

&& Final flush to mak sure everything is sent

do flush

&& Close file

s = "C"
call int99 with s

x = "H"+READPORT
call int99 with x
if x # "h"
do alert with "Could not close PingPort!"
endif

use && Unuse Island

&& Create fresh waypoint file

f = fcreate("ISLAND2.TXT")

if f<=0
? "Could not create ISLAND.TXT!"
suspend
endif

=fputs( f , "ISLAND2" ) && ROLE

=fputs( f , str( tseq , 9 , 0 ) ) && Order number
=fputs( f , str( tmatch , 9 , 0 ) ) && Match number
=fputs( f , str( tnextdead , 9 , 0 ) ) && Next dead order pointer
=fclose(f)

quit


procedure title
activate window title SAME
clear
@ 0,0 SAY " Island2 ú Version "+VERSION+" (c)1996 Joshua Levine ú Press [?] for help"
activate window ticker SAME
return

proc werror
param wcode

do case

case wcode = "w"

return "Error on file write"

case wcode = "s"

return "Error on nework send"

case wcode = "c"

return "Invalid message length"

case wcode = "d"

return "all files full"

endcase

return "Unknown error"




**** write actualy writes a string the the file, steam, and screen

proc write
parameter wstring

wl = len( wstring )

ws="W"+chr(wl)+wstring

call int99 with ws

gmessages = gmessages + 1

if ws = 'b'

gstoredflag = .T.

else

if ws = "f"

gpackets = gpackets + 1

gstoredflag = .F.

else

activate window output

? time() +" !!!! ERROR ON WRITE!!!!!!"

? ws

do alert with "Erorr on write:"+werror(ws)

activate window ticker

suspend

endif

endif

return



*** Write a message

**** ACTIONS:
**** A - Accept the order was accepted into Island
**** B - Booked this order hit the book
**** E - Execute the order was executed for this many shares at this price
**** X - Cancel this many shares were canceled
**** C - Break this order was executed, now broken
**** G - Control stock is the control type
**** R - Report trade done away but will report/clear through Island

**** ON Cancel CONTRA = Reason for cancel


***** MINDICATE = on accept always "D" (legacy)
***** on execute "A"= added liquidity, "R"=Removed liquidity ***** on report "Y" trade report, "N" don't report, "S" step-out

****** mmatch = on accept or book is MINIMUM shares, in execution is match number
****** not defined on cancels, but 0 for now

proc mwrite

parameter maction,mseq,mshares,mprice,mcontra,mindicate,mmatch,mlocate

mwhen = str( tnow , 9 , 3)

w = left( mwhen , 5 ) + "," +maction+","+str(mseq,9,0)+","+PORT+","+USER+","+TOKEN+","+BUY_SELL+","+str(mshares,9,0)+","+str(mmatch,9,0)+","+STOCK+","+str(mprice,11,4)+"," +str(mlocate,8,0)+ ", 0,"+SHORT+","+MMID+","+PA+","+mcontra+","+mindicate+","+
DISPLAY+","+right(mwhen,3)+","+CLEARING+",D"

do write with w

return

****** Swrite writes a status message that doesnot concern an order, Like G-Good morning

proc swrite

param maction , mcode

mwhen = str( tnow , 9 , 3)

xcode = left( padr( mcode , 3) , 3 )

w = left( mwhen , 5 ) +","+maction+","+" 0"+", , , , , 0, 0,*"+xcode+" , 0.0000,00000000, 0, , , , , , ,"+right( mwhen , 3 )+", , "

do write with w

return

****** Enter order adds the audit, tries for a match, and if it don't work, books it.
****** Enter order assumes ostock and obuy_sell are the right length.
****** Also assumes that buy_sell has aready been checked to be B or S.
****** Also assumes that the token is no already used

proc enter2order

parameter oport,ouser,otoken,obuy_sell,oshares,ostock,oprice,otif,oshort,ommid,opa,odisplay,omin,oclearing,oflags


if odisplay = "P"

obasefirm = ouser

else

obasefirm = "####"

endif

&& Get the working record

if tnextdead > 0

tlocate = tnextdead
goto tnextdead
tnextdead = SEQ

else

insert into ISLAND (LEAVES) values (0) && Keep it out of the indexes for now
tlocate = recno()

endif

tseq = tseq + 1

awhen = str( tnow , 9 , 3)

oleaves = oshares

ofilled = 0

aflag = .f. && have we written the "A" message yet?

if obuy_sell = "B" && Buy order...

set order to SSEEK

do case

case omin > 1 && Minimum quantity specified?

