private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("CancelRoute");
//request.set("EMSX_REQUEST_SEQ", 1);
//request.set("EMSX_TRADER_UUID", 1234567);
Element routes = request.GetElement("ROUTES"); //Note, the case is important.
Element route = routes.AppendElement(); // Multiple routes can be cancelled in a single request
route.GetElement("EMSX_SEQUENCE").SetValue(3657996);
route.GetElement("EMSX_ROUTE_ID").SetValue(1);
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("CreateBasket");
// define the basket name
request.Set("EMSX_BASKET_NAME", "TestBasket");
// add any number of orders
request.Append("EMSX_SEQUENCE", 4313227);
request.Append("EMSX_SEQUENCE", 4313228);
//request.Append("EMSX_SEQUENCE", 1234567)
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
private bool GenerateToken()
{
bool isTokenSuccess = false;
bool isRunning = false;
CorrelationID tokenReqId = new CorrelationID(99);
EventQueue tokenEventQueue = new EventQueue();
session.GenerateToken(tokenReqId, tokenEventQueue);
while (!isRunning)
{
Event eventObj = tokenEventQueue.NextEvent();
if (eventObj.Type == Event.EventType.TOKEN_STATUS)
{
System.Console.WriteLine("processTokenEvents");
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg.ToString());
if (msg.MessageType == TOKEN_SUCCESS)
{
isTokenSuccess = true;
isRunning = true;
break;
}
else if (msg.MessageType == TOKEN_FAILURE)
{
Console.WriteLine("Received : " + TOKEN_FAILURE.ToString());
isRunning = true;
break;
}
else
{
Console.WriteLine("Error while Token Generation");
isRunning = true;
break;
}
}
}
}
return(isTokenSuccess);
}
private void processResponseEvent(Event evt, Session session)
{
System.Console.WriteLine("Received Event: " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(AUTHORIZATION_SUCCESS))
{
System.Console.WriteLine("Authorization successfull...");
sendCreateIOI(session, d_emsx);
}
else if (msg.MessageType.Equals(AUTHORIZATION_FAILURE))
{
System.Console.WriteLine("Authorisation failed...");
System.Console.WriteLine(msg.ToString());
// Here you can insert code to automatically retry the authorisation if required
}
else if (msg.CorrelationID == requestID)
{
System.Console.WriteLine(msg.MessageType + ">>" + msg.ToString());
if (msg.MessageType.Equals("handle"))
{
String val = msg.GetElementAsString("value");
System.Console.WriteLine("Response: Value=" + val);
}
else
{
System.Console.WriteLine("Unexpected message...");
System.Console.WriteLine(msg.ToString());
}
quit = true;
}
else
{
System.Console.WriteLine("Unexpected authorization message...");
System.Console.WriteLine(msg.ToString());
}
}
}
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("SellSideAck");
//request.set("EMSX_REQUEST_SEQ", 1);
// Append is used as any number of orders can be ack'ed in a single request
request.Append("EMSX_SEQUENCE", 3852531);
// If performing the ack on an order owned by another team member, provide owner's UUID
//request.Set("EMSX_TRADER_UUID", 7654321);
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
private void processResponseEvent(Event evt, Session session)
{
System.Console.WriteLine("Received Event: " + evt.Type);
foreach (Message msg in evt)
{
System.Console.WriteLine("MESSAGE: " + msg.ToString());
System.Console.WriteLine("CORRELATION ID: " + msg.CorrelationID);
if (evt.Type == Event.EventType.RESPONSE && msg.CorrelationID == requestID)
{
System.Console.WriteLine("Message Type: " + msg.MessageType);
if (msg.MessageType.Equals(ERROR_INFO))
{
int errorCode = msg.GetElementAsInt32("ERROR_CODE");
String errorMessage = msg.GetElementAsString("ERROR_MESSAGE");
System.Console.WriteLine("ERROR CODE: " + errorCode + "\tERROR MESSAGE: " + errorMessage);
}
else if (msg.MessageType.Equals(GET_BROKER_STRATEGY_INFO_WITH_ASSET_CLASS))
{
Element strategies = msg.GetElement("EMSX_STRATEGY_INFO");
int numValues = strategies.NumValues;
for (int i = 0; i < numValues; i++)
{
Element e = strategies.GetValueAsElement(i);
String fieldName = e.GetElementAsString("FieldName");
String disable = e.GetElementAsString("Disable");
String stringValue = e.GetElementAsString("StringValue");
System.Console.WriteLine("EMSX_STRATEGY_INFO: " + fieldName + ", " + disable + ", " + stringValue);
}
}
quit = true;
session.Stop();
}
}
}
private void eventLoop(EventQueue evtQueue, Session session)
{
bool done = false;
