// Create Technical Analysis Historical EOD - DMI Study Request
Request createDMIStudyRequest(Service tasvcService)
{
Request request = tasvcService.CreateRequest("studyRequest");
Element priceSource = request.GetElement("priceSource");
// set security name
priceSource.SetElement("securityName", "IBM US Equity");
Element dataRange = priceSource.GetElement("dataRange");
dataRange.SetChoice("historical");
// set historical price data
Element historical = dataRange.GetElement("historical");
historical.SetElement("startDate", "20100501"); // set study start date
historical.SetElement("endDate", "20100528"); // set study start date
// DMI study example - set study attributes
Element studyAttributes = request.GetElement("studyAttributes");
studyAttributes.SetChoice("dmiStudyAttributes");
Element dmiStudy = studyAttributes.GetElement("dmiStudyAttributes");
dmiStudy.SetElement("period", 14); // DMI study interval
dmiStudy.SetElement("priceSourceHigh", "PX_HIGH");
dmiStudy.SetElement("priceSourceClose", "PX_LAST");
dmiStudy.SetElement("priceSourceLow", "PX_LOW");
return(request);
}
// Create Technical Analysis Intraday - SMAVG Study Request
Request createSMAVGStudyRequest(Service tasvcService)
{
Request request = tasvcService.CreateRequest("studyRequest");
Element priceSource = request.GetElement("priceSource");
// set security name
priceSource.SetElement("securityName", "IBM US Equity");
Element dataRange = priceSource.GetElement("dataRange");
dataRange.SetChoice("intraday");
// set intraday price data
Element intraday = dataRange.GetElement("intraday");
intraday.SetElement("eventType", "TRADE"); // intraday event type
intraday.SetElement("interval", 60); // intraday interval
intraday.SetElement("startDate", "2010-05-26T13:30:00"); // set study start date
intraday.SetElement("endDate", "2010-05-27T13:30:00"); // set study start date
// SMAVG study example - set study attributes
Element studyAttributes = request.GetElement("studyAttributes");
studyAttributes.SetChoice("smavgStudyAttributes");
Element smavgStudy = studyAttributes.GetElement("smavgStudyAttributes");
// set intraday data price sources for study
smavgStudy.SetElement("period", 14); // SMAVG study interval
smavgStudy.SetElement("priceSourceClose", "close");
return(request);
}
// Create Technical Analysis Historical EOD - BOLL Study Request
Request createBOLLStudyRequest(Service tasvcService)
{
Request request = tasvcService.CreateRequest("studyRequest");
Element priceSource = request.GetElement("priceSource");
// set security name
priceSource.SetElement("securityName", "AAPL US Equity");
Element dataRange = priceSource.GetElement("dataRange");
dataRange.SetChoice("historical");
// set historical price data
Element historical = dataRange.GetElement("historical");
historical.SetElement("startDate", "20100701"); // set study start date
historical.SetElement("endDate", "20100716"); // set study start date
// BOLL study example - set study attributes
Element studyAttributes = request.GetElement("studyAttributes");
studyAttributes.SetChoice("bollStudyAttributes");
Element bollStudy = studyAttributes.GetElement("bollStudyAttributes");
bollStudy.SetElement("period", 30); // BOLL study interval
bollStudy.SetElement("lowerBand", 2);
bollStudy.SetElement("priceSourceClose", "PX_LAST");
bollStudy.SetElement("upperBand", 4);
return(request);
}
private void sendIntradayTickRequest()
{
if (!d_session.OpenService(REFDATA_SVC))
{
System.Console.WriteLine("Failed to open service: " + REFDATA_SVC);
return;
}
Service refDataService = d_session.GetService(REFDATA_SVC);
Request request = refDataService.CreateRequest("IntradayTickRequest");
request.Set("security", d_security);
// Add fields to request
Element eventTypes = request.GetElement("eventTypes");
for (int i = 0; i < d_events.Count; ++i)
{
eventTypes.AppendValue((string)d_events[i]);
}
// All times are in GMT
request.Set("startDateTime", d_startDateTime);
request.Set("endDateTime", d_endDateTime);
if (d_conditionCodes)
{
request.Set("includeConditionCodes", true);
}
System.Console.WriteLine("Sending Request: " + request);
d_session.SendRequest(request, d_identity, null);
}
private void authorizeUsers()
{
// Authorize each of the users
for (int i = 0; i < d_uuids.Count; ++i)
{
Identity identity = d_session.CreateIdentity();
d_identities.Add(identity);
