/// <summary> /// Publish an order that is represented by a string of key/value pairs. /// </summary> /// <param name="orderString"></param> /// <returns></returns> public object Pub(string orderString) { // We are public API called from Excel, ensure we catch all exceptions try { // turn the string into an order so that we can do some validation on it. var orderFields = MessageUtil.ExtractRecord(orderString); var order = new Order(orderFields); if (order.ModifiedClientID) { return("#Error: ClientOrderID does not meet requirements. Must be 16 or less, without spaces and %"); } if (nmsClient.Connected()) { var cachedOrder = nmsClient.GetOrderByClientOrderID(order.ClientOrderID); if (cachedOrder != null && cachedOrder.Status != "INVALID") { return("#Error - order already sent '" + order.ClientOrderID + "'"); } var nmsMessageID = nmsClient.SendOrder(order); } else { return("#Warn: Not connected to broker, try again"); } return("Published " + GenerateExcelTimestamp()); } catch (Exception e) { Console.WriteLine(e); return("#Error: Unable to Publish: " + e.Message); } }
public void TestSendOrder() { var nmsClient = new NmsClientApp("TestClient"); nmsClient.Configure(BrokerUrl, FerCommandQueue); nmsClient.Start(); WaitFor(Connected, nmsClient, 10000); Assert.IsTrue(nmsClient.Connected(), "Failed to connect"); var order = CreateLimitOrder(); var messageId = nmsClient.SendOrder(order); Assert.IsNotNull(messageId, "Failed to send order"); Console.WriteLine("Sent message:" + messageId); // simulate the server processing ProcessTestOrder(); WaitFor(Response, nmsClient, 3000); Assert.GreaterOrEqual(nmsClient.OrderCacheCount, 1, "Failed to receive response"); var response = nmsClient.GetResponseFor(messageId); Assert.IsNotNull(response, "Did not receive response for order " + messageId); var sentOrder = nmsClient.GetOrderByKey(order.CacheKey); Assert.IsNotNull(sentOrder, "Failed to lookup order by clientOrderID"); Assert.AreNotSame("NEW", sentOrder.Status, "Status not updated to non NEW"); nmsClient.Stop(); Assert.IsFalse(nmsClient.Connected(), "Failed to disconnect"); }
public void TestSendOrderIntegration() { var nmsClient = new NmsClientApp("TestClient"); nmsClient.Configure(BrokerUrl, FerCommandQueue); nmsClient.Start(); WaitFor(Connected, nmsClient, 10000); Assert.IsTrue(nmsClient.Connected(), "Failed to connect"); var order = CreateLimitOrder(); // Since this is an integration test, change platform to 'TEST' order.platform = "TEST"; order.strategy = "TEST-EQUITY-STRATEGY"; Console.WriteLine("Created order " + order.CacheKey); var messageId = nmsClient.SendOrder(order); Assert.IsNotNull(messageId, "Failed to send order"); Console.WriteLine("Sent message:" + messageId); WaitFor(Response, nmsClient, 3000); Assert.GreaterOrEqual(nmsClient.OrderCacheCount, 1, "Failed to receive response"); Thread.Sleep(1000); var response = nmsClient.GetResponseFor(messageId); Assert.IsNotNull(response, "Did not receive response for order " + messageId); Assert.IsFalse(response.ContainsKey("ERROR_1"), "Error with order:" + GetValueForKey("ERROR_1", response)); nmsClient.Stop(); Assert.IsFalse(nmsClient.Connected(), "Failed to disconnect"); }
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); } }