while (!done)
{
Event eventObj = evtQueue.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;
}
}
}
private void processSubscriptionDataEvent(Event evt, Session session)
{
Log.LogMessage(LogLevels.DETAILED, "Processing " + evt.Type.ToString());
foreach (Message msg in evt)
{
Log.LogMessage(LogLevels.DETAILED, "Looking for handler : " + msg.CorrelationID.ToString());
if (subscriptionMessageHandlers.ContainsKey(msg.CorrelationID))
{
Log.LogMessage(LogLevels.DETAILED, "Message handler found: " + msg.CorrelationID.ToString());
// process the incoming market data event
subscriptionMessageHandlers[msg.CorrelationID].handleMessage(msg);
}
else
{
Log.LogMessage(LogLevels.DETAILED, "Failed to find message handler for: " + msg.CorrelationID.ToString());
}
}
}
private void processResponse(Event evt, Session session)
{
Log.LogMessage(LogLevels.DETAILED, "Processing RESPONSE event");
foreach (Message msg in evt)
{
CorrelationID cID = msg.CorrelationID;
if (requestMessageHandlers.ContainsKey(cID))
{
MessageHandler mh = requestMessageHandlers[cID];
mh.processMessage(msg);
requestMessageHandlers.Remove(cID);
Log.LogMessage(LogLevels.BASIC, "EMSXAPI: MessageHandler removed [" + cID + "]");
}
else
{
Log.LogMessage(LogLevels.BASIC, "Unexpected RESPONSE event recieved: " + msg.ToString());
}
}
}
private void processSubscriptionStatus(Event evt, Session session)
{
Log.LogMessage(LogLevels.BASIC, "Processing " + evt.Type.ToString());
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SUBSCRIPTION_STARTED))
{
Log.LogMessage(LogLevels.BASIC, "Subscription started successfully: " + msg.CorrelationID.ToString());
}
else if (msg.MessageType.Equals(SUBSCRIPTION_FAILURE))
{
Log.LogMessage(LogLevels.BASIC, "Error: Subscription failed: " + msg.CorrelationID.ToString());
}
else if (msg.MessageType.Equals(SUBSCRIPTION_TERMINATED))
{
Log.LogMessage(LogLevels.BASIC, "Subscription terminated : " + msg.CorrelationID.ToString());
}
}
}
}//end eventLoop
private void processResponseEvent(Event eventObj)
{
foreach (Message msg in eventObj)
{
if (msg.HasElement(RESPONSE_ERROR))
{
printErrorInfo("REQUEST FAILED: ", msg.GetElement(RESPONSE_ERROR));
continue;
}
if ((eventObj.Type != Event.EventType.PARTIAL_RESPONSE) && (eventObj.Type != Event.EventType.RESPONSE))
{
continue;
}
if (!ProcessErrors(msg))
{
ProcessExceptions(msg);
ProcessFields(msg);
}
}
}//end processResponseEvent
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("AssignTrader");
//request.Set("EMSX_REQUEST_SEQ", 1);
request.Append("EMSX_SEQUENCE", 3657359);
request.Append("EMSX_SEQUENCE", 3657360);
request.Set("EMSX_ASSIGNEE_TRADER_UUID", 12109783);
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
/// <summary>
/// Data event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processEvent(Event eventObj, Session session)
{
switch (eventObj.Type)
{
case Event.EventType.RESPONSE:
// process final respose for request
processRequestDataEvent(eventObj, session);
break;
case Event.EventType.PARTIAL_RESPONSE:
// process partial response
processRequestDataEvent(eventObj, session);
break;
default:
processMiscEvents(eventObj, session);
break;
}
}
/// <summary>
/// Process SubscriptionData event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processSubscriptionDataEvent(Event eventObj, Session session)
{
System.Console.WriteLine("Processing SUBSCRIPTION_DATA");
foreach (Message msg in eventObj.GetMessages())
{
string topic = (string)msg.CorrelationID.Object;
System.Console.WriteLine(System.DateTime.Now.ToString("s") +
": " + topic + " - " + msg.MessageType);
//System.Console.WriteLine(msg.AsElement);
if (msg.MessageType.Equals("PageUpdate"))
{
processPageElement(msg.AsElement, topic);
}
else if (msg.MessageType.Equals("RowUpdate"))
{
processRowElement(msg.AsElement, topic);
}
//showUpdatedPage(topic);
}
}
private void processResponseEvent(Event eventObj)
{
foreach (Message msg in eventObj)
{
if (msg.AsElement.Name.Equals(ERROR_RESPONSE))
{
printErrorInfo("REQUEST FAILED: ", msg.AsElement);
continue;
}
else if (msg.AsElement.Name.Equals(REPLAY_RESPONSE))
{
System.Console.WriteLine("# of Recovered data: " + msg.GetElement(MARKET_DATAS).NumValues);
continue;
}
else
{
System.Console.WriteLine("Received Response: " + msg.ToString());
continue;
}
}
}
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);
