void run(int argc, char **argv)
{
if (!parseCommandLine(argc, argv)) return;
SessionOptions sessionOptions;
sessionOptions.setServerHost(d_host.c_str());
sessionOptions.setServerPort(d_port);
std::cout <<"Connecting to " << d_host << ":" << d_port << std::endl;
Session session(sessionOptions);
if (!session.start()) {
std::cerr << "Failed to start session." << std::endl;
return;
}
if (!session.openService("//blp/refdata")) {
std::cerr << "Failed to open //blp/refdata" << std::endl;
return;
}
sendIntradayTickRequest(session);
// wait for events from session.
eventLoop(session);
session.stop();
}
void input::run()
{
//if (!parseCommandLine(argc, argv)) return;
SessionOptions sessionOptions;
sessionOptions.setServerHost(d_host.c_str());
sessionOptions.setServerPort(d_port);
//std::cout << "Connecting to " + d_host + ":" << d_port << std::endl;
Session session(sessionOptions);
if (!session.start()) {
std::cout << "Failed to start session." << std::endl;
return;
}
if (!session.openService("//blp/refdata")) {
std::cout << "Failed to open //blp/refdata" << std::endl;
return;
}
sendRefDataRequest(session);
// wait for events from session.
try {
eventLoop(session);
}
catch (Exception &e) {
std::cerr << "Library Exception !!!"
<< e.description()
<< std::endl;
}
catch (...) {
std::cerr << "Unknown Exception !!!" << std::endl;
}
session.stop();
}
void run(int argc, char **argv) {
if (!parseCommandLine(argc, argv)) {
printUsage();
return;
}
SessionOptions sessionOptions;
sessionOptions.setServerHost(d_host.c_str());
sessionOptions.setServerPort(d_port);
std::cout << "Connecting to " + d_host + ":" << d_port << std::endl;
SessionEventHandler eventHandler(d_identities,
d_tokens,
d_securities,
d_field);
Session session(sessionOptions, &eventHandler);
if (!session.start()) {
std::cerr << "Failed to start session. Exiting..." << std::endl;
std::exit(-1);
}
openServices(&session);
EventQueue authQueue;
// Authorize all the users that are interested in receiving data
if (authorizeUsers(&authQueue, &session)) {
// Make the various requests that we need to make
session.subscribe(d_subscriptions);
} else {
std::cerr << "Unable to authorize users, Press Enter to Exit"
<< std::endl;
}
// wait for enter key to exit application
char dummy[2];
std::cin.getline(dummy,2);
{
// Check if there were any authorization events received on the
// 'authQueue'
Event event;
while (0 == authQueue.tryNextEvent(&event)) {
printEvent(event);
}
}
session.stop();
std::cout << "Exiting...\n";
}
void run(int argc, char **argv)
{
if (!parseCommandLine(argc, argv)) return;
SessionOptions sessionOptions;
sessionOptions.setServerHost(d_host.c_str());
sessionOptions.setServerPort(d_port);
std::string authOptions = "AuthenticationType=OS_LOGON";
if (d_useDS) {
authOptions = "AuthenticationType=DIRECTORY_SERVICE;DirSvcPropertyName=";
authOptions.append(d_DSProperty);
}
std::cout << "authOptions = " << authOptions << std::endl;
sessionOptions.setAuthenticationOptions(authOptions.c_str());
std::cout << "Connecting to " << d_host << ":" << d_port
<< std::endl;
d_session = new Session(sessionOptions);
if (!d_session->start()) {
std::cerr <<"Failed to start session." << std::endl;
return;
}
if (!d_session->openService("//blp/refdata")) {
std::cerr << "Failed to open //blp/refdata" << std::endl;
return;
}
if (!d_session->openService("//blp/apiauth")) {
std::cerr << "Failed to open //blp/apiauth" << std::endl;
return;
}
CorrelationId tokenReqId(99);
d_session->generateToken(tokenReqId);
while (true) {
Event event = d_session->nextEvent();
if (event.eventType() == Event::TOKEN_STATUS) {
if (!processTokenStatus(event)) {
break;
}
} else {
if (!processEvent(event)) {
break;
}
}
}
}
void run(int argc, char **argv)
{
d_host = "localhost";
d_port = 8194;
if (!parseCommandLine(argc, argv)) return;
SessionOptions sessionOptions;
sessionOptions.setServerHost(d_host.c_str());
sessionOptions.setServerPort(d_port);
std::cout << "Connecting to " << d_host << ":" << d_port << std::endl;