*** if the min is bigger than the size, set it to the size

if omin > oshares

mmin = oshares

else

mmin = omin

endif

*** First prescan to see if we have enough size to fill it

if seek( ostock )

scan while mmin > 0 .and. ostock = STOCK .and. BUY_SELL = "S" .and. oprice >= PRICE

mmin = mmin - LEAVES

endscan

endif

if mmin <= 0

*** There were at least enough to fill the minimum quantity

mmax = oshares

else

*** Not enough to fill the min, so fill none

mmax = 0

endif

case odisplay = "R" .or. odisplay = "P" && Is this a round-lot only order?

mmax = 0

*** Prescan to find the number of a shares available

if seek( ostock )

scan while mmax <= oshares .and. ostock = STOCK .and. BUY_SELL = "S" .and. oprice >= PRICE .and. obasefirm # MMID

mmax = mmax + LEAVES

endscan

endif

if mmax >= oshares

*** Max out with the number of shares specified

mmax = oshares

endif

*** Round down to nearest round lot wihtout using floating point

mmax = val( substr( str( mmax , 6, 0 ) , 1 ,4 ) + "00" )


otherwise

mmax = oshares

endcase

do while mmax > 0 .and. seek( ostock ) .and. oprice >= PRICE

if !aflag

w = left( awhen , 5 ) +",A," +str(tseq,9,0) +"," +oport+"," +ouser +"," +otoken +"," +obuy_sell +", " +str(oshares,6,0) +", " +str(omin,6,0) +"," +ostock +"," +str(oprice,11,4) +"," +str(tlocate,8,0) +"," +str(otif,5,0) +"," +oshort +"," +ommid +"
," +opa+","+oflags+", ," +odisplay +"," +right(awhen,3) +"," +oclearing+",D"

do write with w

aflag = .T.

endif

tecount = tecount + 1

eshares = min( LEAVES , mmax )

oleaves = oleaves - eshares

mmax = mmax - eshares

ofilled = ofilled + eshares

tmatch = tmatch + 1

w = left( awhen , 5 ) +",E," +str( SEQ ,9,0) +"," +PORT +"," +USER +"," +TOKEN +"," +BUY_SELL +", " +str(eshares,6,0) +"," +str(tmatch,9,0) +"," +ostock +"," +str(PRICE,11,4) +"," +str( recno() ,8,0)+ ", 0," +SHORT +"," +MMID +"," +PA+"," +ommid+"
,A," +DISPLAY +"," +right(awhen,3) +"," +CLEARING+",D"

do write with w

w = left( awhen , 5 ) +",E," +str(tseq,9,0) +"," +oport+"," +ouser +"," +otoken +"," +obuy_sell +", " +str(eshares,6,0) +"," +str(tmatch,9,0) +"," +ostock +"," +str(PRICE,11,4) +"," +str(tlocate,8,0)+", 0," +oshort +"," +ommid +"," +opa+","+
MMID+",R," +odisplay +"," +right(awhen,3) +"," +oclearing+",D"

do write with w


dleaves = LEAVES - eshares

if dleaves <= 0 && Dead record?

replace LEAVES with 0 , SEQ with tnextdead
tnextdead = recno()

else

replace LEAVES with dleaves , FILLED with FILLED + eshares

endif

enddo

else && sell order..

set order to BSEEK

do case

case omin > 1 && Minimum quantity specified?