foreach (Element field in msg.Elements)
{
if (field.IsNull)
{
System.Console.WriteLine("\t\t" + field.Name + " is NULL");
continue;
}
processElement(field);
}
}
}
/// <summary>
/// Process miscellaneous events
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processMiscEvents(Event eventObj, Session session)
{
foreach (Message msg in eventObj)
{
switch (msg.MessageType.ToString())
{
case "SessionStarted":
// "Session Started"
toolStripStatusLabel1.Text = msg.MessageType.ToString();
break;
case "SessionTerminated":
case "SessionStopped":
// "Session Terminated"
toolStripStatusLabel1.Text = msg.MessageType.ToString();
break;
case "SessionStartupFailure":
// Failed to start session
toolStripStatusLabel1.Text = msg.MessageType.ToString();
break;
case "ServiceOpened":
// "Reference Service Opened"
break;
case "RequestFailure":
Element reason = msg.GetElement(REASON);
string message = string.Concat("Error: Source-", reason.GetElementAsString(SOURCE),
", Code-", reason.GetElementAsString(ERROR_CODE), ", category-", reason.GetElementAsString(CATEGORY),
", desc-", reason.GetElementAsString(DESCRIPTION));
toolStripStatusLabel1.Text = message;
break;
default:
toolStripStatusLabel1.Text = msg.MessageType.ToString();
break;
}
}
}
private void processEvent(Event eventObj, Session session)
{
switch (eventObj.Type)
{
case Event.EventType.RESPONSE: // final respose
OnBBHTDUpdate(new BBHTDEventArgs(EventType.StatusMsg,
String.Format("Response ({0} of {1}) received", requestPointer.ToString(), TickDataQueries.Count.ToString())));
processRequestDataEvent(eventObj, session);
foreach (Message msg in eventObj)
{
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("IntradayTickResponse")))
{
CorrelationID cID = msg.CorrelationID;
var tickDateQuery = (ITickDataQuery)msg.CorrelationID.Object;
OnBBHTDUpdate(new BBHTDEventArgs(EventType.DataMsg,
String.Format("Completed ({0} of {1})", requestPointer.ToString(), TickDataQueries.Count.ToString()), tickDateQuery));
}
}
if (AutoChainQueries)
{
SendNextRequest();
}
break;
case Event.EventType.PARTIAL_RESPONSE:
partialResponseCnt++;
OnBBHTDUpdate(new BBHTDEventArgs(EventType.StatusMsg, "Pratial Response #" + partialResponseCnt.ToString()));
processRequestDataEvent(eventObj, session);
break;
default:
// processMiscEvents(eventObj, session);
break;
}
}
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("GetBrokerStrategyInfoWithAssetClass");
//request.set("EMSX_REQUEST_SEQ", 1);
request.Set("EMSX_ASSET_CLASS", "EQTY"); //one of EQTY, OPT, FUT or MULTILEG_OPT
request.Set("EMSX_BROKER", "BMTB");
request.Set("EMSX_STRATEGY", "VWAP");
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
/// <summary>
/// Process data and populate to listview
/// </summary>
/// <param name="eventObj"></param>
private void processData(Event eventObj)
{
// process data
foreach (Message msg in eventObj)
{
// get correlation id
int scenario = (int)msg.CorrelationID.Value % NUMBER_OF_SCENARIO + 1;
int priceIndex = (int)msg.CorrelationID.Value / NUMBER_OF_SCENARIO;
// check for request error
if (msg.HasElement(RESPONSE_ERROR))
{
MessageBox.Show("REQUEST FAILED: " +
msg.GetElement(RESPONSE_ERROR).ToString(), "Request Error");
continue;
}
// get securities
Element securities = msg.GetElement(SECURITY_DATA);
int numSecurities = securities.NumValues;
for (int i = 0; i < numSecurities; ++i)
{
// get security
Element security = securities.GetValueAsElement(i);
string ticker = security.GetElementAsString(SECURITY);
// check for security error
if (security.HasElement("securityError"))
{
MessageBox.Show("SECURITY FAILED: " +
security.GetElement(SECURITY_ERROR).ToString(), "Security Error");
continue;
}
// get fields
Element returnFields = security.GetElement(FIELD_DATA);
// populate scenario fields on Analytic tab
populateScenario(dataGridViewAnalyticInput.Columns[scenario].HeaderText, priceIndex, returnFields);
}
}
}
private void processSubscriptionDataEvent(Event eventObj, Session session)
{
System.Console.WriteLine("Processing SUBSCRIPTION_DATA");
foreach (Message msg in eventObj)
{
string topic = (string)msg.CorrelationID.Object;
foreach (Element field in msg.Elements)
{
switch (d_subscriptionDataMsgEnumTable[field.Name])
{
case SubscriptionDataMsgType.BID:
case SubscriptionDataMsgType.ASK:
case SubscriptionDataMsgType.LAST_PRICE:
{
