private void ProcessEvent(Event evt, List <String> fields)
{
Invoke(new Action(() => richTextBox1.AppendText("ProcessEvent(Event, List<String>)\n")));
const bool excludeNullElements = true;
foreach (Bloomberglp.Blpapi.Message message in evt.GetMessages())
{
string security = message.TopicName;
Invoke(new Action(() =>
richTextBox1.AppendText
(string.Format("GOT SECURITY: {0}",
security))));
foreach (var field in fields)
{
//This ignores the extraneous fields in the response
if (message.HasElement(field, excludeNullElements)) //be careful, excludeNullElements is false by default
{
Element elmField = message[field];
string retval = "";
if (security.Contains("Curncy"))
{
Invoke(new Action(() =>
richTextBox1.AppendText
(string.Format("GOT CURNCY FIELD {0}\n",
field))));
if (field.Equals("LAST_PRICE"))
{
Invoke(new Action(() =>
richTextBox1.AppendText
("\nGOT CURNCY LAST_PRICE\n")));
retval =
tc.updateCurrencyRate
(security.Substring(0, 3), elmField.GetValueAsFloat64());
}
}
else if (field.Equals("BEST_ASK1"))
{
retval = tc.updateAsk(security, elmField.GetValueAsFloat64());
}
else if (field.Equals("BEST_BID1"))
{
retval = tc.updateBid(security, elmField.GetValueAsFloat64());
}
else if (field.Equals("BEST_ASK1_SZ"))
{
retval = tc.updateAskSize(security, elmField.GetValueAsFloat64());
}
else if (field.Equals("BEST_BID1_SZ"))
{
retval = tc.updateBidSize(security, elmField.GetValueAsFloat64());
}
Invoke(new Action(() =>
richTextBox1.AppendText
(string.Format("{0}",
retval))));
if (security.Contains("Curncy"))
{
continue;
}
Transaction transaction = tc.computeTransaction(security);
if (sendTransactions)
{
Invoke(new Action(() =>
richTextBox1.AppendText("\nsendTransactions=true\n")));
if (transaction.isFeasible())
{
Invoke(new Action(() =>
richTextBox1.AppendText("\nFEASIBLE TRANSACTION!\n")));
sendTransaction(transaction);
}
else
{
Invoke(new Action(() =>
richTextBox1.AppendText("\nno feasible transaction\n")));
}
}
else
{
Invoke(new Action(() =>
richTextBox1.AppendText("\nsendTransactions=false\n")));
Invoke(new Action(() =>
richTextBox1.AppendText
(string.Format
("-\n{0:HH:mm:ss}\nTRANSACTION\n{1}\nELEMENT FIELD (FROM API):\n{2}\n-\n",
DateTime.Now,
transaction.description,
elmField.ToString().Trim()))));
}
}
}
}
Invoke(new Action(() => richTextBox1.AppendText("\n")));
}
private void handleTransaction(Transaction transaction, string elmFields)
{
Lgr.Log("INFO", "Got element fields " + elmFields + " from API.");
if (sendTransactions)
{
Invoke(new Action(() =>
richTextBox1.AppendText("\nsendTransactions=true\n")));
if (transaction.isFeasible())
{
Lgr.Log("INFO", "SEND TRANSACTIONS = TRUE, FEASIBLE TRANSACTION!!!");
Lgr.Log("INFO", transaction.toString());
Invoke(new Action(() =>
richTextBox1.AppendText("\nFEASIBLE TRANSACTION!\n")));
sendTransaction(transaction);
}
else
{
Invoke(new Action(() =>
richTextBox1.AppendText("\nno feasible transaction\n")));
}
}
else
{
if (transaction.isFeasible())
{
Lgr.Log("INFO", "SEND TRANSACTIONS = FALSE, FEASIBLE TRANSACTION");
Lgr.Log("INFO", transaction.toString());
}
Invoke(new Action(() =>
richTextBox1.AppendText("\nsendTransactions=false\n")));
}
}
