コード例 #1
0
        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");
        }
コード例 #2
0
        /// <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);
            }
        }
コード例 #3
0
ファイル: OrderPublisherAddin.cs プロジェクト: TzarIvan/ratel
        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);
            }
        }