/// <summary>
/// Process SubscriptionStatus event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processSubscriptionStatus(Event eventObj, Session session)
{
System.Console.WriteLine("Processing SUBSCRIPTION_STATUS");
foreach (Message msg in eventObj.GetMessages())
{
string topic = (string)msg.CorrelationID.Object;
System.Console.WriteLine(System.DateTime.Now.ToString("s") +
": " + topic + " - " + msg.MessageType);
if (msg.HasElement(REASON))
{
// This can occur on SubscriptionFailure.
Element reason = msg.GetElement(REASON);
System.Console.WriteLine("\t" +
reason.GetElement(CATEGORY).GetValueAsString() +
": " + reason.GetElement(DESCRIPTION).GetValueAsString());
}
if (msg.HasElement(EXCEPTIONS))
{
// This can occur on SubscriptionStarted if at least
// one field is good while the rest are bad.
Element exceptions = msg.GetElement(EXCEPTIONS);
for (int i = 0; i < exceptions.NumValues; ++i)
{
Element exInfo = exceptions.GetValueAsElement(i);
Element fieldId = exInfo.GetElement(FIELD_ID);
Element reason = exInfo.GetElement(REASON);
System.Console.WriteLine("\t" + fieldId.GetValueAsString() +
": " + reason.GetElement(CATEGORY).GetValueAsString());
}
}
System.Console.WriteLine("");
}
}
private void eventLoop(Session session)
{
bool done = false;
while (!done)
{
Event eventObj = session.NextEvent();
if (eventObj.Type == Event.EventType.PARTIAL_RESPONSE)
{
System.Console.WriteLine("Processing Partial Response");
processResponseEvent(eventObj);
}
else if (eventObj.Type == Event.EventType.RESPONSE)
{
System.Console.WriteLine("Processing Response");
processResponseEvent(eventObj);
done = true;
}
else
{
foreach (Message msg in eventObj.GetMessages())
{
System.Console.WriteLine(msg.AsElement);
if (eventObj.Type == Event.EventType.SESSION_STATUS)
{
if (msg.MessageType.Equals("SessionTerminated"))
{
done = true;
}
}
}
}
}
}
/// <summary>
/// Process events other than subscription data/status event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processMiscEvents(Event eventObj, Session session)
{
System.Console.WriteLine("Processing " + eventObj.Type);
foreach (Message msg in eventObj.GetMessages())
{
System.Console.WriteLine(System.DateTime.Now.ToString("s") +
": " + msg.MessageType + "\n");
}
}
// return true if processing is completed, false otherwise
private void processResponseEvent(Event eventObj)
{
foreach (Message msg in eventObj.GetMessages())
{
if (msg.HasElement(RESPONSE_ERROR))
{
printErrorInfo("REQUEST FAILED: ", msg.GetElement(RESPONSE_ERROR));
continue;
}
Element data = msg.GetElement(DATA);
Element securities = data.GetElement(SECURITY_DATA);
int numSecurities = securities.NumValues;
System.Console.WriteLine("Processing " + numSecurities + " securities:");
for (int i = 0; i < numSecurities; ++i)
{
Element security = securities.GetValueAsElement(i);
string ticker = security.GetElementAsString(SECURITY);
System.Console.WriteLine("\nTicker: " + ticker);
if (security.HasElement("securityError"))
{
printErrorInfo("\tSECURITY FAILED: ",
security.GetElement(SECURITY_ERROR));
continue;
}
Element fields = security.GetElement(FIELD_DATA);
if (fields.NumElements > 0)
{
System.Console.WriteLine("FIELD\t\tVALUE");
System.Console.WriteLine("-----\t\t-----");
int numElements = fields.NumElements;
for (int j = 0; j < numElements; ++j)
{
Element field = fields.GetElement(j);
System.Console.WriteLine(field.Name + "\t\t" +
field.GetValueAsString());
}
}
System.Console.WriteLine("");
Element fieldExceptions = security.GetElement(FIELD_EXCEPTIONS);
if (fieldExceptions.NumValues > 0)
{
System.Console.WriteLine("FIELD\t\tEXCEPTION");
System.Console.WriteLine("-----\t\t---------");
for (int k = 0; k < fieldExceptions.NumValues; ++k)
{
Element fieldException =
fieldExceptions.GetValueAsElement(k);
printErrorInfo(fieldException.GetElementAsString(FIELD_ID) +
"\t\t", fieldException.GetElement(ERROR_INFO));
}
}
}
}
}
/// <summary>
/// Process SubscriptionData event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processSubscriptionDataEvent(Event eventObj, Session session)
{
System.Console.WriteLine("Processing SUBSCRIPTION_DATA");
foreach (Message msg in eventObj.GetMessages())
{
string topic = (string)msg.CorrelationID.Object;
System.Console.WriteLine(System.DateTime.Now.ToString("s") +
": " + topic + " - " + msg.MessageType);
//System.Console.WriteLine(msg.AsElement);
if (msg.MessageType.Equals("PageUpdate"))
{
processPageElement(msg.AsElement, topic);
}
else if (msg.MessageType.Equals("RowUpdate"))
{
processRowElement(msg.AsElement, topic);
}
