Merge branch 'master' of https://github.com/devcartel/tclrfa

examples/conflate.tcl

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+#!/usr/bin/tclsh
+#
+# Subscribe to market price and and pause the streaming. Once paused,
+# updates are conflated at ADS. To get 10-second conflated update, just
+# resume and pause again every 10 seconds.
+#
+package require tclrfa
+source ./utils/trap.tcl
+source ./utils/every.tcl
+
+set t [tclrfa]
+$t createConfigDb "./tclrfa.cfg"
+$t acquireSession "Session1"
+$t createOMMConsumer
+$t login
+$t directoryRequest
+$t dictionaryRequest
+$t marketPriceRequest "JPY="
+$t dispatchEventQueue 1000
+$t pauseAll
+
+set ms 10000
+every $ms {
+    $t resumeAll
+    foreach u [$t dispatchEventQueue 100] {
+        puts "\n[dict get $u SERVICE] - [dict get $u RIC]"
+        foreach {k v} $u {
+            puts "[format "%15s    %-10s" $k $v]"
+        }
+    }
+    $t pauseAll
+}
+
+vwait forever
+$t -delete

examples/consumer.tcl

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+#!/usr/bin/tclsh
+#
+# - Subscribe to multiple RICs, using local dictionary, debug mode is manually off.
+# - Using Tcl to format and print out market data updates.
+# - trap.tcl requires TclX lib to trap control-c and exit gracefully.
+#
+# REFRESH/IMAGE:
+#    {SERVICE {NIP} RIC {EUR=} MTYPE {REFRESH}}
+#    {SERVICE {NIP} RIC {EUR=} MTYPE {IMAGE} RDNDISPLAY {100} RDN_EXCHID {SES} BID {0.988} ASK {0.999} DIVPAYDATE {23 JUN 2011}}
+#
+# UPDATE:
+#    {SERVICE {NIP} RIC {EUR=} MTYPE {UPDATE} BID_NET_CH {0.0041} BID {0.988} ASK {0.999} ASK_TIME {15:14:24:180:000:000}}
+#
+# STATUS:
+#    {SERVICE {NIP} RIC {EUR=} MTYPE {STATUS} DATA_STATE {Suspect} STREAM_STATE {Open} TEXT {Source unavailable... will recover when source is up}}
+
+package require tclrfa
+source ./utils/trap.tcl
+
+set t [tclrfa]
+$t createConfigDb "./tclrfa.cfg"
+$t acquireSession "Session1"
+$t createOMMConsumer
+$t login
+$t directoryRequest
+$t dictionaryRequest
+$t marketPriceRequest "EUR= JPY="
+
+while {1} {
+    foreach u [$t dispatchEventQueue] {
+        puts "\n[dict get $u SERVICE] - [dict get $u RIC]"
+        foreach {k v} $u {
+            puts "[format "%15s    %-10s" $k $v]"
+        }
+    }
+}
+
+$t -delete

examples/dictionary.tcl

@@ -0,0 +1,17 @@
+#!/usr/bin/tclsh
+package require tclrfa
+
+set t [tclrfa]
+$t createConfigDb "./tclrfa.cfg"
+$t setDebugMode "true"
+$t acquireSession "Session1"
+$t createOMMConsumer
+
+$t login
+
+# Download dictionary from server
+# Must call directory request first
+$t directoryRequest
+$t dictionaryRequest
+
+$t -delete

examples/directory.tcl

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+#!/usr/bin/tclsh
+package require tclrfa
+
+set t [tclrfa]
+$t createConfigDb "./tclrfa.cfg"
+$t setDebugMode "true"
+$t acquireSession "Session1"
+$t createOMMConsumer
+
+$t login
+
+$t directoryRequest
+
+$t -delete