System.Console.WriteLine(System.DateTime.Now.ToString("s")
+ ": " + topic + " " + field.Name + " " +
field.GetValueAsString());
} break;
}
}
}
}
private void processServiceEvent(Event evt, Session session)
{
Log.LogMessage(LogLevels.BASIC, "Processing " + evt.Type.ToString());
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
Log.LogMessage(LogLevels.BASIC, "Service opened...");
this.service = session.GetService(MKTDATA_SERVICE);
Log.LogMessage(LogLevels.BASIC, "Got service...ready...");
this.ready = true;
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
Log.LogMessage(LogLevels.BASIC, "Error: Service failed to open");
}
}
}
private void processSubscriptionStatusEvent(Event evt, Session session)
{
System.Console.WriteLine("Received Event: " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SUBSCRIPTION_STARTED))
{
System.Console.WriteLine("IOI subscription started successfully");
}
else if (msg.MessageType.Equals(SUBSCRIPTION_FAILURE))
{
System.Console.WriteLine("Error: IOI subscription failed");
System.Console.WriteLine("MESSAGE: " + msg);
}
else if (msg.MessageType.Equals(SUBSCRIPTION_TERMINATED))
{
System.Console.WriteLine("IOI subscription terminated");
System.Console.WriteLine("MESSAGE: " + msg);
}
}
}
// Event handler for the session
public void processBBEvent(Event eventObject, Session session)
{
// We are only interested in market data events related to
// our subscription
if (eventObject.Type == Event.EventType.SUBSCRIPTION_DATA)
{
// Each event may have multiple messages. So loop
// through all of the messages
foreach (Message msg in eventObject)
{
// For Debugging use the display all of the fields:
System.Console.WriteLine(msg);
// If we have both LAST_TRADE and SIZE_LAST_TRADE elements then
// assign the values to the text boxes
if (msg.HasElement("LAST_TRADE") &&
msg.HasElement("SIZE_LAST_TRADE"))
{
// Obtain the topic of the message
string topic = (string)msg.CorrelationID.Object;
try
{
tbPrice.Invoke(new MethodInvoker(delegate
{
tbPrice.Text = (string)msg.GetElementAsString("LAST_TRADE");
}));
tbVolume.Invoke(new MethodInvoker(delegate
{
tbVolume.Text = (string)msg.GetElementAsString("SIZE_LAST_TRADE");
}));
}
catch (Exception e)
{
// Send an error message to console
System.Console.WriteLine("Error: " + e.ToString());
}
} // end if msg has both last trade and size
} // end loop over Messages in the eventObject
} // end if event type is subscription data
}
private void processServiceEvent(Event evt, Session session)
{
System.Console.WriteLine("\nProcessing " + evt.Type);
foreach (Message msg in evt)
{
if (msg.MessageType.Equals(SERVICE_OPENED))
{
System.Console.WriteLine("Service opened...");
Service service = session.GetService(d_service);
Request request = service.CreateRequest("DeleteOrder");
//request.set("EMSX_REQUEST_SEQ", 1);
request.GetElement("EMSX_SEQUENCE").AppendValue(4116556);
request.GetElement("EMSX_SEQUENCE").AppendValue(4116561);
System.Console.WriteLine("Request: " + request.ToString());
requestID = new CorrelationID();
// Submit the request
try
{
session.SendRequest(request, requestID);
}
catch (Exception ex)
{
System.Console.Error.WriteLine("Failed to send the request: " + ex.Message);
}
}
else if (msg.MessageType.Equals(SERVICE_OPEN_FAILURE))
{
System.Console.Error.WriteLine("Error: Service failed to open");
}
}
}
private void processResponseEvent(Event evt, Session session)
{
System.Console.WriteLine("Received Event: " + evt.Type);
foreach (Message msg in evt)
{
System.Console.WriteLine("MESSAGE: " + msg.ToString());
System.Console.WriteLine("CORRELATION ID: " + msg.CorrelationID);
if (evt.Type == Event.EventType.RESPONSE && msg.CorrelationID == requestID)
{
System.Console.WriteLine("Message Type: " + msg.MessageType);
if (msg.MessageType.Equals(ERROR_INFO))
{
int errorCode = msg.GetElementAsInt32("ERROR_CODE");
String errorMessage = msg.GetElementAsString("ERROR_MESSAGE");
System.Console.WriteLine("ERROR CODE: " + errorCode + "\tERROR MESSAGE: " + errorMessage);
}
else if (msg.MessageType.Equals(GET_TRADERS))
{
Element traders = msg.GetElement("EMSX_TRADER_UUID");
int numValues = traders.NumValues;
for (int i = 0; i < numValues; i++)
{
String trader = traders.GetValueAsString(i);
System.Console.WriteLine("TRADERS: " + trader);
}
}
quit = true;
session.Stop();
}
}
}
public void processEvent(Event eventObj, Session session)
