www.gusucode.com > trading工具箱matlab源码程序 > trading/trading/@emsx/createOrderAndRoute.m

    function r = createOrderAndRoute(b,reqstruct,varargin)
%CREATEORDERANDROUTE Create and route Bloomberg EMSX order.
%   R = CREATEORDERANDROUTE(B,REQSTRUCT) creates and routes a Bloomberg EMSX 
%   order and returns the order sequence number, route id and status message 
%   using the default event handler.
%  
%   CREATEORDERANDROUTE(B,REQSTRUCT,'useDefaultEventHandler',false) creates
%   and routes a Bloomberg EMSX order.  To process events, the user must 
%   invoke a custom event handler.
% 
%   CREATEORDERANDROUTE(B,REQSTRUCT,'timeOut',200) creates and routes a Bloomberg 
%   EMSX order and returns the order sequence number, route id and status 
%   message using the default event handler specifying a timeOut value in 
%   milliseconds for the event handler.  The default timeOut value is 500 
%   milliseconds.
%
%   For example, 
%
%   reqStruct.EMSX_TICKER = 'XYZ';
%   reqStruct.EMSX_AMOUNT = int32(100);
%   reqStruct.EMSX_ORDER_TYPE = 'MKT';
%   reqStruct.EMSX_BROKER = 'EFIX';
%   reqStruct.EMSX_TIF = 'DAY';
%   reqStruct.EMSX_HAND_INSTRUCTION = 'ANY';
%   reqStruct.EMSX_SIDE = 'BUY';
%   r = createOrderAndRoute(b,reqStruct)
%
%   returns 
%
%   r = 
%   
%       EMSX_SEQUENCE: 335877
%       EMSX_ROUTE_ID: 1
%             MESSAGE: 'Order created and routed'
%
%   createOrderAndRoute(b,reqStruct,'useDefaultEventHandler',false)
%   b.processEvent
%
%   returns
%
%   CreateOrderAndRoute = {
%
%    EMSX_SEQUENCE = 335877
%
%    EMSX_ROUTE_ID = 1
%
%    MESSAGE = Order created and routed
%
%    }
%
%   Note that the name/value pairs can be input as a single input structure
%   containing some or all of the property fields, for example,
%
%   p.timeOut = 1000;
%   createOrderAndRoute(b,reqStruct,p)
%   
%   See also orders, createOrder, modifyOrder, deleteOrder, routes, routeOrder.

%   Copyright 2012 The MathWorks, Inc.

%imports
import com.bloomberglp.blpapi.*;

%get order fields
orderFields = fieldnames(reqstruct);

%parse name/value pair settings
p.timeOut = 500;
p.useDefaultEventHandler = true;
if nargin > 2
  p = b.parsenv(varargin);
end

%build request
request = b.Service.createRequest('CreateOrderAndRoute');
for i = 1:length(orderFields)
  request.set(orderFields{i},reqstruct.(orderFields{i}));
end
    
%send request
b.Session.sendRequest(request, []);

%process events with default handler 
if p.useDefaultEventHandler
  
  r = processOrderRouteEvents(b,p.timeOut);

elseif nargout == 1
  
  r = [];
  
end