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ManualFill.java
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ManualFill.java
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/* Copyright 2017. Bloomberg Finance L.P.
*
* Permission is hereby granted, free of charge, to any person obtaining a copy
* of this software and associated documentation files (the "Software"), to
* deal in the Software without restriction, including without limitation the
* rights to use, copy, modify, merge, publish, distribute, sublicense, and/or
* sell copies of the Software, and to permit persons to whom the Software is
* furnished to do so, subject to the following conditions: The above
* copyright notice and this permission notice shall be included in all copies
* or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
* FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
* AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
* LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
* FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS
* IN THE SOFTWARE.
*/
package com.bloomberg.emsx.samples;
import com.bloomberglp.blpapi.CorrelationID;
import com.bloomberglp.blpapi.Element;
import com.bloomberglp.blpapi.Event;
import com.bloomberglp.blpapi.EventHandler;
import com.bloomberglp.blpapi.Message;
import com.bloomberglp.blpapi.MessageIterator;
import com.bloomberglp.blpapi.Name;
import com.bloomberglp.blpapi.Request;
import com.bloomberglp.blpapi.Service;
import com.bloomberglp.blpapi.Session;
import com.bloomberglp.blpapi.SessionOptions;
public class ManualFill {
private static final Name SESSION_STARTED = new Name("SessionStarted");
private static final Name SESSION_STARTUP_FAILURE = new Name("SessionStartupFailure");
private static final Name SERVICE_OPENED = new Name("ServiceOpened");
private static final Name SERVICE_OPEN_FAILURE = new Name("ServiceOpenFailure");
private static final Name ERROR_INFO = new Name("ErrorInfo");
private static final Name MANUAL_FILL = new Name("ManualFill");
private String d_service;
private String d_host;
private int d_port;
private CorrelationID requestID;
private static boolean quit=false;
public static void main(String[] args) throws java.lang.Exception
{
System.out.println("Bloomberg - EMSX API Sell-Side Example - ManualFill\n");
ManualFill example = new ManualFill();
example.run(args);
while(!quit) {
Thread.sleep(10);
};
}
public ManualFill()
{
// Define the service required, in this case the EMSX beta service,
// and the values to be used by the SessionOptions object
// to identify IP/port of the back-end process.
d_service = "//blp/emapisvc_beta";
d_host = "localhost";
d_port = 8194;
}
private void run(String[] args) throws Exception
{
SessionOptions d_sessionOptions = new SessionOptions();
d_sessionOptions.setServerHost(d_host);
d_sessionOptions.setServerPort(d_port);
Session session = new Session(d_sessionOptions, new EMSXEventHandler());
session.startAsync();
}
class EMSXEventHandler implements EventHandler
{
public void processEvent(Event event, Session session)
{
try {
switch (event.eventType().intValue())
{
case Event.EventType.Constants.SESSION_STATUS:
processSessionEvent(event, session);
break;
case Event.EventType.Constants.SERVICE_STATUS:
processServiceEvent(event, session);
break;
case Event.EventType.Constants.RESPONSE:
processResponseEvent(event, session);
break;
default:
processMiscEvents(event, session);
break;
}
} catch (Exception e) {
e.printStackTrace();
}
}
private boolean processSessionEvent(Event event, Session session) throws Exception {
System.out.println("Processing " + event.eventType().toString());
MessageIterator msgIter = event.messageIterator();
while (msgIter.hasNext()) {
Message msg = msgIter.next();
if(msg.messageType().equals(SESSION_STARTED)) {
System.out.println("Session started...");
session.openServiceAsync(d_service);
} else if(msg.messageType().equals(SESSION_STARTUP_FAILURE)) {
System.err.println("Error: Session startup failed");
return false;
}
}
return true;
}
private boolean processServiceEvent(Event event, Session session) {
System.out.println("Processing " + event.eventType().toString());
MessageIterator msgIter = event.messageIterator();
while (msgIter.hasNext()) {
Message msg = msgIter.next();
if(msg.messageType().equals(SERVICE_OPENED)) {
System.out.println("Service opened...");
Service service = session.getService(d_service);
Request request = service.createRequest("ManualFill");
//request.set("EMSX_REQUEST_SEQ", 1);
Element routeToFill = request.getElement("ROUTE_TO_FILL");
routeToFill.setElement("EMSX_SEQUENCE", 3852518);
routeToFill.setElement("EMSX_ROUTE_ID", 1);
Element fills = request.getElement("FILLS");
fills.setElement("EMSX_FILL_AMOUNT", 500);
fills.setElement("EMSX_FILL_PRICE", 127.5);
fills.setElement("EMSX_LAST_MARKET", "XLON");
// Only needed for Indian exchanges
//fills.setElement("EMSX_INDIA_EXCHANGE","BGL");
Element fillDateTime = fills.getElement("EMSX_FILL_DATE_TIME");
fillDateTime.setChoice("Legacy");
fillDateTime.setElement("EMSX_FILL_DATE",20171004);
fillDateTime.setElement("EMSX_FILL_TIME",17054);
fillDateTime.setElement("EMSX_FILL_TIME_FORMAT","SecondsFromMidnight");
// If performing the fill on an order owned by another team member, provide owner's UUID
//request.set("EMSX_TRADER_UUID", 12109783);
System.out.println("Request: " + request.toString());
requestID = new CorrelationID();
// Submit the request
try {
session.sendRequest(request, requestID);
} catch (Exception ex) {
System.err.println("Failed to send the request");
return false;
}
} else if(msg.messageType().equals(SERVICE_OPEN_FAILURE)) {
System.err.println("Error: Service failed to open");
return false;
}
}
return true;
}
private boolean processResponseEvent(Event event, Session session) throws Exception
{
System.out.println("Received Event: " + event.eventType().toString());
MessageIterator msgIter = event.messageIterator();
while(msgIter.hasNext())
{
Message msg = msgIter.next();
System.out.println("MESSAGE: " + msg.toString());
System.out.println("CORRELATION ID: " + msg.correlationID());
if(event.eventType()==Event.EventType.RESPONSE && msg.correlationID()==requestID) {
System.out.println("Message Type: " + msg.messageType());
if(msg.messageType().equals(ERROR_INFO)) {
Integer errorCode = msg.getElementAsInt32("ERROR_CODE");
String errorMessage = msg.getElementAsString("ERROR_MESSAGE");
System.out.println("ERROR CODE: " + errorCode + "\tERROR MESSAGE: " + errorMessage);
} else if(msg.messageType().equals(MANUAL_FILL)) {
int fillID = msg.getElementAsInt32("EMSX_FILL_ID");
String message = msg.getElementAsString("MESSAGE");
System.out.println("EMSX_FILL_ID: " + fillID + "\tMESSAGE: " + message);
}
quit=true;
session.stop();
}
}
return true;
}
private boolean processMiscEvents(Event event, Session session) throws Exception
{
System.out.println("Processing " + event.eventType().toString());
MessageIterator msgIter = event.messageIterator();
while (msgIter.hasNext()) {
Message msg = msgIter.next();
System.out.println("MESSAGE: " + msg);
}
return true;
}
}
}