{
try
{
if (eventObj.Type == Event.EventType.SUBSCRIPTION_DATA)
{
foreach (Message msg in eventObj)
{
if (msg.HasElement(LAST_PRICE))
{
Element field = msg.GetElement(LAST_PRICE);
System.Console.WriteLine(eventObj.Type
+ ": " + field.Name +
" = " + field.GetValueAsString());
}
}
}
}
catch (Exception e)
{
System.Console.WriteLine(e.ToString());
}
}
public void processEvent(Event eventObj, Session session)
{
try
{
switch (eventObj.Type)
{
case Event.EventType.SESSION_STATUS:
case Event.EventType.SERVICE_STATUS:
case Event.EventType.REQUEST_STATUS:
case Event.EventType.AUTHORIZATION_STATUS:
printEvent(eventObj);
break;
case Event.EventType.SUBSCRIPTION_DATA:
processSubscriptionDataEvent(eventObj, session);
break;
}
}
catch (System.Exception e)
{
System.Console.WriteLine(e.ToString());
}
}
public void processSubscriptionDataEvent(Event eventObj, Session session)
{
foreach (Message msg in eventObj)
{
if (!msg.HasElement(d_fieldAsName))
{
continue;
}
string topic = (string)msg.CorrelationID.Object;
System.Console.WriteLine(System.DateTime.Now.ToString("s")
+ ": " + topic + " - " + msg.MessageType);
Element field = msg.GetElement(d_fieldAsName);
if (field.IsNull)
{
System.Console.WriteLine(d_field + "is null, ignoring");
}
Service service = msg.Service;
bool needsEntitlement = msg.HasElement(EID);
for (int j = 0; j < d_identities.Count; ++j)
{
Identity identity = (Identity)d_identities[j];
if (!needsEntitlement ||
identity.HasEntitlements(msg.GetElement(EID), service))
{
System.Console.WriteLine("User: "******" is entitled to " + field);
// Now Distribute message to the user.
}
else
{
System.Console.WriteLine("User: "******" is NOT entitled for " + d_field + " because of " +
msg.GetElement(EID));
}
}
}
}
// return true if processing is completed, false otherwise
private void processResponseEvent(Event eventObj)
{
foreach (Message msg in eventObj)
{
if (msg.HasElement(RESPONSE_CODE))
{
Element responseCode = msg.GetElement(RESPONSE_CODE);
int resultCode = responseCode.GetElementAsInt32(RESULT_CODE);
if (resultCode > 0)
{
string message = responseCode.GetElementAsString(RESULT_TEXT);
string sourceId = responseCode.GetElementAsString(SOURCE_ID);
System.Console.WriteLine("Request Failed: " + message);
System.Console.WriteLine("Source ID: " + sourceId);
System.Console.WriteLine("Resoult Code: " + resultCode);
continue;
}
}
Element snapshot = msg.GetElement(SNAPSHOT);
int numElements = snapshot.NumElements;
for (int i = 0; i < numElements; ++i)
{
Element dataItem = snapshot.GetElement(i);
// Checking if the data item is Bulk data item
if (dataItem.IsArray)
{
processBulkData(dataItem);
}
else
{
System.Console.WriteLine("\t" + dataItem.Name + " = "
+ dataItem.GetValueAsString());
}
}
}
}
private void processSubscriptionStatus(Event eventObj, Session session)
{
System.Console.Out.WriteLine("Processing SUBSCRIPTION_STATUS");
foreach (Message msg in eventObj)
{
string topic = (string)msg.CorrelationID.Object;
switch (d_subscriptionStatusMsgEnumTable[msg.MessageType])
{
case SubscriptionStatusMsgType.SUBSCRIPTION_STARTED:
{
System.Console.Out.WriteLine("Subscription for: " +
topic + " started");
} break;
case SubscriptionStatusMsgType.SUBSCRIPTION_FAILURE:
{
System.Console.Out.WriteLine("Subscription for: " +
topic + " failed");
printEvent(eventObj, session);
} break;
case SubscriptionStatusMsgType.SUBSCRIPTION_TERMINATED:
{
System.Console.Out.WriteLine("Subscription for: " +
topic + " has been terminated");
printEvent(eventObj, session);
} break;
default:
System.Console.Out.WriteLine(
"Unhandled subscription status: " + msg.MessageType);
break;
}
}
}
private static void ProcessRequestDataEvent(Event eventObj, Session session)
{
// process message
foreach (Message msg in eventObj)
{
// get correlation id
var securityObj = (BloombergSecurity)msg.CorrelationID.Object;
// process market data
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("MarketDataEvents")))
{
// check for initial paint
if (msg.HasElement("SES_START"))
{
if (msg.GetElementAsBool("IS_DELAYED_STREAM"))
{
securityObj.SetDelayedStream();
}
}
// process tick data
for (int fieldIndex = 1; fieldIndex < securityObj.SecurityFields.Count; fieldIndex++)
{
string field = securityObj.SecurityFields[fieldIndex].ToUpper();
if (msg.HasElement(field))
{
//msg.GetElementAsDatetime(Element.)
