www.gusucode.com > trading工具箱matlab源码程序 > trading/tradingdemos/emsxOrderBlotter.m
function [t,subs] = emsxOrderBlotter(b)
%EMSXORDERBLOTTER Bloomberg EMSX example order blotter.
% [T,SUBS] = EMSXORDERBLOTTER(B) displays a trader's order information. B is
% the Bloomberg EMSX connection object. T is the timer object associated
% with the event handler and SUBS is the Bloomberg order subscription
% object.
%
% For example,
%
% [t,subs] = emsxOrderBlotter(b)
%
% opens an order blotter showing the current order information for a
% trader. As orders are created and managed, the blotter is updated.
%
% reqStruct.EMSX_AMOUNT = int32(330);
% reqStruct.EMSX_ORDER_TYPE = 'MKT';
% reqStruct.EMSX_BROKER = 'BB';
% reqStruct.EMSX_TIF = 'DAY';
% reqStruct.EMSX_HAND_INSTRUCTION = 'ANY';
% reqStruct.EMSX_SIDE = 'BUY';
% reqStruct.EMSX_TICKER = 'XYZ';
% b.createOrderAndRoute(reqStruct,'useDefaultEventHandler',false)
%
% will update the order blotter with information on the created and
% routed order using the event hander function processEventToBlotter.
%
% See also emsx.
% Copyright 2012 The MathWorks, Inc.
% Column names for blotter
colnames = {'SEQUENCE','TICKER','SIDE','TYPE','WORKING','FILLED','TIF',...
'BROKER','STATUS','HANDLING','AVGPRC','LMTPRC','TRADER','GTD','STOPPRC'};
% Create gui components for displaying and updating order information
uTable = uitable('ColumnName',colnames,'Position',[10 35 1127 300],'RowName',[],'Tag','OrderBlotter');
updateButton = uicontrol('String','Update Orders','Position',[10 10 90 20],'callback',{@updateOrderBlotter,b},'Tag','UpdateOrderButton');
pos = get(gcf,'Position');
set(gcf,'Position',[pos(1) pos(2) 1147 340])
set(updateButton,'Units','Normal');
set(uTable,'Units','Normal')
% Create order subscription
[r,subs] = b.orders({'EMSX_SEQUENCE','EMSX_TICKER','EMSX_SIDE',...
'EMSX_TYPE','EMSX_WORKING','EMSX_FILLED','EMSX_TIF',...
'EMSX_BROKER','EMSX_STATUS','EMSX_HAND_INSTRUCTION',...
'EMSX_AVG_PRICE','EMSX_LIMIT_PRICE','EMSX_TRADER',...
'EMSX_GTD_DATE','EMSX_STOP_PRICE'});
% Initialize and start event handler
t = timer('TimerFcn',{@processEventToBlotter,b},'Period',1','ExecutionMode','fixedRate');
start(t)
% Create GUI components for handling closing dialog
set(gcf,'NumberTitle','off','Name','EMSX Order Blotter','CloseRequestFcn',{@closeBlotter,b,t,subs})
closeButton = uicontrol('String','Close','Position',[1047 10 90 20],'callback',{@closeBlotter,b,t,subs},'Tag','CloseButton');
set(closeButton,'Units','Normal')
% Update blotter with existing order information
if ~isempty(r)
orderNumbers = r.EMSX_SEQUENCE;
else
orderNumbers = [];
end
for i = 1:length(orderNumbers)
b.getOrderInfo(orderNumbers(i),'useDefaultEventHandler',false)
end
end
function updateOrderBlotter(~,~,b)
%UPDATEORDERBLOTTER Get information for existing orders and update blotter
uTable = findobj('Tag','OrderBlotter');
blotterData = get(uTable,'data');
numOrders = size(blotterData,1);
for i = 1:numOrders
b.getOrderInfo(str2double(blotterData{i,1}),'useDefaultEventHandler',false)
end
end
function closeBlotter(~,~,b,t,subs)
%CLOSEBLOTTER Close dialog handler. Stop event handler and cancel subscription.
stop(t)
try
b.Session.unsubscribe(subs)
catch %#ok
% Problem with connection, close window anyway
end
closereq
end
function processEventToBlotter(~,~,b)
%PROCESSEVENTTOBLOTTER Sample Bloomberg EMSX event handler.
% PROCESSEVENTTOBLOTTER(B) processes the EMSX event queue associated with
% Bloomberg connection handle, B.
%
% T = timer('TimerFcn',{@b.processEventToBlotter},'Period',1,'ExecutionMode','fixedRate')
% processes the EMSX event queue continually.