*** if the min is bigger than the size, set it to the size

if omin > oshares

mmin = oshares

else

mmin = omin

endif

*** First prescan to see if we have enough size to fill it

if seek( ostock )

scan while mmin > 0 .and. ostock = STOCK .and. BUY_SELL = "B" .and. oprice <= PRICE

mmin = mmin - LEAVES

endscan

endif

if mmin <= 0

mmax = oshares

else

mmax = 0

endif

case odisplay = "R" .or. odisplay = "P" && Is this a round-lot only order?

mmax = 0

*** Prescan to find the number of a shares available

if seek( ostock )

scan while mmax <= oshares .and. ostock = STOCK .and. BUY_SELL = "B" .and. oprice <= PRICE .and. obasefirm # MMID

mmax = mmax + LEAVES

endscan

endif

if mmax >= oshares

mmax = oshares

endif

*** Round down to nearest round lot wihtout using floating point

mmax = val( substr( str( mmax , 6, 0 ) , 1 ,4 ) + "00" )


otherwise

mmax = oshares

endcase

do while mmax > 0 .and. seek( ostock ) .and. oprice <= PRICE

if !aflag

w = left( awhen , 5 ) +",A," +str(tseq,9,0) +"," +oport+"," +ouser +"," +otoken +"," +obuy_sell +", " +str(oshares,6,0) +", " +str(omin,6,0) +"," +ostock +"," +str(oprice,11,4) +"," +str(tlocate,8,0) +","+str(otif,5,0) +"," +oshort +"," +ommid +",
" +opa+","+oflags+", ," +odisplay +"," +right(awhen,3) +"," +oclearing+",D"

do write with w

aflag = .T.

endif

tecount = tecount + 1

eshares = min( LEAVES , mmax )

oleaves = oleaves - eshares

mmax = mmax - eshares

ofilled = ofilled + eshares

tmatch = tmatch + 1

w = left( awhen , 5 ) +",E," +str( SEQ ,9,0) +"," +PORT +"," +USER +"," +TOKEN +"," +BUY_SELL +", " +str(eshares,6,0) +"," +str(tmatch,9,0) +"," +ostock +"," +str(PRICE,11,4) +"," +str( recno() ,8,0) +", 0," +SHORT +"," +MMID +"," +PA+"," +ommid+"
,A," +DISPLAY +"," +right(awhen,3) +"," +CLEARING+",D"

do write with w

w = left( awhen , 5 ) +",E," +str(tseq,9,0) +"," +oport+"," +ouser +"," +otoken +"," +obuy_sell +", " +str(eshares,6,0) +"," +str(tmatch,9,0) +"," +ostock +"," +str(PRICE,11,4) +"," +str(tlocate,8,0) +", 0," +oshort +"," +ommid +"," +opa+","+
MMID+",R," +odisplay +"," +right(awhen,3) +"," +oclearing+",D"

do write with w

dleaves = LEAVES - eshares

if dleaves <= 0 && Dead record?

replace LEAVES with 0 , SEQ with tnextdead
tnextdead = recno()

else

replace LEAVES with dleaves , FILLED with FILLED + eshares

endif

enddo

endif

if oleaves > 0 && any non-executed shares left?

if otif = 0 && Fill or kill, so cancel leaves

if !aflag && did we not make an A message yet?

w = left( awhen , 5 ) +",A," +str(tseq,9,0) +"," +oport+"," +ouser +"," +otoken +"," +obuy_sell +", " +str(oshares,6,0) +", " +str(omin,6,0) +"," +ostock +"," +str(oprice,11,4) +"," +str(tlocate,8,0)+ "," +str(otif,5,0) +"," +oshort +"," +ommid +"
," +opa+","+oflags+", ," +odisplay +"," +right(awhen,3) +"," +oclearing+",D"
do write with w

endif

w = left( awhen , 5 ) +",X," +str(tseq,9,0) +"," +oport+"," +ouser +"," +otoken +"," +obuy_sell +", " +str(oleaves,6,0) +", 0," +ostock +"," +str(oprice,11,4) +"," +str(tlocate,8,0)+ ", 0," +oshort +"," +ommid +"," +opa+",#IOC, ," +
odisplay +"," +right(awhen,3) +"," +oclearing+",D"
do write with w

oleaves = 0

else

if !aflag && did we not make an A message yet?