// check element to see if it has null value
if (!msg.GetElement(field).IsNull)
{
string value = msg.GetElementAsString(field);
securityObj.Setfield(securityObj.SecurityFields[fieldIndex], value);
}
}
}
// allow application to update UI
Application.DoEvents();
}
}
}
/// <summary>
/// Process subscription data
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processRequestDataEvent(Event eventObj, Session session)
{
string securityName = string.Empty;
// process message
foreach (Message msg in eventObj.GetMessages())
{
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("ReferenceDataResponse")))
{
// process errors
if (msg.HasElement(RESPONSE_ERROR))
{
Element error = msg.GetElement(RESPONSE_ERROR);
Error(String.Format("{0}, {1}", kKospiIndex, error.GetElementAsString(MESSAGE)));
}
else
{
Element secDataArray = msg.GetElement(SECURITY_DATA);
int numberOfSecurities = secDataArray.NumValues;
if (secDataArray.HasElement(SECURITY_ERROR))
{
// security error
Element secError = secDataArray.GetElement(SECURITY_ERROR);
Element security = secDataArray.GetElement(SECURITY);
Error(secError.GetElementAsString(MESSAGE));
Error(security.ToString());
}
if (secDataArray.HasElement(FIELD_EXCEPTIONS))
{
// field error
Element error = secDataArray.GetElement(FIELD_EXCEPTIONS);
for (int errorIndex = 0; errorIndex < error.NumValues; errorIndex++)
{
Element errorException = error.GetValueAsElement(errorIndex);
string field = errorException.GetElementAsString(FIELD_ID);
Element errorInfo = errorException.GetElement(ERROR_INFO);
string message = errorInfo.GetElementAsString(MESSAGE);
logger.Warn("{0} has field error.", kKospiIndex);
} // end for
} // end if
// process securities
for (int index = 0; index < numberOfSecurities; index++)
{
Element secData = secDataArray.GetValueAsElement(index);
Element fieldData = secData.GetElement("fieldData");
if (fieldData.HasElement(kIndexWeight))
{
Element weightField = fieldData.GetElement(kIndexWeight);
for (int i = 0; i < weightField.NumValues; ++i)
{
String memberTicker = "";
double weight = 0.0;
Element row = weightField.GetValueAsElement(i);
if (row.HasElement("Member Ticker and Exchange Code"))
{
Element item = row.GetElement("Member Ticker and Exchange Code");
memberTicker = item.GetValueAsString();
}
else
{
continue;
}
if (row.HasElement("Percentage Weight"))
{
Element item = row.GetElement("Percentage Weight");
weight = item.GetValueAsFloat64();
}
else
{
continue;
}
_resultDict.Add(memberTicker + " Equity", weight);
}
// logger.Info(fieldStr);
}
} // end for
} // end else
} // end if
} // end foreach
}
/// <summary>
/// Request status event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processMiscEvents(Event eventObj, Session session)
{
foreach (Message msg in eventObj.GetMessages())
{
switch (msg.MessageType.ToString())
{
case "SessionStarted":
// "Session Started"
break;
case "SessionTerminated":
case "SessionStopped":
// "Session Terminated"
break;
case "ServiceOpened":
// "Reference Service Opened"
break;
case "RequestFailure":
Element reason = msg.GetElement(REASON);
string message = string.Concat("Error: Source-", reason.GetElementAsString(SOURCE),
", Code-", reason.GetElementAsString(ERROR_CODE), ", category-", reason.GetElementAsString(CATEGORY),
", desc-", reason.GetElementAsString(DESCRIPTION));
logger.Info(message);
break;
default:
logger.Info(msg.MessageType.ToString());
break;
}
}
}
/// <summary>
/// Bloomberg data event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processEvent(Event eventObj, Session session)
{
if (InvokeRequired)
{
Invoke(new EventHandler(processEvent), new object[] { eventObj, session });
}
else
{
try
{
switch (eventObj.Type)
{
case Event.EventType.RESPONSE:
// process data
processRequestDataEvent(eventObj, session);
break;
case Event.EventType.PARTIAL_RESPONSE:
// process partial data
processRequestDataEvent(eventObj, session);
break;
default:
// process misc events
processMiscEvents(eventObj, session);
break;
}
}
catch (System.Exception e)
{
logger.Info(e.Message.ToString());
}
}
}
/// <summary>
/// Data Event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void ProcessEvent(Event eventObj, Session session)
{
//if (InvokeRequired)
//{
// try
// {
// Invoke(new EventHandler(processEvent), new object[] { eventObj, session });
// }
// catch (Exception)
// {
// Console.WriteLine("Invoke failed");
// }
//}
//else
//{
//try
//{
switch (eventObj.Type)
{
case Event.EventType.SUBSCRIPTION_DATA:
// process subscription data
ProcessRequestDataEvent(eventObj, session);
break;
case Event.EventType.SUBSCRIPTION_STATUS:
// process subscription status
ProcessRequestStatusEvent(eventObj, session);
break;
default:
ProcessMiscEvents(eventObj, session);
break;
}
//}
//catch (System.Exception e)
//{
// //toolStripStatusLabel1.Text = e.Message.ToString();
//}
//}
}
/// <summary>
