/// <summary>
/// Initialises the specified URI session and opens the service.
/// </summary>
/// <param name="uri">The URI.</param>
/// <returns></returns>
private bool Initialise(string uri, int requestCount)
{
sessionOptions = new BB.SessionOptions();
sessionOptions.ServerHost = "localhost";
sessionOptions.ServerPort = 8194;
if (requestCount > sessionOptions.MaxPendingRequests)
{
sessionOptions.MaxPendingRequests = requestCount;
}
UpdateStatus("Starting the Bloomberg session.");
session = new BB.Session(sessionOptions, new BB.EventHandler(processEvent));
if (session.Start())
{
if (!session.OpenService(uri))
{
throw new Exception("Bloomberg failed to open session " + uri);
}
return(true);
}
else
{
throw new Exception("An error occurred starting the Bloomberg session. Ensure Bloomberg is installed.");
}
}
/*****************************************************************************
* Function : processSubscriptionStatus
* Description : Processes subscription status messages returned from Bloomberg
* Arguments : Event, Session
* Returns : void
*****************************************************************************/
private void processSubscriptionStatus(Event eventObj, Session session)
{
System.Console.WriteLine("Processing SUBSCRIPTION_STATUS");
foreach (Message msg in eventObj)
{
string topic = (string)msg.CorrelationID.Object;
System.Console.WriteLine(System.DateTime.Now.ToString("s") +
": " + topic + " - " + msg.MessageType);
if (msg.HasElement(REASON))
{
// This occurs if a bad security is subscribed to
Element reason = msg.GetElement(REASON);
System.Console.WriteLine("\t" +
reason.GetElement(CATEGORY).GetValueAsString() +
": " + reason.GetElement(DESCRIPTION).GetValueAsString());
}
if (msg.HasElement(EXCEPTIONS))
{
// This can occur on SubscriptionStarted if an
// invalid field is passed in
Element exceptions = msg.GetElement(EXCEPTIONS);
for (int i = 0; i < exceptions.NumValues; ++i)
{
Element exInfo = exceptions.GetValueAsElement(i);
Element fieldId = exInfo.GetElement(FIELD_ID);
Element reason = exInfo.GetElement(REASON);
System.Console.WriteLine("\t" + fieldId.GetValueAsString() +
": " + reason.GetElement(CATEGORY).GetValueAsString());
}
}
System.Console.WriteLine("");
}
}
/// <summary>
/// Process responses from the BLP API.
/// </summary>
/// <param name="session"></param>
private void EventLoop(Session session)
{
bool done = false;
while (!done)
{
Event eventObj = session.NextEvent();
if (eventObj.Type == Event.EventType.PARTIAL_RESPONSE)
{
System.Console.WriteLine("Processing Partial Response");
ProcessResponseEvent(eventObj);
}
else if (eventObj.Type == Event.EventType.RESPONSE)
{
System.Console.WriteLine("Processing Response");
ProcessResponseEvent(eventObj);
done = true;
}
else
{
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg);
if (eventObj.Type == Event.EventType.SESSION_STATUS)
{
if (msg.MessageType.Equals(SESSION_TERMINATED) ||
msg.MessageType.Equals(SESSION_FAILURE))
{
done = true;
}
}
}
}
}
}
/*****************************************************************************
* Function : createSession
* Description : This function creates a session object and opens the market
* bar service. Returns false on failure of either.
* Arguments : none
* Returns : bool
*****************************************************************************/
private bool createSession()
{
if (d_session != null)
{
d_session.Stop();
}
System.Console.WriteLine("Connecting to " + d_sessionOptions.ServerHost +
":" + d_sessionOptions.ServerPort);
d_session = new Session(d_sessionOptions, new EventHandler(processEvent));
if (!d_session.Start())
{
System.Console.WriteLine("Failed to start session");
return(false);
}
System.Console.WriteLine("Connected successfully\n");
if (!d_session.OpenService("//blp/mktbar"))
{
System.Console.WriteLine("Failed to open service //blp/mktbar");
d_session.Stop();
return(false);
}
System.Console.WriteLine("Subscribing...");
d_session.Subscribe(d_subscriptions);
return(true);
}
/// <summary>
/// Initializes the SecurityLookup instance by creating a session and authorizing it so that its
/// ready to conduct searches. Once initialized multiple searches may be conducted with the same instance.