w = left( awhen , 5 ) +",A," +str(tseq,9,0) +"," +oport+"," +ouser +"," +otoken +"," +obuy_sell +", " +str(oshares,6,0) +", " +str(omin,6,0) +"," +ostock +"," +str(oprice,11,4) +"," +str(tlocate,8,0) +"," +str(otif,5,0) +"," +oshort +"," +ommid +"
," +opa+","+oflags+",B," +odisplay +"," +right(awhen,3) +"," +oclearing+",D"

else

w = left( awhen , 5 ) +",B," +str(tseq,9,0) +"," +oport+"," +ouser +"," +otoken +"," +obuy_sell +", " +str(oleaves,6,0) +", 0," +ostock +"," +str(oprice,11,4) +"," +str(tlocate,8,0) +"," +str(otif,5,0) +"," +oshort +"," +ommid +"," +opa+",
, ," +odisplay +"," +right(awhen,3) +"," +oclearing+",D"

endif

do write with w

endif && otif == 0

endif && oleaves > 0

if oleaves > 0 && Still open?

goto tlocate

replace ;
PORT with oport,;
USER with ouser,;
TOKEN with otoken,;
BUY_SELL with obuy_sell,;
LEAVES with oleaves,;
STOCK with ostock,;
PRICE with oprice,;
SHORT with oshort,;
MMID with ommid,;
PA with opa,;
DISPLAY with odisplay,;
CLEARING with oclearing,;
FILLED with ofilled,;
SEQ with tseq

else && leaves = 0 (add current order to deadlist)

goto tlocate
replace SEQ with tnextdead
tnextdead = recno()

endif && oleaves > 0

return

****** Enter Report adds a type R line to the file
****** Enter order assumes ostock and obuy_sell are the right length.

proc enter2report

parameter oport,ouser,otoken,obuy_sell,oshares,ostock,oprice,oshort,ommid,opa,oreport,oclearing,ocontra

tseq = tseq + 1

tmatch = tmatch + 1

mwhen = str( tnow , 9 , 3)

w = left( mwhen , 5 ) + ",R,"+str(tseq,9,0) +"," +oPORT+"," +oUSER+"," +oTOKEN+"," +oBUY_SELL +", "+str(oshares,6,0)+","+str(tmatch,9,0)+"," +oSTOCK+","+str(oprice,11,4)+",00000000, 0,"+oSHORT+","+oMMID+","+oPA+","+ocontra+","+oreport+",R,"+right(
mwhen,3)+","+oCLEARING+",D"

do write with w

return


****** Enter Reject adds a type J line to the file

proc enter2reject

parameter oport,ouser,otoken,otype,oreason

tseq = tseq + 1

*** Leaves MUST be 0 or it might be included in the match!

mwhen = str( tnow , 9 , 3)

w = left( mwhen , 5 ) + ",J," +str(tseq,9,0) +"," +oport+"," +ouser +"," +otoken+"," +otype+", 0, 0, , 0.0000,00000000, 0, , , , ," +oreason +",N,"+right(mwhen,3)+", ,D"

do write with w

return


****** Enter break adds a type C line to the file

proc enterbreak

parameter oseq, oport , ouser, otoken, obuy_sell, oshares, omatch, ostock, oprice, ommid, oreason, omisc, oclearing , oshort

if oseq > tseq .or. oseq < 1

? time()+" Bad SEQ in Break! OSEQ="+str(oseq,9,0)+" RECS="+str( tseq, 9,0)

return

endif

if oshares <= 0

? time()+" Jerk boy BREAK zero shares SEQ="+str(oseq,9,0)

return

endif

if oprice <= 0

? time()+" Jerk boy BREAK zero price SEQ="+str(oseq,9,0)

return

endif

if ! omisc $ "AR"