Request authRequest = d_apiAuthSvc.CreateAuthorizationRequest();
authRequest.Set("uuid", d_uuids[i]);
authRequest.Set("ipAddress", d_programAddresses[i]);
CorrelationID correlator = new CorrelationID(i);
EventQueue eventQueue = new EventQueue();
d_session.SendAuthorizationRequest(authRequest, identity,
eventQueue, correlator);
Event eventObj = eventQueue.NextEvent();
while (true)
{
printEvent(eventObj);
if (eventObj.Type == Event.EventType.RESPONSE ||
eventObj.Type == Event.EventType.PARTIAL_RESPONSE ||
eventObj.Type == Event.EventType.REQUEST_STATUS)
{
break;
}
eventObj = eventQueue.NextEvent();
}
}
}
private bool sendRequest(ITickDataQuery tickDataQuery)
{
if (!ConnectAndOpenSession())
{
return(false);
}
Request request = getBBRequest(tickDataQuery);
CorrelationID cID = new CorrelationID(tickDataQuery);
Session.Cancel(cID);
Session.SendRequest(request, cID);
var msg = String.Format("Submitted request: {0} ({1} ~ {2}) ...",
tickDataQuery.Security,
tickDataQuery.StartDate.ToString("yy/MM/dd HH:mm:ss"),
tickDataQuery.EndDate.ToString("yy/MM/dd HH:mm:ss"));
OnBBHTDUpdate(new BBHTDEventArgs(EventType.StatusMsg, msg));
if (!Asynchronous)
{
return(synchronousProcessing());
}
return(true);
}
/// <summary>
/// Function to create and send ReferenceDataRequest
/// </summary>
/// <param name="session"></param>
private void sendRefDataRequest(Session session)
{
Service refDataService = session.GetService(REFDATA_SVC);
Request request = refDataService.CreateRequest("ReferenceDataRequest");
// Add securities to request
Element securities = request.GetElement("securities");
for (int i = 0; i < d_securities.Count; ++i)
{
securities.AppendValue((string)d_securities[i]);
}
// Add fields to request
Element fields = request.GetElement("fields");
for (int i = 0; i < d_fields.Count; ++i)
{
fields.AppendValue((string)d_fields[i]);
}
System.Console.WriteLine("Sending Request: " + request);
if (d_authOption == "NONE")
{
session.SendRequest(request, null);
}
else
{
// request data with identity object
session.SendRequest(request, d_identity, null);
}
}
private void sendRefDataRequest()
{
Request request = d_blpRefDataSvc.CreateRequest(
"ReferenceDataRequest");
// Add securities.
Element securities = request.GetElement("securities");
for (int i = 0; i < d_securities.Count; ++i)
{
securities.AppendValue((String)d_securities[i]);
}
// Add fields
Element fields = request.GetElement("fields");
fields.AppendValue("PX_LAST");
fields.AppendValue("DS002");
request.Set("returnEids", true);
// Send the request using the server's credentials
System.Console.WriteLine("Sending RefDataRequest using server " +
"credentials..." + request.ToString());
d_session.SendRequest(request, d_appIdentity, null);
}
void sendMSG1RecoverRequest(Session session)
{
Service service = session.GetService(MSG1_SERVICE);
Identity id = session.CreateIdentity();
Request request = service.CreateRequest(REPLAY);
request.GetElement(START).SetChoice(d_startType);
if (d_startType == TIME)
{
request.GetElement(START).SetChoice(TIME).SetValue(d_startTime);
}
else if (d_startType == SERIAL)
{
request.GetElement(START).SetChoice(SERIAL).SetValue(d_startSerial);
}
if (d_endType == TIME)
{
request.GetElement(END).SetChoice(TIME).SetValue(d_endTime);
}
else if (d_endType == SERIAL)
{
request.GetElement(END).SetChoice(SERIAL).SetValue(d_endSerial);
}
if (d_eidProvided)
{
request.GetElement(EID).SetValue(d_eid);
}
request.GetElement(FILTER).SetValue(Enum.GetName(d_filter.GetType(), d_filter));
System.Console.WriteLine("Sending request: " + request.ToString());
// request data with identity object
session.SendRequest(request, d_identity, null);
}
/// <summary>
/// Function to create and send PortfolioDataRequest
/// </summary>
/// <param name="session"></param>
private void sendPortfolioDataRequest(Session session)
{
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("PortfolioDataRequest");
// Add securities to request
Element securities = request.GetElement("securities");
for (int i = 0; i < d_securities.Count; ++i)
{
securities.AppendValue((string)d_securities[i]);
}
// Add fields to request
Element fields = request.GetElement("fields");
for (int i = 0; i < d_fields.Count; ++i)
{
fields.AppendValue((string)d_fields[i]);
}
// If specified, use REFERENCE_DATE override field
// to get portfolio information historically.