/// </summary>
public void Init()
{
try
{
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = d_host;
sessionOptions.ServerPort = d_port;
sessionOptions.AuthenticationOptions = d_authOptions;
Console.WriteLine("Connecting to {0}:{1}", d_host, d_port);
session = new Session(sessionOptions);
if (!session.Start())
{
throw new Exception("Failed to start session");
}
identity = null;
if (d_authOptions != null)
{
Authorize(out identity, session);
}
if (!session.OpenService(INSTRUMENT_SERVICE))
{
throw new Exception(
string.Format("Failed to open: {0}", INSTRUMENT_SERVICE));
}
}
catch (Exception e)
{
Console.WriteLine(string.Format("Exception: {0}", e.Message));
Console.WriteLine();
}
}
/*****************************************************************************
* Function : processMiscEvents
* Description : Processes any message returned from Bloomberg
* Arguments : Event, Session
* Returns : void
*****************************************************************************/
private void processMiscEvents(Event eventObj, Session session)
{
System.Console.WriteLine("Processing " + eventObj.Type);
foreach (Message msg in eventObj)
{
System.Console.WriteLine(System.DateTime.Now.ToString("s") +
": " + msg.MessageType + "\n");
}
}
/*****************************************************************************
* Function : processSubscriptionDataEvent
* Description : Processes all field data returned from Bloomberg
* Arguments : Event, Session
* Returns : void
*****************************************************************************/
private void processSubscriptionDataEvent(Event eventObj, Session session)
{
System.Console.WriteLine("Processing SUBSCRIPTION_DATA");
foreach (Message msg in eventObj)
{
string topic = (string)msg.CorrelationID.Object;
System.Console.WriteLine(System.DateTime.Now.ToString("s")
+ ": " + topic + " - " + msg.MessageType);
CheckAspectFields(msg);
}
}
public void initializeSession()
{
this.session = new BbergAPI.Session(this.sessionOptions);
if (!this.session.Start())
{
System.Console.WriteLine("Could not start session.");
System.Environment.Exit(1);
}
if (!this.session.OpenService("//blp/refdata"))
{
System.Console.WriteLine("Could not open service " + "//blp/refdata");
System.Environment.Exit(1);
}
}
/// <summary>
/// Dispose of the API connection.
/// </summary>
public void Dispose()
{
if (session != null)
{
try
{
session.Stop();
}
catch { }
finally
{
session = null;
}
}
}
/// <summary>
/// Send a request to the BLP API. Called by Query().
/// </summary>
/// <param name="session"></param>
/// <param name="identity"></param>
private void SendRequest(Session session, Identity identity)
{
Console.WriteLine("Sending Request: {0}", d_requestType.ToString());
Service instrumentService = session.GetService(INSTRUMENT_SERVICE);
Request request;
try
{
request = instrumentService.CreateRequest(d_requestType.ToString());
}
catch (NotFoundException e)
{
throw new Exception(
string.Format("Request Type not found: {0}", d_requestType),
e);
}
request.Set(QUERY_ELEMENT, d_queryString);
request.Set(MAX_RESULTS_ELEMENT, d_maxResults);
foreach (KeyValuePair <string, string> entry in d_filters)
{
try
{
request.Set(entry.Key, entry.Value);
}
catch (NotFoundException e)
{
throw new Exception(string.Format("Filter not found: {0}", entry.Key), e);
}
catch (InvalidConversionException e)
{
throw new Exception(
string.Format(
"Invalid value: {0} for filter: {1}",
entry.Value,
entry.Key),
e);
}
}
request.Print(Console.Out);
Console.WriteLine();
session.SendRequest(request, identity, null);
}
/// <summary>
/// Processes the Bloomberg event.