examples/history.tcl

@@ -0,0 +1,52 @@
+#!/usr/bin/tclsh
+#
+# Request for historical data (RDM type 12) published by provider.history.tcl
+# This domain is not officially supported by Thomson Reuters
+#
+# REFRESH/IMAGE:
+#   {SERVICE {NIP} RIC {tANZ.AX} MTYPE {REFRESH}} {SERVICE {NIP} RIC {tANZ.AX} MTYPE {IMAGE} TRPRC_1 {40.124} SALTIM {14:31:34:335:000:000} TRADE_ID {123456789} BID_ORD_ID {5307FBL20AL7B}ASK_ORD_ID {5307FBL20BN8A}}
+#
+# STATUS: 
+#   {SERVICE {NIP} RIC {tANZ.AX} MTYPE {STATUS} DATA_STATE {Suspect} STREAM_STATE {Open} TEXT {<NIP> Source cannot provide the requested capability of MMT_HISTORY [12].}}
+
+package require tclrfa
+source ./utils/trap.tcl
+source ./utils/every.tcl
+
+set t [tclrfa]
+$t createConfigDb "./tclrfa.cfg"
+$t setDebugMode "true"
+$t acquireSession "Session3"
+$t createOMMConsumer
+$t login
+$t directoryRequest
+$t dictionaryRequest
+
+set RIC "tANZ.AX"
+$t historyRequest $RIC
+
+set count 0
+while {![$t isHistoryRefreshComplete]} {
+    foreach u [$t dispatchEventQueue]  {
+        if {$count == 1} {
+            puts "\n[dict get $u SERVICE] - [dict get $u RIC]"
+            puts "-----------------------"
+            foreach {k v} $u {
+                puts -nonewline "$k,"
+            }
+            puts ""
+            foreach {k v} $u {
+                puts -nonewline "$v,"
+            }
+        } elseif {$count > 1} {
+            foreach {k v} $u {
+                puts -nonewline "$v,"
+            }
+        }
+        puts ""
+        incr count
+    }
+    update
+}
+puts "\n\n########## total history records: [expr $count - 1] ###################\n\n"
+$t -delete

examples/marketbyorder.tcl

@@ -0,0 +1,68 @@
+#!/usr/bin/tclsh
+#
+# subscribe to MarketByOrder and orderbook cache
+# run this script with -n to not display orderbook
+#
+# REFRESH/IMAGE:
+#    {SERVICE {NIP} RIC {ANZ.AX} MTYPE {REFRESH}}
+#    {SERVICE {NIP} RIC {ANZ.AX} MTYPE {IMAGE} ACTION {ADD} KEY {538993C200035057B} ORDER_PRC {20.835}}
+#
+# UPDATE:
+#    {SERVICE {NIP} RIC {ANZ.AX} MTYPE {UPDATE} ACTION {UPDATE} KEY {538993C200035057B} ORDER_PRC {20.214} ORDER_SIZE {41} ORDER_SIDE {BID} SEQNUM_QT {511} EX_ORD_TYP {0} CHG_REAS {10}}
+#
+# DELETE:
+#    {SERVICE {NIP} RIC {ANZ.AX} MTYPE {UPDATE} ACTION {DELETE} KEY {538993C200083483B}}
+#
+# STATUS:
+#    {SERVICE {NIP} RIC {ANZ.AX} MTYPE {STATUS} DATA_STATE {Suspect} STREAM_STATE {Open} TEXT {<NIP> Source cannot provide the requested capability of MMT_MARKET_BY_ORDER [7].}}
+
+package require tclrfa
+source ./utils/trap.tcl
+
+# run with -n to disble orderbook displayed
+if {[lindex $argv 0] == "-n"} {
+    set displaybook "false"
+} else {
+    set displaybook "true"
+    source ./utils/orderbook.tcl
+}
+
+set t [tclrfa]
+$t createConfigDb "./tclrfa.cfg"
+$t setDebugMode "false"
+$t acquireSession "Session3"
+$t createOMMConsumer
+
+$t login
+$t directoryRequest
+$t dictionaryRequest
+
+set rics "ANZ.AX"
+$t marketByOrderRequest "$rics"
+
+# run for N millisecs, parse updates and display on stdout
+set end 0
+after 1000000 {set end 1}
+while {!$end} {
+    set updates [$t dispatchEventQueue 1000]
+    if {$updates != ""} {
+        puts "\n$updates"
+        foreach u $updates {
+            puts "\n[dict get $u SERVICE] - [dict get $u RIC]"
+            foreach {k v} $u {
+                puts "[format "%15s    %-10s" $k $v]"
+            }
+        }
+
+        # display orderbook
+        if {$displaybook} {
+            updateorderbook $updates
+            foreach ric $rics {
+                displayorderbook "$ric" 25
+            }
+        }
+    }
+}
+
+$t marketByOrderCloseAllRequest
+$t -delete