/// Request status event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private static void ProcessRequestStatusEvent(Event eventObj, Session session)
{
List<string> dataList = new List<string>();
// process status message
foreach (Message msg in eventObj)
{
var securityObj = (BloombergSecurity)msg.CorrelationID.Object;
DataGridViewRow dataRow = securityObj.DataGridRow;
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("SubscriptionStarted")))
{
// set subscribed color
foreach (DataGridViewCell cell in dataRow.Cells)
{
cell.Style.BackColor = Color.LightGreen;
}
//try
//{
// check for error
if (msg.HasElement("exceptions"))
{
// subscription has error
Element error = msg.GetElement("exceptions");
int searchIndex = 0;
for (int errorIndex = 0; errorIndex < error.NumValues; errorIndex++)
{
Element errorException = error.GetValueAsElement(errorIndex);
string field = errorException.GetElementAsString(FIELD_ID);
Element reason = errorException.GetElement(REASON);
string message = reason.GetElementAsString(DESCRIPTION);
//for (; searchIndex < dataGridViewData.ColumnCount - 1; searchIndex++)
//{
// if (field == dataGridViewData.Columns[searchIndex].Name)
// {
// dataRow.Cells[searchIndex].Value = message;
// break;
// }
//}
}
}
//}
//catch (Exception e)
//{
// //toolStripStatusLabel1.Text = e.Message;
//}
}
else
{
// check for subscription failure
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("SubscriptionFailure")))
{
if (msg.HasElement(REASON))
{
Element reason = msg.GetElement(REASON);
string message = reason.GetElementAsString(DESCRIPTION);
dataRow.Cells[1].Value = message;
}
}
}
}
}
// Event handler for the session
public void processBBEvent(Event eventObject, Session session)
{
//Only use the data coming in related to our subscription data
if (eventObject.Type == Event.EventType.SUBSCRIPTION_DATA)
{
//Loop through the messages in the eventObject
foreach (Message msg in eventObject)
{
// Get only the messages that have the last trade price and size of last trade
if (msg.HasElement("LAST_TRADE") &&
msg.HasElement("SIZE_LAST_TRADE"))
{
// Obtain the topic of the message
string topic = (string)msg.CorrelationID.Object;
try
{
//Creates a new thread for getting the price of last trade
tbPrice.Invoke(new MethodInvoker(delegate
{
tbPrice.Text = (string)msg.GetElementAsString("LAST_TRADE");
}));
//Creates a new thread for getting volume or size of trade
tbVolume.Invoke(new MethodInvoker(delegate
{
tbVolume.Text = (string)msg.GetElementAsString("SIZE_LAST_TRADE");
})); // end of tvVolume.Invoke()
tbVWAP.Invoke(new MethodInvoker(delegate
{
String VWAP = calculateVWAP(Convert.ToDouble(msg.GetElementAsString("LAST_TRADE")),
Convert.ToDouble(msg.GetElementAsString("SIZE_LAST_TRADE")));
tbVWAP.Text = VWAP;
chtPrices.Series[1].Points.AddY(Convert.ToDouble(VWAP));
})); // end of tbVWAP.invoke()
chtPrices.Invoke(new MethodInvoker(delegate
{
double lastTradePrice = Convert.ToDouble(msg.GetElementAsString("LAST_TRADE"));
double myVolume = Convert.ToDouble(msg.GetElementAsString("SIZE_LAST_TRADE"));
if (firstPointY)
{
//Set the Y axis range to the lastTradePrice-1 to lastTradePrice+1
chtPrices.ChartAreas[0].AxisY.Minimum = lastTradePrice - 1;
chtPrices.ChartAreas[0].AxisY.Maximum = lastTradePrice + 1;
//It is no longer the first plotted point from here on out
firstPointY = false;
}
//This will change the primary y axis scale if price is smaller than the minimum y axis
else if(lastTradePrice < chtPrices.ChartAreas[0].AxisY.Minimum)
chtPrices.ChartAreas[0].AxisY.Minimum = lastTradePrice-0.01;
//This will change the primary y axis scale if price is smaller than the minimum y axis
else if(lastTradePrice > chtPrices.ChartAreas[0].AxisY.Maximum)
chtPrices.ChartAreas[0].AxisY.Maximum = lastTradePrice+0.01;
// Get previous tickTest and price
double prevTick = tickTestsResults[tickTestsResults.Count - 1];
double prevPrice = prices[prices.Count - 1];
// Calculate the new sum of money flow with tickTest()
tickTest(lastTradePrice, myVolume, prevPrice, prevTick);
// Plot the money flow first to get the previous trade price
chtPrices.Series[2].Points.AddY(sumMF);
//Add the lastTradePrice to our prices list
prices.Add(lastTradePrice);
// Plot the last trade price
chtPrices.Series[0].Points.AddY(lastTradePrice);
})); //end of chtPrices.Invoke()
}
catch (Exception e)
{
// Send an error message to console
System.Console.WriteLine("Error: " + e.ToString());
}
} // end if msg has both last trade and size
} // end loop over Messages in the eventObject
} // end if event type is subscription data
}
/// <summary>
/// Process subscription data
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processRequestDataEvent(Event eventObj, Session session)
{
string securityName = string.Empty;
Boolean hasFieldError = false;
// clear column tag of field error message.