Session session(sessionOptions);
if (!session.start()) {
std::cerr <<"Failed to start session." << std::endl;
return;
}
if (!session.openService("//blp/refdata")) {
std::cerr <<"Failed to open //blp/refdata" << std::endl;
return;
}
Service refDataService = session.getService("//blp/refdata");
Request request = refDataService.createRequest("HistoricalDataRequest");
request.getElement("securities").appendValue("IBM US Equity");
request.getElement("securities").appendValue("MSFT US Equity");
request.getElement("fields").appendValue("PX_LAST");
request.getElement("fields").appendValue("OPEN");
request.set("periodicityAdjustment", "ACTUAL");
request.set("periodicitySelection", "MONTHLY");
request.set("startDate", "20060101");
request.set("endDate", "20061231");
request.set("maxDataPoints", 100);
std::cout << "Sending Request: " << request << std:: endl;
session.sendRequest(request);
while (true) {
Event event = session.nextEvent();
MessageIterator msgIter(event);
while (msgIter.next()) {
Message msg = msgIter.message();
msg.asElement().print(std::cout);
std::cout << std::endl;
}
if (event.eventType() == Event::RESPONSE) {
break;
}
}
}
void createSession()
{
SessionOptions sessionOptions;
sessionOptions.setServerHost(d_host.c_str());
sessionOptions.setServerPort(d_port);
std::cout << "Connecting to " + d_host + ":" << d_port << std::endl;
d_session = new Session(sessionOptions,
new SessionEventHandler(d_identities, d_uuids));
bool sessionStarted = d_session->start();
if (!sessionStarted) {
std::cerr << "Failed to start session. Exiting..." << std::endl;
std::exit(-1);
}
}
void runRefData(double** refData, double** yesterdayData, std::vector<std::string>bonds){
d_host = "localhost";
d_port = 8194;
SessionOptions sessionOptions;
sessionOptions.setServerHost(d_host.c_str());
sessionOptions.setServerPort(d_port);
Session session(sessionOptions);
if (!session.start()){
std::cout << "Failed to start session" << std::endl;
return;
}
if (!session.openService(APIREFDATA_SVC)){
std::cout << "Failed to open ref data service" << std::endl;
return;
}
getTodayData(session, refData, bonds);
getYesterdayData(session, yesterdayData, bonds);
}
void run(int argc, char **argv) {
if (!parseCommandLine(argc, argv)) return;
SessionOptions sessionOptions;
sessionOptions.setServerHost(d_host.c_str());
sessionOptions.setServerPort(d_port);
std::cout << "Connecting to " + d_host + ":" << d_port << std::endl;
Session session(sessionOptions);
if (!startSession(session)) return;
Service refDataService = session.getService("//blp/refdata");
Request request = refDataService.createRequest("ReferenceDataRequest");
request.append("securities", "IBM US Equity");
request.append("fields", "PX_LAST");
request.append("fields", "DS002");
session.sendRequest(request, d_cid);
while (true) {
Event event = session.nextEvent();
MessageIterator msgIter(event);
while (msgIter.next()) {
Message msg = msgIter.message();
if (event.eventType() == Event::RESPONSE ||
event.eventType() == Event::PARTIAL_RESPONSE) {
((Window *)msg.correlationId().asPointer())->
displaySecurityInfo(msg);
}
}
if (event.eventType() == Event::RESPONSE) {
// received final response
break;
}
}
}
void run(int argc, char **argv)
{
if (!parseCommandLine(argc, argv))
return;
SessionOptions sessionOptions;
for (size_t i = 0; i < d_hosts.size(); ++i) {
sessionOptions.setServerAddress(d_hosts[i].c_str(), d_port, i);
}
sessionOptions.setServerPort(d_port);
sessionOptions.setAuthenticationOptions(d_authOptions.c_str());
sessionOptions.setAutoRestartOnDisconnection(true);
sessionOptions.setNumStartAttempts(d_hosts.size());
MyEventHandler myEventHandler;
ProviderSession session(sessionOptions, &myEventHandler, 0);
std::cout << "Connecting to port " << d_port
<< " on ";
std::copy(d_hosts.begin(), d_hosts.end(), std::ostream_iterator<std::string>(std::cout, " "));
std::cout << std::endl;
if (!session.start()) {
std::cerr <<"Failed to start session." << std::endl;
return;
}
Identity providerIdentity = session.createIdentity();