/// </summary>
/// <param name="eventObj">The event obj.</param>
/// <param name="session">The session.</param>
private void processEvent(BB.Event eventObj, BB.Session session)
{
try {
switch (eventObj.Type)
{
case BB.Event.EventType.RESPONSE:
case BB.Event.EventType.PARTIAL_RESPONSE:
processSubscriptionDataEvent(eventObj, session);
break;
default:
processMiscEvents(eventObj, session);
break;
}
} catch (System.Exception e) {
Maple.Logger.Log(e.Message);
Maple.Logger.Log(e.StackTrace);
}
}
/// <summary>
/// Sets config and other session data to create the session
/// </summary>
/// <returns></returns>
private Session CreateBloombergSession()
{
// retrieves the appsettings and fills the config object
config = new BloombergApiSessionConfig();
var sessionOptions = new SessionOptions { ServerHost = config.BbHost, ServerPort = config.BbPort };
var session = new Session(sessionOptions);
if (!session.Start())
{
//_Logging.Error("Unable to initiate Bloomberg session.");
return null;
}
if (!session.OpenService(config.BbService))
{
//_Logging.Error("Unable to open Bloomberg service.");
return null;
}
return session;
}
/*****************************************************************************
* Function : processEvent
* Description : Processes session events
* Arguments : Event, Session
* Returns : void
*****************************************************************************/
public void processEvent(Event eventObj, Session session)
{
try
{
switch (eventObj.Type)
{
case Event.EventType.SUBSCRIPTION_DATA:
processSubscriptionDataEvent(eventObj, session);
break;
case Event.EventType.SUBSCRIPTION_STATUS:
processSubscriptionStatus(eventObj, session);
break;
default:
processMiscEvents(eventObj, session);
break;
}
}
catch (System.Exception e)
{
System.Console.WriteLine(e.ToString());
}
}
public void Connect()
{
string serverHost = "api.bloomberg.com";
int serverPort = 0;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
Log("Connecting to " + serverHost + ":" + serverPort);
session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
throw new Exception("Failed to start Bloomberg API session.");
}
if (!session.OpenService("//blp/refdata"))
{
throw new Exception("Failed to open //blp/refdata");
}
this.service = session.GetService("//blp/refdata");
}
/// <summary>
/// Authorize should be called before any requests are sent. Called by init.
/// </summary>
/// <param name="identity"></param>
/// <param name="session"></param>
private static void Authorize(out Identity identity, Session session)
{
identity = session.CreateIdentity();
if (!session.OpenService(AUTH_SERVICE))
{
throw new Exception(
string.Format("Failed to open auth service: {0}",
AUTH_SERVICE));
}
Service authService = session.GetService(AUTH_SERVICE);
EventQueue tokenEventQueue = new EventQueue();
session.GenerateToken(new CorrelationID(tokenEventQueue), tokenEventQueue);
string token = null;
// Generate token responses will come on the dedicated queue. There would be no other
// messages on that queue.
Event eventObj = tokenEventQueue.NextEvent(
Convert.ToInt32(WAIT_TIME.TotalMilliseconds));
if (eventObj.Type == Event.EventType.TOKEN_STATUS ||
eventObj.Type == Event.EventType.REQUEST_STATUS)
{
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg);
if (msg.MessageType == TOKEN_SUCCESS)
{
token = msg.GetElementAsString(TOKEN_ELEMENT);
}
}
}
if (token == null)
{
throw new Exception("Failed to get token");
}
Request authRequest = authService.CreateAuthorizationRequest();
authRequest.Set(TOKEN_ELEMENT, token);
session.SendAuthorizationRequest(authRequest, identity, null);
TimeSpan ts = WAIT_TIME;
for (DateTime startTime = DateTime.UtcNow;
ts.TotalMilliseconds > 0;
ts = ts - (DateTime.UtcNow - startTime))
{
eventObj = session.NextEvent(Convert.ToInt32(ts.TotalMilliseconds));
// Since no other requests were sent using the session queue, the response can
// only be for the Authorization request
if (eventObj.Type != Event.EventType.RESPONSE &&
eventObj.Type != Event.EventType.PARTIAL_RESPONSE &&
eventObj.Type != Event.EventType.REQUEST_STATUS)
{
continue;
}
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg);
if (msg.MessageType != AUTHORIZATION_SUCCESS)
{
throw new Exception("Authorization Failed");
}
}
return;
}
throw new Exception("Authorization Failed");
}
/*****************************************************************************
* Function : createSession
* Description : This function creates a session object and opens the market
* bar service. Returns false on failure.