foreach (DataGridViewColumn col in dataGridViewData.Columns)
{
col.Tag = null;
}
// process message
foreach (Message msg in eventObj.GetMessages())
{
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("HistoricalDataResponse")))
{
// process errors
if (msg.HasElement(RESPONSE_ERROR))
{
Element error = msg.GetElement(RESPONSE_ERROR);
Error(error.GetElementAsString(MESSAGE));
}
else
{
Element secDataArray = msg.GetElement(SECURITY_DATA);
int numberOfSecurities = secDataArray.NumValues;
if (secDataArray.HasElement(SECURITY_ERROR))
{
// security error
Element secError = secDataArray.GetElement(SECURITY_ERROR);
Element security = secDataArray.GetElement(SECURITY);
Error(secError.GetElementAsString(MESSAGE));
Error(security.ToString());
}
if (secDataArray.HasElement(FIELD_EXCEPTIONS))
{
// field error
Element error = secDataArray.GetElement(FIELD_EXCEPTIONS);
for (int errorIndex = 0; errorIndex < error.NumValues; errorIndex++)
{
Element errorException = error.GetValueAsElement(errorIndex);
string field = errorException.GetElementAsString(FIELD_ID);
Element errorInfo = errorException.GetElement(ERROR_INFO);
string message = errorInfo.GetElementAsString(MESSAGE);
dataGridViewData.Columns[field].Tag = message;
hasFieldError = true;
} // end for
} // end if
// process securities
for (int index = 0; index < numberOfSecurities; index++)
{
foreach (Element secData in secDataArray.Elements)
{
switch (secData.Name.ToString())
{
case "eidsData":
// process security eid data here
break;
case "security":
// security name
securityName = secData.GetValueAsString();
break;
case "fieldData":
if (hasFieldError && secData.NumValues == 0)
{
// no data but have field error
object[] dataValues = new object[dataGridViewData.ColumnCount];
dataValues[0] = securityName;
int fieldIndex = 0;
foreach (DataGridViewColumn col in dataGridViewData.Columns)
{
if (col.Tag != null)
{
dataValues[fieldIndex] = col.Tag.ToString();
}
fieldIndex++;
}
d_data.Rows.Add(dataValues);
}
else
{
// get field data
d_data.BeginLoadData();
for (int pointIndex = 0; pointIndex < secData.NumValues; pointIndex++)
{
int fieldIndex = 0;
object[] dataValues = new object[dataGridViewData.ColumnCount];
Element fields = secData.GetValueAsElement(pointIndex);
foreach (DataGridViewColumn col in dataGridViewData.Columns)
{
try
{
if (col.Name == "security")
dataValues[fieldIndex] = securityName;
else
{
if (fields.HasElement(col.Name))
{
Element item = fields.GetElement(col.Name);
if (item.IsArray)
{
// bulk field data
dataValues[fieldIndex] = "Bulk Data";
}
else
{
// field data
dataValues[fieldIndex] = item.GetValueAsString();
}
}
else
{
// no field value
if (col.Tag.ToString().Length > 0)
{
// field has error
dataValues[fieldIndex] = col.Tag.ToString();
}
else
dataValues[fieldIndex] = DBNull.Value;
}
} // end if
}
catch (Exception ex)
{
// display error
dataValues[fieldIndex] = ex.Message;
}
finally
{
fieldIndex++;
}
} // end foreach
// add data to data table
d_data.Rows.Add(dataValues);
} // end for
d_data.EndLoadData();
}
break;
} // end switch
} // end foreach
} // end for
} // end else
} // end if
} // end foreach
}