? time()+" Invalid A/R BREAK MISC="+omisc+" SEQ="+str(oseq,9,0)

return

endif

mwhen = str( tnow , 9 , 3)

w = left( mwhen , 5 ) + ",C,"+str(oseq,9,0) +"," +oPORT+"," +oUSER+"," +oTOKEN+"," +oBUY_SELL +", "+str(oshares,6,0)+","+str(omatch,9,0)+"," +oSTOCK+","+str(oprice,11,4)+",00000000, 0,"+oshort+","+oMMID+", ,"+oreason +","+omisc+", ,"+right(mwhen,3)+
","+oCLEARING+",D"

do write with w

return


****** Enter maint adds a type M line to the file


*** SHORTTYPE
***** N - No short sale checks
***** B - Bidtick test
***** L - Lasttrade test

*** BLOCKSUB - Block subscriber only orders?
***** B - Block
***** N - No block

*** CENTER
***** Q - NASDAQ
***** L - LISTED

proc entermaint

parameter oport,ouser,otoken,ostock,oshorttype,oblocksub,ocenter,omisc

if ! oshorttype $ "NBL"

? time()+" Bad SHORTTYPE="+oshorttype+" STOCK="+ostock

return

endif

if !oblocksub $ "BN"
? time()+" Bad BLOCKSUB="+oblocksub+" STOCK="+ostock

return
endif

if !ocenter $ "QL"
? time()+" Bad CENTER="+ocenter+" STOCK="+ostock

return
endif

if len( omisc ) # 4
? time()+" Bad omisc len!"+omisc
return
endif

for eml = 1 to 4

emb = substr( omisc , eml , 1 )

if !isalpha( emb ) .and. emb # " "

? time()+" Bad omisc letter!"+omisc
return

endif

endfor

awhen = str( tnow , 9 , 3 )

w = left( awhen , 5 ) +",M, 0,"+oport+","+ouser+","+otoken+",S, 0, 0," +ostock +", 0.0000,00000000, 0,"+oshorttype+", , ,"+omisc+","+ocenter+","+oblocksub+"," +right(awhen,3) +", , "

do write with w

return

*** STATE - Trading state
***** T - Trading
***** H - Halted

proc enterstate

parameter oport,ouser,otoken,ostock,ostate

if !ostate $ "TH"
? time()+" Bad STATE="+ostate+" STOCK="+ostock

return
endif

awhen = str( tnow , 9 , 3 )

w = left( awhen , 5 ) +",M, 0,"+oport+","+ouser+","+otoken+",T, 0, 0," +ostock +", 0.0000,00000000, 0, , , , ,"+ostate+", ," +right(awhen,3) +", , "

do write with w

return

*** Enter account configures an OUCH account

proc enteraccount

parameter oaccount,opassword,otest,otrusted, othresh, osscheck,oiflag, odefault

if !otest$"TN"

? time()+" Bad TEST flag in enteraccount:"+otest
return

endif

if !otrusted$"TN"

? time()+" Bad TRUSTED flag in enteraccount:"+otrusted
return

endif

if !osscheck$"YN"

? time()+" Bad SSCHECK flag in enteraccount:"+osscheck
return

endif

if !oiflag$"IN"

? time()+" Bad IFLAG flag in enteraccount:"+oiflag
return

endif

if len( opassword ) # 10
? time()+" Bad opassword len!"+opassword
return
endif

for eml = 1 to 10

emb = substr( opassword , eml , 1 )

if !isalpha( emb ) .and. !isdigit( emb) .and. emb # " " .and. emb # "!" .and. emb # "#"

? time()+" Bad opassword letter!"+opassword+":"+str(eml)
return

endif

endfor


if len( oaccount ) # 6
? time()+" Bad oaccount len!"+oaccount
return
endif

for eml = 1 to 6

emb = substr( oaccount , eml , 1 )

if !isalpha( emb ) .and. !isdigit( emb ) .and. emb # " "