//showUpdatedPage(topic);
}
}
/// <summary>
/// Polls for an event or a message in an event loop
/// & Processes the event generated
/// </summary>
/// <param name="session"></param>
private void eventLoop(Session session)
{
while (true)
{
Event eventObj = session.NextEvent();
foreach (Message msg in eventObj.GetMessages())
{
if (eventObj.Type == Event.EventType.SUBSCRIPTION_STATUS)
{
System.Console.WriteLine("Processing SUBSCRIPTION_STATUS");
string topic = (string)msg.CorrelationID.Object;
System.Console.WriteLine(System.DateTime.Now.ToString("s") +
": " + topic + ": " + msg.AsElement);
}
else if (eventObj.Type == Event.EventType.SUBSCRIPTION_DATA)
{
System.Console.WriteLine("\nProcessing SUBSCRIPTION_DATA");
string topic = (string)msg.CorrelationID.Object;
System.Console.WriteLine(System.DateTime.Now.ToString("s")
+ ": " + topic + " - " + msg.MessageType);
foreach (Element field in msg.Elements)
{
if (!field.IsNull)
{
System.Console.WriteLine("\t\t" + field.Name + " = " +
field.GetValueAsString());
}
}
}
else
{
System.Console.WriteLine(msg.AsElement);
}
}
}
}
/// <summary>
/// Process subscription data
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processRequestDataEvent(Event eventObj, Session session)
{
string securityName = string.Empty;
// process message
foreach (Message msg in eventObj.GetMessages())
{
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("ReferenceDataResponse")))
{
// process errors
if (msg.HasElement(RESPONSE_ERROR))
{
Element error = msg.GetElement(RESPONSE_ERROR);
Error(String.Format("{0}, {1}", kKospiIndex, error.GetElementAsString(MESSAGE)));
}
else
{
Element secDataArray = msg.GetElement(SECURITY_DATA);
int numberOfSecurities = secDataArray.NumValues;
if (secDataArray.HasElement(SECURITY_ERROR))
{
// security error
Element secError = secDataArray.GetElement(SECURITY_ERROR);
Element security = secDataArray.GetElement(SECURITY);
Error(secError.GetElementAsString(MESSAGE));
Error(security.ToString());
}
if (secDataArray.HasElement(FIELD_EXCEPTIONS))
{
// field error
Element error = secDataArray.GetElement(FIELD_EXCEPTIONS);
for (int errorIndex = 0; errorIndex < error.NumValues; errorIndex++)
{
Element errorException = error.GetValueAsElement(errorIndex);
string field = errorException.GetElementAsString(FIELD_ID);
Element errorInfo = errorException.GetElement(ERROR_INFO);
string message = errorInfo.GetElementAsString(MESSAGE);
logger.Warn("{0} has field error.", kKospiIndex);
} // end for
} // end if
// process securities
for (int index = 0; index < numberOfSecurities; index++)
{
Element secData = secDataArray.GetValueAsElement(index);
Element fieldData = secData.GetElement("fieldData");
if (fieldData.HasElement(kIndexWeight))
{
Element weightField = fieldData.GetElement(kIndexWeight);
for (int i = 0; i < weightField.NumValues; ++i)
{
String memberTicker = "";
double weight = 0.0;
Element row = weightField.GetValueAsElement(i);
if (row.HasElement("Member Ticker and Exchange Code"))
{
Element item = row.GetElement("Member Ticker and Exchange Code");
memberTicker = item.GetValueAsString();
}
else
{
continue;
}
if (row.HasElement("Percentage Weight"))
{
Element item = row.GetElement("Percentage Weight");
weight = item.GetValueAsFloat64();
}
else
{
continue;
}
_resultDict.Add(memberTicker + " Equity", weight);
}
// logger.Info(fieldStr);
}
} // end for
} // end else
} // end if
} // end foreach
}
/// <summary>
/// Request status event
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processMiscEvents(Event eventObj, Session session)
{
foreach (Message msg in eventObj.GetMessages())
{
switch (msg.MessageType.ToString())
{
case "SessionStarted":
// "Session Started"
break;
case "SessionTerminated":
case "SessionStopped":
// "Session Terminated"
break;
case "ServiceOpened":
// "Reference Service Opened"
break;
case "RequestFailure":
Element reason = msg.GetElement(REASON);
string message = string.Concat("Error: Source-", reason.GetElementAsString(SOURCE),
", Code-", reason.GetElementAsString(ERROR_CODE), ", category-", reason.GetElementAsString(CATEGORY),
", desc-", reason.GetElementAsString(DESCRIPTION));
logger.Info(message);
break;
default:
logger.Info(msg.MessageType.ToString());
break;
}
}
}
/// <summary>
/// Process subscription data
/// </summary>
/// <param name="eventObj"></param>
/// <param name="session"></param>
private void processRequestDataEvent(Event eventObj, Session session)
{
string securityName = string.Empty;
Boolean hasFieldError = false;
// clear column tag of field error message.