// The date must be in 'YYYYMMDD' format
if (d_override != null && d_override.Length != 0)
{
Element overrides = request["overrides"];
Element override1 = overrides.AppendElement();
override1.SetElement("fieldId", "REFERENCE_DATE");
override1.SetElement("value", d_override);
}
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
}
/// <summary>
/// Get override field informations
/// </summary>
/// <param name="ids"></param>
private void getFieldInformation(List <string> ids)
{
// get auth service
if (d_service == null)
{
if (d_session.OpenService(@"//blp/apiflds"))
{
d_service = d_session.GetService(@"//blp/apiflds");
}
}
Request request = d_service.CreateRequest("FieldInfoRequest");
request.Set("returnFieldDocumentation", true);
foreach (string id in ids)
{
request.Append("id", id);
}
// set field info request correlationID to 3000
CorrelationID cId = new CorrelationID(3000);
// cancel previous pending request
d_session.Cancel(cId);
d_session.SendRequest(request, cId);
}
public string sendTransaction(
Transaction t
)
{
Request requestSell = service.CreateRequest("CreateOrderAndRouteEx");
requestSell.Set("EMSX_AMOUNT", t.amount);
requestSell.Set("EMSX_BROKER", "API");
requestSell.Set("EMSX_HAND_INSTRUCTION", "ANY");
requestSell.Set("EMSX_ORDER_TYPE", "MKT");
requestSell.Set("EMSX_SIDE", "SELL");
requestSell.Set("EMSX_TICKER", t.securitySell);
requestSell.Set("EMSX_TIF", "DAY");
Request requestBuy = service.CreateRequest("CreateOrderAndRouteEx");
requestSell.Set("EMSX_AMOUNT", t.amount);
requestSell.Set("EMSX_BROKER", "API");
requestSell.Set("EMSX_HAND_INSTRUCTION", "ANY");
requestSell.Set("EMSX_ORDER_TYPE", "MKT");
requestSell.Set("EMSX_SIDE", "BUY");
requestSell.Set("EMSX_TICKER", t.securityBuy);
requestSell.Set("EMSX_TIF", "DAY");
session.SendRequest(requestSell, new CorrelationID(-2222));
session.SendRequest(requestBuy, new CorrelationID(-1111));
return("\nSUCCESFULLY SENT: " + t.toString());
}
private Request getBBRequest(ITickDataQuery query)
{
Service refDataService = Session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("IntradayTickRequest");
request.Set("security", query.Security);
Element eventTypes = request.GetElement("eventTypes");
foreach (string field in query.Fields)
{
eventTypes.AppendValue(field);
}
request.Set("includeConditionCodes", query.IncludeConditionCode);
request.Set("includeExchangeCodes", query.IncludeExchangeCode);
request.Set("startDateTime",
new BDateTime(query.StartDate));
request.Set("endDateTime",
new BDateTime(query.EndDate));
return(request);
}
private void sendIntradayBarRequest()
{
if (!d_session.OpenService(REFDATA_SVC))
{
System.Console.WriteLine("Failed to open service: " + REFDATA_SVC);
return;
}
Service refDataService = d_session.GetService(REFDATA_SVC);
Request request = refDataService.CreateRequest("IntradayBarRequest");
// only one security/eventType per request
request.Set("security", d_security);
request.Set("eventType", d_eventType);
request.Set("interval", d_barInterval);
request.Set("startDateTime", d_startDateTime);
request.Set("endDateTime", d_endDateTime);
if (d_gapFillInitialBar)
{
request.Set("gapFillInitialBar", d_gapFillInitialBar);
}
System.Console.WriteLine("Sending Request: " + request);
d_session.SendRequest(request, d_identity, null);
}
private void sendRefDataRequest()
{
Service refDataService = d_session.GetService(REFDATA_SVC);
Request request = refDataService.CreateRequest("ReferenceDataRequest");
Element securities = request.GetElement("securities");
securities.AppendValue("IBM US Equity");
securities.AppendValue("/cusip/912828GM6@BGN");
Element fields = request.GetElement("fields");
fields.AppendValue("PX_LAST");
fields.AppendValue("PX_DT_1D");
fields.AppendValue("DS002");
System.Console.WriteLine("Sending Request: " + request);
if (d_authOption == "NONE")
{
d_session.SendRequest(request, null);
}
else
{
// send request with Identity
d_session.SendRequest(request, d_identity, null);
}
}
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("GetBrokerSpecForUuid");
request.Set("uuid", 8049857);
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 sendIntradayTickRequest(Session session)