* Arguments : none
* Returns : bool
*****************************************************************************/
private bool createSession()
{
if (d_session != null)
{
d_session.Stop();
}
string authOptions = string.Empty;
d_sessionOptions = new SessionOptions();
if (d_authOption == "APPLICATION")
{
// Set Application Authentication Option
authOptions = "AuthenticationMode=APPLICATION_ONLY;";
authOptions += "ApplicationAuthenticationType=APPNAME_AND_KEY;";
// ApplicationName is the entry in EMRS.
authOptions += "ApplicationName=" + d_name;
}
else if (d_authOption == "USER_APP")
{
// Set User and Application Authentication Option
authOptions = "AuthenticationMode=USER_AND_APPLICATION;";
authOptions += "AuthenticationType=OS_LOGON;";
authOptions += "ApplicationAuthenticationType=APPNAME_AND_KEY;";
// ApplicationName is the entry in EMRS.
authOptions += "ApplicationName=" + d_name;
}
else if (d_authOption == "USER_DS_APP")
{
// Set User and Application Authentication Option
authOptions = "AuthenticationMode=USER_AND_APPLICATION;";
authOptions += "AuthenticationType=DIRECTORY_SERVICE;";
authOptions += "DirSvcPropertyName=" + d_dsName + ";";
authOptions += "ApplicationAuthenticationType=APPNAME_AND_KEY;";
// ApplicationName is the entry in EMRS.
authOptions += "ApplicationName=" + d_name;
}
else if (d_authOption == "DIRSVC")
{
// Authenticate user using active directory service property
authOptions = "AuthenticationType=DIRECTORY_SERVICE;";
authOptions += "DirSvcPropertyName=" + d_dsName;
}
else
{
// Authenticate user using windows/unix login name (default)
authOptions = "AuthenticationType=OS_LOGON";
}
System.Console.WriteLine("Authentication Options = " + authOptions);
d_sessionOptions.AuthenticationOptions = authOptions;
SessionOptions.ServerAddress[] servers = new SessionOptions.ServerAddress[d_hosts.Count];
int index = 0;
System.Console.WriteLine("Connecting to port " + d_port.ToString() + " on host(s):");
foreach (string host in d_hosts)
{
servers[index] = new SessionOptions.ServerAddress(host, d_port);
System.Console.WriteLine(host);
index++;
}
// auto restart on disconnect
d_sessionOptions.ServerAddresses = servers;
d_sessionOptions.AutoRestartOnDisconnection = true;
d_sessionOptions.NumStartAttempts = d_hosts.Count;
// change default subscription service
d_sessionOptions.DefaultSubscriptionService = MKTBAR_SVC;
// create session and start
d_session = new Session(d_sessionOptions, processEvent);
return(d_session.Start());
}
/// <summary>
/// Processes misc Bloomberg events.