? time()+" Bad oaccount letter!"+oaccount+":"+str(eml)
return

endif

endfor

if len( odefault ) # 4
? time()+" Bad odefault len!"+odefault
return
endif

for eml = 1 to 4

emb = substr( odefault , eml , 1 )

if !isalpha( emb ) .and. !isdigit( emb) .and. emb # " "

? time()+" Bad odefault letter!"+odefault +":"+str(eml)
return

endif

endfor

awhen = str( tnow , 9 , 3 )

w = left( awhen , 5 ) +",M, 0,"+oaccount+", ,"+opassword+",A,"+str(othresh,9,0)+", 0, , 0.0000,00000000, 0,"+osscheck+","+odefault +", ,"+otest+ " "+ otrusted +" ,"+oiflag+", ," +right(awhen,3) +", , "

do write with w

return


*** Enter firm configures an OUCH account for clearing

proc enterfirm

parameter oaccount,ommid,oclearing

if !oclearing$"AIQRN"

? time()+" Bad clearing in enterfirm:"+oclearing
return

endif

if len( ommid ) # 4
? time()+" Bad ommid len!"+ommid
return
endif

for eml = 1 to 4

emb = substr( ommid , eml , 1 )

if !isalpha( emb ) .and. !isdigit( emb) .and. emb # " "

? time()+" Bad ommid letter!"+ommid+":"+str(eml)
return

endif

endfor

if len( oaccount ) # 6
? time()+" Bad oaccount len!"+oaccount
return
endif

for eml = 1 to 6

emb = substr( oaccount , eml , 1 )

if !isalpha( emb ) .and. !isdigit( emb ) .and. emb # " "

? time()+" Bad oaccount letter!"+oaccount+":"+str(eml)
return

endif

endfor


awhen = str( tnow , 9 , 3 )

w = left( awhen , 5 ) +",M, 0,"+oaccount+", , ,F, 0, 0, , 0.0000,00000000, 0, ,"+ ommid +", , , , ," +right(awhen,3) +","+oclearing+", "

do write with w

return

proc new2cancel

parameter olocate,oseq,oshares,ocontra && Contra indeicates reason for cancel

if olocate <= 0 .or. olocate > reccount()

? time()+" CANCEL LOCATE OUT OF BOUNDS " +str( olocate , 8 , 0)+ " SEQ=" +str(oseq,8,0)

return 0

endif

goto olocate

if oseq # SEQ

*** ? time()+" CANCEL OUT OF DATE " +str( olocate , 8 , 0)+ " SEQ=" +str(oseq,8,0)

ttoolate = ttoolate + 1

return 0

endif

if LEAVES <= oshares

ttoolate = ttoolate + 1

return

endif

xshares = LEAVES - oshares

do mwrite with "X", SEQ , xshares , PRICE , ocontra , " " , 0 , recno()

txcount = txcount + 1

dleaves = LEAVES - xshares

if dleaves <=0

&& Must set LEAVES to zero to pull order from indexes

replace LEAVES with 0 , SEQ with tnextdead
tnextdead = recno()

else

replace LEAVES with dleaves

endif

return


****** Cancel Order takes a locator and a SEQ number
****** passed shares in new intedned order size
****** returns number of shares canceled and leaves record pointer on order canceled.

proc i2cancel

parameter olocate,oseq,oshares,ocontra && Contra indeicates reason for cancel


if olocate <= 0 .or. olocate > reccount()

? time()+" CANCEL LOCATE OUT OF BOUNDS " +str( olocate , 8 , 0)+ " SEQ=" +str(oseq,8,0)

return 0

endif

goto olocate

if oseq # SEQ

*** ? time()+" CANCEL OUT OF DATE " +str( olocate , 8 , 0)+ " SEQ=" +str(oseq,8,0)

ttoolate = ttoolate + 1

return 0

endif

msize = LEAVES + FILLED && Current size of order

if oshares >= msize

*** ? time()+" INTENEDED CANCEL BIGGER THAN ORDER SHARES="+str( oshares, 6 , 0 )+" REASON="+ocontra

return 0

endif

xshares = msize - oshares && HOwmany do we have to cancel to get from current size to new size?