{
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("IntradayTickRequest");
request.Set("security", d_security);
// Add fields to request
Element eventTypes = request.GetElement("eventTypes");
for (int i = 0; i < d_events.Count; ++i)
{
eventTypes.AppendValue((string)d_events[i]);
}
// All times are in GMT
request.Set("startDateTime", d_startDateTime);
request.Set("endDateTime", d_endDateTime);
if (d_conditionCodes)
{
request.Set("includeConditionCodes", true);
}
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
}
private void run(String[] args)
{
if (!createSession())
{
return;
}
Request request = d_refDataService.CreateRequest(
"ReferenceDataRequest");
request.GetElement("securities").AppendValue("IBM US Equity");
request.GetElement("fields").AppendValue("PX_LAST");
request.GetElement("fields").AppendValue("DS002");
d_session.SendRequest(request, new CorrelationID(d_secInfoWindow));
while (true)
{
Event eventObj = d_session.NextEvent();
foreach (Message msg in eventObj)
{
if (eventObj.Type == Event.EventType.RESPONSE ||
eventObj.Type == Event.EventType.PARTIAL_RESPONSE)
{
((Window)(msg.CorrelationID.Object)).
displaySecurityInfo(msg);
}
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
// received final response
break;
}
}
}
private void loadTeams()
{
Log.LogMessage(LogLevels.BASIC, "Teams: Loading");
Request request = emsxapi.emsxService.CreateRequest(GET_TEAMS.ToString());
emsxapi.submitRequest(request, new TeamHandler(this));
}
private void run(string[] args)
{
// if only -h was entered for usage return without starting session
if (!parseCommandLine(args))
{
return;
}
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = d_host;
sessionOptions.ServerPort = d_port;
System.Console.WriteLine("Connecting to " + d_host + ":" + d_port);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService(REFDATA_SVC))
{
System.Console.WriteLine("Failed to open service: " + REFDATA_SVC);
return;
}
Service fieldInfoService = session.GetService(REFDATA_SVC);
Request request = fieldInfoService.CreateRequest("HistoricalDataRequest");
// Add securities to request
Element securities = request.GetElement("securities");
for (int i = 0; i < d_securities.Count; ++i)
{
securities.AppendValue((string)d_securities[i]);
}
// Add fields to request
Element fields = request.GetElement("fields");
for (int i = 0; i < d_fields.Count; ++i)
{
fields.AppendValue((string)d_fields[i]);
}
request.Set("startDate", d_startDate);
request.Set("endDate", d_endDate);
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
eventLoop(session);
session.Stop();
}//end run
private void run(string[] args)
{
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
System.Console.WriteLine("Connecting to " + serverHost + ":" + serverPort);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.Error.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService("//blp/refdata"))
{
System.Console.Error.WriteLine("Failed to open //blp/refdata");
return;
}
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("IntradayTickRequest");
request.Set("security", "VOD LN Equity");
request["eventTypes"].AppendValue("TRADE");
request["eventTypes"].AppendValue("AT_TRADE");
DateTime tradedOn = getPreviousTradingDate();
request.Set("startDateTime", new Datetime(tradedOn.Year,
tradedOn.Month,
tradedOn.Day,
10, 30, 0, 0));
request.Set("endDateTime", new Datetime(tradedOn.Year,
tradedOn.Month,
tradedOn.Day,
10, 35, 0, 0));
request.Set("includeConditionCodes", true);
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
while (true)
{
Event eventObj = session.NextEvent();
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg.AsElement);
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
break;
}
}
}
private void run(string[] args)
{
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
System.Console.WriteLine("Connecting to " + serverHost +
":" + serverPort);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.Error.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService("//blp/refdata"))
{
System.Console.Error.WriteLine("Failed to open //blp/refdata");