if (!d_authOptions.empty()) {
bool isAuthorized = false;
const char* authServiceName = "//blp/apiauth";
if (session.openService(authServiceName)) {
Service authService = session.getService(authServiceName);
isAuthorized = authorize(authService, &providerIdentity,
&session, CorrelationId((void *)"auth"));
}
if (!isAuthorized) {
std::cerr << "No authorization" << std::endl;
return;
}
}
TopicList topicList;
topicList.add((d_service + d_topic).c_str(),
CorrelationId(new MyStream(d_topic)));
session.createTopics(
&topicList,
ProviderSession::AUTO_REGISTER_SERVICES,
providerIdentity);
// createTopics() is synchronous, topicList will be updated
// with the results of topic creation (resolution will happen
// under the covers)
MyStreams myStreams;
for (size_t i = 0; i < topicList.size(); ++i) {
MyStream *stream = reinterpret_cast<MyStream*>(
topicList.correlationIdAt(i).asPointer());
int resolutionStatus = topicList.statusAt(i);
if (resolutionStatus == TopicList::CREATED) {
Topic topic = session.getTopic(topicList.messageAt(i));
stream->setTopic(topic);
myStreams.push_back(stream);
}
else {
std::cout
<< "Stream '"
<< stream->getId()
<< "': topic not resolved, status = "
<< resolutionStatus
<< std::endl;
}
}
Service service = session.getService(d_service.c_str());
// Now we will start publishing
int value = 1;
while (myStreams.size() > 0 && g_running) {
Event event = service.createPublishEvent();
EventFormatter eventFormatter(event);
for (MyStreams::iterator iter = myStreams.begin();
iter != myStreams.end(); ++iter)
{
eventFormatter.appendMessage(MARKET_DATA, (*iter)->getTopic());
eventFormatter.setElement("BID", 0.5 * ++value);
eventFormatter.setElement("ASK", value);
}
MessageIterator iter(event);
while (iter.next()) {
Message msg = iter.message();
msg.print(std::cout);
}
session.publish(event);
SLEEP(10);
}
session.stop();
}
void run(int argc, char **argv)
{
if (!parseCommandLine(argc, argv)) return;
SessionOptions sessionOptions;
for (size_t i = 0; i < d_hosts.size(); ++i) {
sessionOptions.setServerAddress(d_hosts[i].c_str(), d_port, i);
}
sessionOptions.setServerPort(d_port);
sessionOptions.setAuthenticationOptions(d_authOptions.c_str());
sessionOptions.setAutoRestartOnDisconnection(true);
sessionOptions.setNumStartAttempts(d_hosts.size());
std::cout << "Connecting to port " << d_port
<< " on ";
std::copy(d_hosts.begin(), d_hosts.end(), std::ostream_iterator<std::string>(std::cout, " "));
std::cout << std::endl;
MyEventHandler myEventHandler;
ProviderSession session(sessionOptions, &myEventHandler, 0);
if (!session.start()) {
std::cerr <<"Failed to start session." << std::endl;
return;
}
Identity providerIdentity = session.createIdentity();
if (!d_authOptions.empty()) {
bool isAuthorized = false;
const char* authServiceName = "//blp/apiauth";
if (session.openService(authServiceName)) {
Service authService = session.getService(authServiceName);
isAuthorized = authorize(authService, &providerIdentity,
&session, CorrelationId((void *)"auth"));
}
if (!isAuthorized) {
std::cerr << "No authorization" << std::endl;
return;
}
}
TopicList topicList;
topicList.add(((d_service + "/") + d_topic).c_str(),
CorrelationId(new MyStream(d_topic)));
session.createTopics(
&topicList,
ProviderSession::AUTO_REGISTER_SERVICES,
providerIdentity);
MyStreams myStreams;
for (size_t i = 0; i < topicList.size(); ++i) {
MyStream *stream = reinterpret_cast<MyStream*>(
topicList.correlationIdAt(i).asPointer());
int resolutionStatus = topicList.statusAt(i);
if (resolutionStatus == TopicList::CREATED) {
Topic topic = session.getTopic(topicList.messageAt(i));
stream->setTopic(topic);
myStreams.push_back(stream);
}
else {
std::cout
<< "Stream '"
<< stream->getId()
<< "': topic not resolved, status = "
<< resolutionStatus
<< std::endl;
}
}
Service service = session.getService(d_service.c_str());
// Now we will start publishing
while (g_running) {
Event event = service.createPublishEvent();
EventFormatter eventFormatter(event);
