private object Pub(string orderString, string messageType)
{
// We are public (well, we are common code to the public API) API called from Excel, ensure we catch all exceptions
try {
log.Info(orderString);
// turn the string into an order so that we can do some validation on it.
var orderFields = MessageUtil.ExtractRecord(orderString, true);
if (orderFields.Count == 0)
{
return("#Warn: did not receive a proper order string. " + orderString);
}
// To work with Bloomberg EMSX we require the OrderDate and UserOrderId
// ClientOrderId is nolonger valid
if (orderFields.ContainsKey("CLIENTORDERID"))
{
return("#Error: Specify UserOrderId and OrderDate instead of ClientOrderId");
}
var order = new Order(orderFields);
if (order.ModifiedUserOrderId)
{
return("#Error: UserOrderID does not meet requirements. Must be 6 or less, without spaces and %");
}
if (!order.CanCalculateCompositOrderId)
{
return("#Error: Missing OrderDate");
}
lock (nmsClient) {
if (nmsClient.Connected())
{
var cachedOrder = nmsClient.GetOrderByKey(order.CacheKey);
// what kind of order are we?
switch (messageType)
{
case "NEW":
if (cachedOrder != null && cachedOrder.Status != "INVALID" && cachedOrder.Status != "UNKNOWN")
{
return("#Error - order already sent '" + order.CacheKey + "'");
}
nmsClient.SendOrder(order);
break;
case "CANCEL":
nmsClient.SendCancel(order);
break;
case "REPLACE":
order.FixMessageType = "G";
nmsClient.SendReplace(order);
break;
default:
return("#Error: Unable to determine type of message to send. '" + messageType + "'");
}
log.Info("Sent order:" + order.ToSting());
}
else
{
nmsClient.Start();
return("#Warn: Not connected to broker, try again");
}
}
return("Published " + GenerateExcelTimestamp());
} catch (Exception e) {
Console.WriteLine("Unable to publish" + e.Message);
return("#Error: Unable to Publish: " + e.Message);
}
}
