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