for (MyStreams::iterator iter = myStreams.begin();
iter != myStreams.end(); ++iter) {
eventFormatter.appendMessage("PageData", (*iter)->getTopic());
eventFormatter.pushElement("rowUpdate");
eventFormatter.appendElement();
eventFormatter.setElement("rowNum", 1);
eventFormatter.pushElement("spanUpdate");
eventFormatter.appendElement();
eventFormatter.setElement("startCol", 20);
eventFormatter.setElement("length", 4);
eventFormatter.setElement("text", "TEST");
eventFormatter.popElement();
eventFormatter.appendElement();
eventFormatter.setElement("startCol", 25);
eventFormatter.setElement("length", 4);
eventFormatter.setElement("text", "PAGE");
eventFormatter.popElement();
char buffer[10];
time_t rawtime;
std::time(&rawtime);
int length = (int)std::strftime(buffer, 10, "%X", std::localtime(&rawtime));
eventFormatter.appendElement();
eventFormatter.setElement("startCol", 30);
eventFormatter.setElement("length", length);
eventFormatter.setElement("text", buffer);
eventFormatter.setElement("attr", "BLINK");
eventFormatter.popElement();
eventFormatter.popElement();
eventFormatter.popElement();
eventFormatter.appendElement();
eventFormatter.setElement("rowNum", 2);
eventFormatter.pushElement("spanUpdate");
eventFormatter.appendElement();
eventFormatter.setElement("startCol", 20);
eventFormatter.setElement("length", 9);
eventFormatter.setElement("text", "---------");
eventFormatter.setElement("attr", "UNDERLINE");
eventFormatter.popElement();
eventFormatter.popElement();
eventFormatter.popElement();
eventFormatter.appendElement();
eventFormatter.setElement("rowNum", 3);
eventFormatter.pushElement("spanUpdate");
eventFormatter.appendElement();
eventFormatter.setElement("startCol", 10);
eventFormatter.setElement("length", 9);
eventFormatter.setElement("text", "TEST LINE");
eventFormatter.popElement();
eventFormatter.appendElement();
eventFormatter.setElement("startCol", 23);
eventFormatter.setElement("length", 5);
eventFormatter.setElement("text", "THREE");
eventFormatter.popElement();
eventFormatter.popElement();
eventFormatter.popElement();
eventFormatter.popElement();
eventFormatter.setElement("contributorId", d_contributorId);
eventFormatter.setElement("productCode", 1);
eventFormatter.setElement("pageNumber", 1);
}
printMessages(event);
session.publish(event);
SLEEP(10);
}
session.stop();
}
int runHistData(double** data, std::vector<std::string>bonds, int history){
d_host = "localhost";
d_port = 8194;
SessionOptions sessionOptions;
sessionOptions.setServerHost(d_host.c_str());
sessionOptions.setServerPort(d_port);
Session session(sessionOptions);
if (!session.start()){
std::cout << "Failed to start session" << std::endl;
return 0;
}
if (!session.openService(APIREFDATA_SVC)){
std::cout << "Failed to open ref data service" << std::endl;
return 0;
}
Service refDataService = session.getService(APIREFDATA_SVC);
Request request_hist = refDataService.createRequest("HistoricalDataRequest");
std::wstring stemp2 = std::to_wstring(bonds.size());
LPCWSTR sw2 = stemp2.c_str();
OutputDebugString(L"number bonds ");
OutputDebugString(sw2);
for (int i = 0; i < bonds.size(); i++){
const char* ISIN = bonds.at(i).c_str();
request_hist.getElement("securities").appendValue(ISIN);
}
request_hist.getElement("fields").appendValue("YLD_YTM_MID");
request_hist.set("periodicitySelection", "DAILY");
std::string endDate = today;
std::string startDate = prevDate(history);
request_hist.set("startDate", startDate.c_str());
request_hist.set("endDate", endDate.c_str());
session.sendRequest(request_hist);
int i = 0;
while (true){
Event event = session.nextEvent();
MessageIterator msgIter(event);
while (msgIter.next()){
Message message = msgIter.message();
if (message.messageType() == "HistoricalDataResponse"){
i = parse_historical_response(message, data, true);
}
std::cout << std::endl;
}
if (event.eventType() == Event::RESPONSE){
break;
}
}
return i;
OutputDebugString(L"i HERE ");
std::wstring stemp = std::to_wstring(i);
LPCWSTR sw = stemp.c_str();
OutputDebugString(sw);
}