/// </summary>
/// <param name="eventObj">The event obj.</param>
/// <param name="session">The session.</param>
private void processMiscEvents(BB.Event eventObj, BB.Session session)
{
foreach (BB.Message msg in eventObj.GetMessages())
{
UpdateStatus(msg.MessageType.ToString());
switch (msg.MessageType.ToString())
{
case "SessionStarted":
break;
case "SessionTerminated":
case "SessionStopped":
break;
case "ServiceOpened":
break;
case "RequestFailure":
UpdateStatus("*** REQUEST FAILURE ***");
BB.Element reason = msg.GetElement(REASON);
string reasonText = string.Format("Error: Source-[{0}], Code-[{1}], Category-[{2}], Desc-[{3}]",
reason.GetElementAsString(SOURCE),
reason.GetElementAsString(ERROR_CODE),
reason.GetElementAsString(CATEGORY),
reason.GetElementAsString(DESCRIPTION));
UpdateStatus(reasonText);
UpdateStatus("Error message body : " + msg.ToString());
bool hasGUID = false;
bool hasResponseError = false;
try {
Guid reqGUID = (Guid)msg.CorrelationID.Object;
hasGUID = true;
hasResponseError = msg.HasElement("responseError");
} catch {
hasGUID = false;
hasResponseError = false;
}
if (hasGUID & hasResponseError)
{
UpdateStatus("GUID and responseError found - handling normally");
// has both a GUID and a response error so can be handled normally
processSubscriptionDataEvent(eventObj, session);
}
else if (hasGUID)
{
UpdateStatus("GUID found - updating GUID list.");
Guid reqGUID = (Guid)msg.CorrelationID.Object;
// only has a GUID so add to the list of returned GUIDs
if (!guids.Contains(reqGUID))
{
guids.Add(reqGUID);
}
}
else
{
// ok, email out that a timeout has occurred
Maple.Email email = new Maple.Email();
email.SendEmail(emailErrorsTo,
"Bloomberg Request Failure",
"A RequestFailure response has been returned from Bloomberg." + Environment.NewLine + reasonText + Environment.NewLine + msg.ToString(),
false);
}
break;
default:
UpdateStatus("*** Unhandled Misc Event ***");
break;
}
}
}
/// <summary>
/// Processes the Bloomberg subscription data event.
/// </summary>
/// <param name="eventObj">The event obj.</param>
/// <param name="session">The session.</param>
private void processSubscriptionDataEvent(BB.Event eventObj, BB.Session session)
{
try {
// process message
foreach (BB.Message msg in eventObj.GetMessages())
{
#region find instrument
Guid reqGUID = (Guid)msg.CorrelationID.Object;
// check for duplicate replies just in case
if (guids.Contains(reqGUID))
{
return;
}
else
{
guids.Add(reqGUID);
}
// find the correct instrument
BloombergDataInstrument bbdi = FindSentInstrumentByGuid(reqGUID);
if (bbdi == null)
{
UpdateStatus("Unable to find received instrument by Guid - " + reqGUID.ToString());
continue;
}
#endregion
UpdateStatus(string.Format("Received {0} of {1} requests : {2}", guids.Count, sentToBB.Count, bbdi.Ticker));
if (msg.HasElement("responseError"))
{
BB.Element error = msg.GetElement(RESPONSE_ERROR);
string responseError = error.GetElementAsString(SUBCATEGORY);
UpdateStatus("Response error : " + error.GetElementAsString(MESSAGE));
CheckForLimits(responseError);
bbdi.HasFieldErrors = true;
continue;
}
BB.Element secDataArray = msg.GetElement(SECURITY_DATA);
#region process security data
// process security data
int numberOfSecurities = secDataArray.NumValues;
for (int index = 0; index < numberOfSecurities; index++)
{
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName(BLP_REFERENCE_RESPONSE)))
{
// just contains the one element, which is actually a sequence
BB.Element secData = secDataArray.GetValueAsElement(index);
BB.Element fields = secData.GetElement(FIELD_DATA);
GetData(bbdi, fields, secData);
}
else if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName(BLP_HISTORICAL_RESPONSE)))
{
// Historical is handled slightly different. Can contain many elements each with possibly multiple values
foreach (BB.Element secData in secDataArray.Elements)
{
if (secData.Name != FIELD_DATA)
{
continue;
}
for (int pointIndex = 0; pointIndex < secData.NumValues; pointIndex++)
{
BB.Element fields = secData.GetValueAsElement(pointIndex);
GetData(bbdi, fields, secData);
}
}
}
}
#endregion
ShowCompletionPercentage(guids.Count, sentToBB.Count);
ShowCompletedInstrument(bbdi);
}
} catch (Exception ex) {
UpdateStatus("Error occurred processing reply : " + ex.Message);
} finally {
if (guids.Count == sentToBB.Count) // we are done
{
ShowCompletionPercentage(1, 1);
ProcessComplete();
}
}
}
