private void Run()
{
log("IOIEMSXRMSXDemo - Auto-routing IOI orders");
log("Initializing RuleMSX...");
this.rmsx = new RuleMSX();
LogRmsx.logLevel = LogRmsx.LogLevels.DETAILED;
LogRmsx.logPrefix = "(RuleMSX...)";
log("RuleMSX initialized.");
log("Initializing EasyIOI...");
this.eioi = new EasyIOI();
log("EasyIOI initialized.");
LogIOI.logPrefix = "(EasyIOI...)";
LogIOI.logLevel = com.bloomberg.ioiapi.samples.Log.LogLevels.DETAILED;
log("Initializing EasyMSX...");
this.emsx = new EasyMSX();
log("EasyMSX initialized.");
LogEMSX.logPrefix = "(EasyMSX...)";
LogEMSX.logLevel = com.bloomberg.emsx.samples.Log.LogLevels.NONE;
log("Create ruleset...");
BuildRules();
log("Ruleset ready.");
this.emsx.orders.addNotificationHandler(this);
this.emsx.routes.addNotificationHandler(this);
log("Starting EasyMSX");
this.emsx.start();
log("EasyMSX started");
this.eioi.iois.addNotificationHandler(this);
log("Starting EasyIOI");
this.eioi.start();
log("EasyIOI started");
}
private void Run()
{
log("Initializing RuleMSX...");
this.rmsx = new RuleMSX();
LogRmsx.logLevel = LogRmsx.LogLevels.DETAILED;
LogRmsx.logPrefix = "(RuleMSX..........)";
log("RuleMSX initialized.");
log("Initializing EasyMSX...");
this.emsx = new EasyMSX();
log("EasyMSX initialized.");
log("Create ruleset...");
BuildRules();
log("Ruleset ready.");
this.emsx.routes.addNotificationHandler(this);
log("Starting EasyMSX");
this.emsx.start();
log("EasyMSX started");
}
public RuleMSXTest()
{
System.Console.WriteLine("RuleMSXTest starting...");
System.Console.WriteLine("Instantiating RuleMSX...");
LogRmsx.logLevel = LogRmsx.LogLevels.NONE;
this.rmsx = new RuleMSX();
// Create new RuleSet
this.ruleSet = rmsx.createRuleSet("TestRules");
Rule ruleIsNotExpired = new Rule("IsNotExpired", new StringInequalityRule("OrderStatus", "EXPIRED"));
Rule ruleIsExpired = new Rule("IsExpired", new StringEqualityRule("OrderStatus", "EXPIRED"), rmsx.createAction("SendIgnoringSignal", new SendAdditionalSignal("Ignoring Order - EXPIRED")));
Rule ruleNeedsRouting = new Rule("NeedsRouting", new NeedsRoutingRule());
Rule ruleIsLNExchange = new Rule("IsLNExchange", new StringEqualityRule("Exchange", "LN"), rmsx.createAction("RouteToBrokerBB", new RouteToBroker(this, "BB")));
Rule ruleIsUSExchange = new Rule("IsUSExchange", new StringEqualityRule("Exchange", "US"));
Rule ruleIsIBM = new Rule("IsIBM", new StringEqualityRule("Ticker", "IBM US Equity"), rmsx.createAction("RouteToBrokerEFIX", new RouteToBroker(this, "EFIX")));
ruleIsIBM.AddAction(rmsx.createAction("SendIBMSignal", new SendAdditionalSignal("This is IBM!!")));
Rule ruleIsMSFT = new Rule("IsMSFT", new StringEqualityRule("Ticker", "MSFT US Equity"), rmsx.createAction("RejectedSignal", new SendAdditionalSignal("Not Routing as would be rejected")));
Rule ruleIsFilled500 = new Rule("IsFilled500", new IsFilled500Rule(), rmsx.createAction("Signal500filled", new SendAdditionalSignal("Order is filled to 500 or more.")));
// Maybe add code so that rather than RouteToBroker("BB") we create a new datapoint "TargetBroker", set it's value to BB.
// Then add a new rule that checks if there are available shares. if true, then action is route to targetbroker which depends on target broker
//Add new rules for working/filled amount checks
this.ruleSet.AddRule(ruleIsNotExpired);
this.ruleSet.AddRule(ruleIsExpired);
//this.ruleSet.AddRule(ruleIsFilled500);
ruleIsNotExpired.AddRule(ruleNeedsRouting);
ruleNeedsRouting.AddRule(ruleIsLNExchange);
ruleNeedsRouting.AddRule(ruleIsUSExchange);
ruleIsUSExchange.AddRule(ruleIsIBM);
ruleIsUSExchange.AddRule(ruleIsMSFT);
System.Console.WriteLine("...done.");
System.Console.WriteLine(ruleSet.report());
System.Console.WriteLine("Instantiating EasyMKT...");
this.emkt = new EasyMKT();
System.Console.WriteLine("...done.");
// Adding subscription fields to EasyMKT
emkt.AddField("BID");
emkt.AddField("ASK");
emkt.AddField("MID");
emkt.AddField("LAST_PRICE");
System.Console.WriteLine("Starting EasyMKT...");
emkt.start();
System.Console.WriteLine("EasyMKT started.");
System.Console.WriteLine("Instantiating EasyMSX...");
LogEmsx.logLevel = LogEmsx.LogLevels.NONE;
try
{
this.emsx = new EasyMSX(EasyMSX.Environment.BETA);
System.Console.WriteLine("EasyMSX instantiated. Adding notification handler.");
this.emsx.orders.addNotificationHandler(this);
System.Console.WriteLine("Starting EasyMSX");
this.emsx.start();
}
catch (Exception ex)
{
System.Console.WriteLine(ex);
}
System.Console.WriteLine("EasyMSX started.");
System.Console.WriteLine("RuleMSXTest running...");
}