% set iteration flag
iter = true;
%process events and display messages
while iter
evt = b.Session.nextEvent(1);
evtType = char(evt.eventType);
msgIter = evt.messageIterator;
switch evtType
case 'TIMEOUT'
% timeout event received, exit event loop
iter = false;
otherwise
% event received
msg = msgIter.next;
try
% if error event, show message exit event loop
ERROR_MESSAGE = char(msg.getElementAsString('ERROR_MESSAGE'));
errordlg(ERROR_MESSAGE)
return
catch %#ok
% No error continue
end
try
% update blotter with order information
uiBlotter = findobj('Tag','OrderBlotter');
blotterData = get(uiBlotter,'data');
if isempty(blotterData)
blotterData = {};
end
% get order id or exit if information not given
try
EMSX_SEQUENCE = double(msg.getElementAsInt32('EMSX_SEQUENCE'));
catch %#ok
try
EMSX_SEQUENCE = -1*double(msg.getElementAsInt64('EMSX_TS_ORDNUM'));
catch %#ok
return
end
end
if EMSX_SEQUENCE == 0
return
end
% check for order in existing blotter data
if isempty(blotterData)
orderIndex = [];
else
orderIndex = find(strcmp(blotterData(:,1),num2str(EMSX_SEQUENCE)));
end
% get order information
EMSX_TICKER = char(msg.getElementAsString('EMSX_TICKER'));
EMSX_SIDE = char(msg.getElementAsString('EMSX_SIDE'));
try
EMSX_TYPE = char(msg.getElementAsString('EMSX_ORDER_TYPE'));
catch %#ok
EMSX_TYPE = [];
end
EMSX_WORKING = char(msg.getElementAsString('EMSX_WORKING'));
EMSX_FILLED = num2str(double(msg.getElementAsInt32('EMSX_FILLED')));
EMSX_TIF = char(msg.getElementAsString('EMSX_TIF'));
EMSX_BROKER = char(msg.getElementAsString('EMSX_BROKER'));
try
EMSX_STATUS = char(msg.getElementAsString('EMSX_STATUS'));
EMSX_HAND_INSTRUCTION = char(msg.getElementAsString('EMSX_HAND_INSTRUCTION'));
catch %#ok
EMSX_STATUS = [];
EMSX_HAND_INSTRUCTION = [];
end
EMSX_AVG_PRICE = num2str(double(msg.getElementAsFloat64('EMSX_AVG_PRICE')));
EMSX_LIMIT_PRICE = num2str(double(msg.getElementAsFloat64('EMSX_LIMIT_PRICE')));
EMSX_TRADER = char(msg.getElementAsString('EMSX_TRADER'));
try
EMSX_GTD_DATE = char(msg.getElementAsString('EMSX_GTD_DATE'));
EMSX_STOP_PRICE = num2str(double(msg.getElementAsFloat64('EMSX_STOP_PRICE')));
catch %#ok
EMSX_GTD_DATE = [];
EMSX_STOP_PRICE = '0';
end
% create record for new order or order not shown in blotter
if isempty(orderIndex)
blotterData = [blotterData;{num2str(EMSX_SEQUENCE) EMSX_TICKER ...
EMSX_SIDE EMSX_TYPE EMSX_WORKING EMSX_FILLED ...
EMSX_TIF EMSX_BROKER EMSX_STATUS EMSX_HAND_INSTRUCTION ...
EMSX_AVG_PRICE EMSX_LIMIT_PRICE EMSX_TRADER ...
EMSX_GTD_DATE EMSX_STOP_PRICE}]; %#ok
else
% update existing order record
if isempty(blotterData{orderIndex,2}) && ~isempty(EMSX_TICKER)
blotterData{orderIndex,2} = EMSX_TICKER;
end
if ~isempty(EMSX_SIDE)
blotterData{orderIndex,3} = EMSX_SIDE;
end
if ~isempty(EMSX_TYPE)
blotterData{orderIndex,4} = EMSX_TYPE;
end
blotterData{orderIndex,5} = EMSX_WORKING;
blotterData{orderIndex,6} = EMSX_FILLED;
blotterData{orderIndex,7} = EMSX_TIF;
blotterData{orderIndex,8} = EMSX_BROKER;
if ~isempty(EMSX_STATUS)
blotterData{orderIndex,9} = EMSX_STATUS;
end
if ~isempty(EMSX_HAND_INSTRUCTION)
blotterData{orderIndex,10} = EMSX_HAND_INSTRUCTION;
end
blotterData{orderIndex,11} = EMSX_AVG_PRICE;
blotterData{orderIndex,12} = EMSX_LIMIT_PRICE;
blotterData{orderIndex,13} = EMSX_TRADER;
blotterData{orderIndex,14} = EMSX_GTD_DATE;
blotterData{orderIndex,15} = EMSX_STOP_PRICE;
end
set(uiBlotter,'data',blotterData)
drawnow
catch %#ok
disp(msg);
end
end
end
end