return;
}
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("HistoricalDataRequest");
Element securities = request.GetElement("securities");
securities.AppendValue(".DSSTEST3 Index");
//securities.AppendValue("MSFT US Equity");
Element fields = request.GetElement("fields");
fields.AppendValue("PX_LAST");
fields.AppendValue("OPEN");
request.Set("periodicityAdjustment", "ACTUAL");
request.Set("periodicitySelection", "DAILY");
request.Set("startDate", "20090421");
//request.Set("endDate", "20061231");
//request.Set("maxDataPoints", 100);
request.Set("returnEids", true);
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
while (true)
{
Event eventObj = session.NextEvent();
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg.AsElement);
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
break;
}
}
}
private void run(string[] args)
{
string serverHost = "localhost";
int serverPort = 8194;
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = serverHost;
sessionOptions.ServerPort = serverPort;
System.Console.WriteLine("Connecting to " + serverHost + ":" + serverPort);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService("//blp/refdata"))
{
System.Console.Error.WriteLine("Failed to open //blp/refdata");
return;
}
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("ReferenceDataRequest");
Element securities = request.GetElement("securities");
securities.AppendValue("IBM US Equity");
securities.AppendValue("/cusip/912828GM6@BGN");
Element fields = request.GetElement("fields");
fields.AppendValue("PX_LAST");
fields.AppendValue("PX_DT_1D");
fields.AppendValue("DS002");
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
while (true)
{
Event eventObj = session.NextEvent();
foreach (Message msg in eventObj)
{
System.Console.WriteLine(msg.AsElement);
if (msg.HasElement("securityData"))
{
System.Console.WriteLine(msg.GetElement("securityData").GetValueAsElement(0).GetElement("fieldData").GetElementAsDatetime("PX_DT_1D").ToSystemDateTime().ToString());
}
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
break;
}
}
}
private void loadStrategies()
{
Log.LogMessage(LogLevels.DETAILED, "Broker [" + broker.name + "]: Loading Strategies");
Request request = broker.parent.emsxapi.emsxService.CreateRequest(GET_BROKER_STRATEGIES.ToString());
request.Set("EMSX_BROKER", broker.name);
request.Set("EMSX_ASSET_CLASS", broker.assetClass.ToString());
broker.parent.emsxapi.submitRequest(request, new BrokerStrategiesHandler(this));
}
public void DownloadComponents(string Index, string bbgField, out List <string> members)
{
members = new List <string>();
Request request = refDataService.CreateRequest("ReferenceDataRequest");
Element securities = request.GetElement("securities");
securities.AppendValue(Index);
Element fields = request.GetElement("fields");
fields.AppendValue(bbgField);
Trace.WriteLine("Sending Index Components Request: " + Index);
session.SendRequest(request, null);
bool done = false;
while (!done)
{
Event eventObj = session.NextEvent();
if (eventObj.Type == Event.EventType.RESPONSE || eventObj.Type == Event.EventType.PARTIAL_RESPONSE)
{
foreach (var msg in eventObj)
{
if (msg.AsElement.HasElement("responseError"))
{
throw new Exception("Response error: " + msg.GetElement("responseError").GetElement("message"));
}
var security = msg.GetElement("securityData").GetValueAsElement();
var field = security.GetElement("fieldData").GetElement(bbgField);
for (int i = 0; i < field.NumValues; i++)
{
string data = "";
if (field.NumValues > 1)
{
data = field.GetValueAsElement(i).GetElement(0).GetValueAsString();
}
else
{
data = field.GetValueAsString();
}
members.Add(data + " Equity");
}
}
if (eventObj.Type == Event.EventType.RESPONSE)
{
done = true;
}
}
}
}
private bool authorizeUsers()
{
bool is_any_user_authorized = false;
// Authorize each of the users
for (int i = 0; i < d_tokens.Count; ++i)
{
bool isRunning = true;
Identity identity = d_session.CreateIdentity();
d_identities.Add(identity);
Request authRequest = d_apiAuthSvc.CreateAuthorizationRequest();
authRequest.Set("token", d_tokens[i]);
CorrelationID correlator = new CorrelationID(i);
