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");
}
public void TestStartStop()
{
var nmsClient = new NmsClientApp("TestClient");
nmsClient.Configure(BrokerUrl, FerCommandQueue);
nmsClient.Start();
WaitFor(Connected, nmsClient, 10000);
Assert.IsTrue(nmsClient.Connected(), "Failed to connect");
nmsClient.Stop();
Assert.IsFalse(nmsClient.Connected(), "Failed to disconnect");
}
/// <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 OrderPublisherAddin()
{
nmsClient = NmsClientFactory.GetClientFor(Configuration.BrokerUrl);
if (!nmsClient.Connected())
{
// Sleep to give the connection time to startup
Thread.Sleep(500);
}
}
/// <summary>
/// We have been added to a spreadsheet cell.
/// </summary>
/// <param name="topicID"></param>
/// <param name="parameters">
/// We are expecting one (1) parameter that represents the UserOrderID and OrderDate
/// </param>
/// <param name="getNewValues"></param>
/// <returns></returns>
object IRtdServer.ConnectData(int topicID, ref Array parameters, ref bool getNewValues)
{
try {
getNewValues = true; // over-write any saved values in the spreadsheet
var queryStr = (parameters.GetValue(0)).ToString();
var queryParts = MessageUtil.ExtractRecord(queryStr);
var queryOrder = new Order(queryParts);
if (!queryOrder.CanCalculateCompositOrderId)
{
return("#Error: UserOrderId/OrderDate do not meet requirements");
}
lock (nmsClient) {
var cacheKey = queryOrder.CacheKey;
orderToTopicMapping[cacheKey] = topicID;
var order = nmsClient.GetOrderByKey(cacheKey);
if (order == null)
{
// Give us a chance to connect, but don't waste too much time
if (!nmsClient.Connected())
{
Thread.Sleep(1000);
}
if (nmsClient.Connected())
{
// query the system for the order
nmsClient.QueryOrder(queryOrder.userOrderId, (DateTime)queryOrder.orderDate);
return("Unknown order - sent query");
}
return("#Warn: Not connected to broker, try again");
}
return(GetErrorOrStatus(order));
}
} catch (Exception e) {
//log.Error(e);
return("#Error looking up order status:" + e.Message);
}
}
public OrderPublisherAddin(AppConfiguration config)
{
_config = config;
_nmsClient = NmsClientFactory.GetClientFor(_config.BrokerUrl);
if (!_nmsClient.Connected())
{
// Sleep to give the connection time to startup
Thread.Sleep(500);
}
}
public void TestSessionReconnect()
{
var nmsClient = new NmsClientApp("TestClient");
nmsClient.Configure(BrokerUrl, FerCommandQueue);
nmsClient.Start();
WaitFor(Connected, nmsClient, 10000);
Assert.IsTrue(nmsClient.Connected(), "Failed to connect");
Console.WriteLine("Killing the broker NOW!");
StopActiveMQBroker();
StartActiveMQBroker();
// sleep for a minute so we have time to kill the broker
Thread.Sleep(1000);
Console.WriteLine("Going to reconnect, the broker better be up!");
WaitFor(Connected, nmsClient, 1000);
Assert.IsTrue(nmsClient.Connected(), "Failed to connect");
}
int IRtdServer.Heartbeat()
{
try {
if (lastHeartbeat != 1 && !nmsClient.Connected())
{
return(lastHeartbeat);
}
if (lastHeartbeat == 1 && !nmsClient.Connected())
{
// We will wait for two bad heart beats to restart
lastHeartbeat = -1;
return(1);
}
// we are working find, reset the heartbeat value
lastHeartbeat = 1;
} catch (Exception e) {
Console.WriteLine(e);
// don't know what happened, but should restart
lastHeartbeat = -1;
}
return(lastHeartbeat);
}
/// <summary>
/// Startup the RTD server to listen to the Broker.
/// </summary>
/// <param name="callbackObject"></param>
/// <returns></returns>
int IRtdServer.ServerStart(IRTDUpdateEvent callbackObject)
{
try {
xlRTDUpdateCallbackHandler = callbackObject;
nmsClient = NmsClientFactory.Instance.getClientFor(Configuration.BrokerUrl);
if (!nmsClient.Connected())
{
// Sleep to give the connection time to startup
Thread.Sleep(500);
}
nmsClient.UpdatedOrder += ReceivedOrder;
lastHeartbeat = 1;
return(1);
} catch (Exception e) {
Console.WriteLine(e);
return(-1);
}
}
// static OrderSubscriberRtd() {
// var configurationFileName = System.Reflection.Assembly.GetExecutingAssembly().Location + ".config";
// log4net.Config.XmlConfigurator.Configure(new System.IO.FileInfo(configurationFileName));
// }
#region RTD
/// <summary>
/// Startup the RTD server to listen to the Broker.
/// </summary>
/// <param name="callbackObject"></param>
/// <returns></returns>
public int ServerStart(IRTDUpdateEvent callbackObject)
{
try {
_xlRtdUpdateCallbackHandler = callbackObject;
_nmsClient = NmsClientFactory.GetClientFor(_config.BrokerUrl);
if (!_nmsClient.Connected())
{
_nmsClient.Start();
// Sleep to give the connection time to startup
Thread.Sleep(500);
}
_nmsClient.UpdatedOrder += ReceivedOrder;
_lastHeartbeat = 1;
return(1);
} catch (Exception e) {
_log.Error(e);
return(-1);
}
}
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);
}
}