if xshares > LEAVES && Don't cancel more than are open

xshares = LEAVES

endif

if xshares = 0

ttoolate = ttoolate + 1

return 0

endif

do mwrite with "X", SEQ , xshares , PRICE , ocontra , " " , 0 , recno()

txcount = txcount + 1

dleaves = LEAVES - xshares

if dleaves <=0

&& Must set LEAVES to zero to pull order from indexes

replace LEAVES with 0 , SEQ with tnextdead
tnextdead = recno()

else

replace LEAVES with dleaves

endif

return xshares


proc initstatus
activate window status
@ 0,1 SAY "Orders:"
@ 0,27 SAY "Executions:"
@ 0,52 SAY "Cancels:"
activate window ticker
return

proc showstatus
activate window status
@ 0,11 SAY tseq PICTURE "##,###,###"
@ 0,38 SAY tmatch PICTURE "##,###,###"
@ 0,60 SAY txcount PICTURE "##,###,###"
activate window ticker
return

proc processtcpip

param ptm

tcommand = substr( ptm , 1 , 1 )

if geom

? time()+" Command recieved after EOM:"+tcommand
return

endif

do case

case tcommand = "H"

tport = substr( ptm , 2 , 6 )

if !seek( tport , "SOURCES" )

insert into SOURCES values ( tport , 1 )

endif

tinseq = val(substr( ptm , 73, 9 ) )

if tinseq # SOURCES.SEQ

if tinseq < SOURCES.SEQ

*** ? time()+" Duped inseq "+tport+" Expected:"+str( SOURCES.SEQ , 9, 0)+" Got:"+str( tinseq , 9 , 0 )
return

endif

do alert with "Gapped inseq "+tport+" Expected:"+str( SOURCES.SEQ , 9, 0)+" Got:"+str( tinseq , 9 , 0 )

endif

tuser = substr( ptm , 8 , 4 )
ttoken = substr( ptm , 12 , 10 )
tbuy_sell = substr( ptm , 22 , 1 )
tshares = val( substr( ptm , 23 , 6 ) )
tmin = val( substr( ptm , 29 , 6 ) )
tstock = substr( ptm , 35 , 6 )
tprice = val( substr( ptm , 41 , 11 ) )
ttif = val( substr( ptm , 52 , 5 ) )
tdisplay = substr( ptm , 57 , 1 )
tshort = substr( ptm , 58 , 1 )
tpa = substr( ptm , 59 , 1 )
tmmid = substr( ptm , 60 , 4 )
tclearing = substr( ptm , 64 , 1 )
tflags = substr( ptm , 65 , 4 )

if tbuy_sell = "B"

xshort = " "

else

if tbuy_sell # "S"

? time()+" Bad buy_sell "+tbuy_sell+" port="+tport

return

endif

do case
case tshort = "Y"
xshort = "S"

case tshort = "S"
xshort = "S"

case tshort = "N"
xshort = "L"

case tshort = "L"
xshort = "L"

case tshort = "E"
xshort = "E"

otherwise
xshort = "?"

endcase

endif

if tshares <= 0

? time()+" Jerk boy zero shares TOKEN " +tport+"-" +tuser+"-" +ttoken

return

endif

if tshares >= 1000000

? time()+" Jerk boy million shares TOKEN " +tport+"-" +tuser+"-" +ttoken

return

endif


if tprice <= 0

? time()+" Jerk boy zero price TOKEN " +tport+"-" +tuser+"-" +ttoken

return

endif


if tprice >= 1000000

? time()+" Jerk boy million price TOKEN " +tport+"-" +tuser+"-" +ttoken

return

endif


if ! tclearing $ "AIQOR"


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