EventQueue eventQueue = new EventQueue();
d_session.SendAuthorizationRequest(authRequest, identity,
eventQueue, correlator);
Event eventObj = eventQueue.NextEvent();
while (isRunning)
{
if (eventObj.Type == Event.EventType.RESPONSE ||
eventObj.Type == Event.EventType.REQUEST_STATUS)
{
foreach (Message msg in eventObj)
{
if (msg.MessageType == AUTHORIZATION_SUCCESS)
{
System.Console.WriteLine("Authorization SUCCESS for user:"******"Authorization FAILED for user:" + (i + 1));
System.Console.WriteLine(msg);
isRunning = false;
break;
}
else
{
System.Console.WriteLine(msg);
isRunning = false;
}
}
}
}
}
return(is_any_user_authorized);
}
private void sendEqsDataRequest(Session session)
{
Service refDataService = session.GetService("//blp/refdata");
Request request = refDataService.CreateRequest("BeqsRequest");
request.Set("screenName", d_screenName);
request.Set("screenType", new Name(d_screenType));
System.Console.WriteLine("Sending Request: " + request);
session.SendRequest(request, null);
}
private bool IsBPipeAuthorized(string token, out Identity identity)
{
bool isAuthorized = false;
bool isRunning = true;
identity = null;
if (!d_session.OpenService(AUTH_SVC))
{
System.Console.Error.WriteLine("Failed to open " + AUTH_SVC);
return(isAuthorized = false);
}
Service authService = d_session.GetService(AUTH_SVC);
Request authRequest = authService.CreateAuthorizationRequest();
authRequest.Set("token", token);
identity = d_session.CreateIdentity();
EventQueue authEventQueue = new EventQueue();
d_session.SendAuthorizationRequest(authRequest, identity, authEventQueue, new CorrelationID(1));
while (isRunning)
{
Event eventObj = authEventQueue.NextEvent();
System.Console.WriteLine("processEvent");
if (eventObj.Type == Event.EventType.RESPONSE || eventObj.Type == Event.EventType.REQUEST_STATUS)
{
foreach (Message msg in eventObj)
{
if (msg.MessageType == AUTHORIZATION_SUCCESS)
{
System.Console.WriteLine("Authorization SUCCESS");
isAuthorized = true;
isRunning = false;
break;
}
else if (msg.MessageType == AUTHORIZATION_FAILURE)
{
System.Console.WriteLine("Authorization FAILED");
System.Console.WriteLine(msg);
isRunning = false;
}
else
{
System.Console.WriteLine(msg);
}
}
}
}
return(isAuthorized);
}
private void run(string[] args)
{
d_host = "localhost";
d_port = 8194;
if (!parseCommandLine(args))
{
return;
}
SessionOptions sessionOptions = new SessionOptions();
sessionOptions.ServerHost = d_host;
sessionOptions.ServerPort = d_port;
System.Console.WriteLine("Connecting to " + d_host + ":" + d_port);
Session session = new Session(sessionOptions);
bool sessionStarted = session.Start();
if (!sessionStarted)
{
System.Console.WriteLine("Failed to start session.");
return;
}
if (!session.OpenService("//blp/tasvc"))
{
System.Console.Error.WriteLine("Failed to open //blp/tasvc");
return;
}
Service tasvcService = session.GetService("//blp/tasvc");
//System.Console.WriteLine(tasvcService.ToString());
// Create DMI Study Request
Request dmiStudyRequest = createDMIStudyRequest(tasvcService);
System.Console.WriteLine("Sending Request: " + dmiStudyRequest);
session.SendRequest(dmiStudyRequest, null);
// wait for events from session.
eventLoop(session);
// Create BOLL Study Request
Request bollStudyRequest = createBOLLStudyRequest(tasvcService);
System.Console.WriteLine("Sending Request: " + bollStudyRequest);
session.SendRequest(bollStudyRequest, null);
// wait for events from session.
eventLoop(session);
session.Stop();
}
void sendMSG1StatusRequest(Session session)
{
Service service = session.GetService(MSG1_SERVICE);
Identity id = session.CreateIdentity();
Request request = service.CreateRequest(STATUS_INFO);
if (d_eidProvided)
{
request.GetElement(EID).SetValue(d_eid);
}
System.Console.WriteLine("Sending request: " + request.ToString());
// request data with identity object
session.SendRequest(request, d_identity, null);
}
public static void WriteFilledTrade(Request req)
{
using (StreamWriter w = File.AppendText("filled_trades_" + dayOfMonth.ToString() + ".txt"))
{
w.WriteLine("{0}\n{1}\n\n", DateTime.Now.ToLongTimeString(), req.ToString());
}
}