foreach (DataGridViewColumn col in dataGridViewData.Columns)
{
col.Tag = null;
}
// process message
foreach (Message msg in eventObj.GetMessages())
{
if (msg.MessageType.Equals(Bloomberglp.Blpapi.Name.GetName("HistoricalDataResponse")))
{
// process errors
if (msg.HasElement(RESPONSE_ERROR))
{
Element error = msg.GetElement(RESPONSE_ERROR);
Error(error.GetElementAsString(MESSAGE));
}
else
{
Element secDataArray = msg.GetElement(SECURITY_DATA);
int numberOfSecurities = secDataArray.NumValues;
if (secDataArray.HasElement(SECURITY_ERROR))
{
// security error
Element secError = secDataArray.GetElement(SECURITY_ERROR);
Element security = secDataArray.GetElement(SECURITY);
Error(secError.GetElementAsString(MESSAGE));
Error(security.ToString());
}
if (secDataArray.HasElement(FIELD_EXCEPTIONS))
{
// field error
Element error = secDataArray.GetElement(FIELD_EXCEPTIONS);
for (int errorIndex = 0; errorIndex < error.NumValues; errorIndex++)
{
Element errorException = error.GetValueAsElement(errorIndex);
string field = errorException.GetElementAsString(FIELD_ID);
Element errorInfo = errorException.GetElement(ERROR_INFO);
string message = errorInfo.GetElementAsString(MESSAGE);
dataGridViewData.Columns[field].Tag = message;
hasFieldError = true;
} // end for
} // end if
// process securities
for (int index = 0; index < numberOfSecurities; index++)
{
foreach (Element secData in secDataArray.Elements)
{
switch (secData.Name.ToString())
{
case "eidsData":
// process security eid data here
break;
case "security":
// security name
securityName = secData.GetValueAsString();
break;
case "fieldData":
if (hasFieldError && secData.NumValues == 0)
{
// no data but have field error
object[] dataValues = new object[dataGridViewData.ColumnCount];
dataValues[0] = securityName;
int fieldIndex = 0;
foreach (DataGridViewColumn col in dataGridViewData.Columns)
{
if (col.Tag != null)
{
dataValues[fieldIndex] = col.Tag.ToString();
}
fieldIndex++;
}
d_data.Rows.Add(dataValues);
}
else
{
// get field data
d_data.BeginLoadData();
for (int pointIndex = 0; pointIndex < secData.NumValues; pointIndex++)
{
int fieldIndex = 0;
object[] dataValues = new object[dataGridViewData.ColumnCount];
Element fields = secData.GetValueAsElement(pointIndex);
foreach (DataGridViewColumn col in dataGridViewData.Columns)
{
try
{
if (col.Name == "security")
dataValues[fieldIndex] = securityName;
else
{
if (fields.HasElement(col.Name))
{
Element item = fields.GetElement(col.Name);
if (item.IsArray)
{
// bulk field data
dataValues[fieldIndex] = "Bulk Data";
}
else
{
// field data
dataValues[fieldIndex] = item.GetValueAsString();
}
}
else
{
// no field value
if (col.Tag.ToString().Length > 0)
{
// field has error
dataValues[fieldIndex] = col.Tag.ToString();
}
else
dataValues[fieldIndex] = DBNull.Value;
}
} // end if
}
catch (Exception ex)
{
// display error
dataValues[fieldIndex] = ex.Message;
}
finally
{
fieldIndex++;
}
} // end foreach
// add data to data table
d_data.Rows.Add(dataValues);
} // end for
d_data.EndLoadData();
}
break;
} // end switch
} // end foreach
} // end for
} // end else
} // end if
} // end foreach
}