examples/marketbyprice.tcl

@@ -0,0 +1,67 @@
+#!/usr/bin/tclsh
+#
+# subscribe to MarketByPrice and depth cache
+# run this script with -n to not display market depth
+#
+# REFRESH/IMAGE:
+#    {SERVICE {NIP} RIC {ANZ.CHA} MTYPE {REFRESH}}
+#    {SERVICE {NIP} RIC {ANZ.CHA} MTYPE {IMAGE} ACTION {ADD} KEY {201000B} ORDER_PRC {20.1000} ORDER_SIDE {BID} ORDER_SIZE {17} NO_ORD {6} QUOTIM_MS {16987567} ORDER_TONE {}}
+#
+# UPDATE:
+#    {SERVICE {NIP} RIC {ANZ.CHA} MTYPE {UPDATE} ACTION {UPDATE} KEY {201000B} NO_ORD {7} ORDER_SIDE {BID} ORDER_SIZE {5}}
+#
+# DELETE:
+#   {SERVICE {NIP} RIC {ANZ.CHA} MTYPE {UPDATE} ACTION {DELETE} KEY {202000B}}
+#
+# STATUS:
+#    {SERVICE {NIP} RIC {ANZ.CHA} MTYPE {STATUS} DATA_STATE {Suspect} STREAM_STATE {Open} TEXT {<NIP> Source cannot provide the requested capability of MMT_MARKET_BY_PRICE [8].}}
+
+package require tclrfa
+source ./utils/trap.tcl
+
+# run with -n to disable market depth displayed
+if {[lindex $argv 0] == "-o"} {
+    set displaymarketdepth "false"
+} else {
+    set displaymarketdepth "true"
+    source ./utils/marketdepth.tcl
+}
+
+set t [tclrfa]
+$t createConfigDb "./tclrfa.cfg"
+$t acquireSession "Session3"
+$t createOMMConsumer
+
+$t login
+$t directoryRequest
+$t dictionaryRequest
+
+set rics "ANZ.CHA"
+$t marketByPriceRequest "$rics"
+
+# run for N millisecs, parse updates and display on stdout
+set end 0
+after 1000000 {set end 1}
+while {!$end} {
+    set updates [$t dispatchEventQueue 1000]
+    if {$updates != ""} {
+        puts "\n$updates"
+        foreach u $updates {
+            puts "\n[dict get $u SERVICE] - [dict get $u RIC]"
+            foreach {k v} $u {
+                puts "[format "%15s    %-10s" $k $v]"
+            }
+        }
+
+        # display depth
+        if {$displaymarketdepth} {
+            updatedepth $updates
+            foreach ric $rics {
+                displaydepth "$ric" 25
+            }
+        }
+    }
+}
+
+$t marketByPriceCloseAllRequest
+$t -delete

examples/post.tcl

@@ -0,0 +1,26 @@
+#!/usr/bin/tclsh
+#
+# OMM Posting (off-stream) leverages on consumer login channel to contribute aka. "post" data
+# up to ADH/ADS cache. Posted service must be up.
+#
+package require tclrfa
+source ./utils/trap.tcl
+source ./utils/every.tcl
+
+set t [tclrfa]
+$t createConfigDb "./tclrfa.cfg"
+$t setDebugMode "true"
+$t acquireSession "Session3"
+$t createOMMConsumer
+$t login
+$t directoryRequest
+$t dictionaryRequest
+
+set ms 5000
+every $ms {
+    set price "4.[expr {round(rand()*1000)}]"
+    $t marketPricePost "RIC TRI.N TIMACT now TRDPRC_1 $price"
+}
+
+vwait end
+$t -delete

examples/provider.history.tcl

@@ -0,0 +1,31 @@
+#!/usr/bin/tclsh
+#
+# Non-interactive (full cached) publisher for history domain
+# HISTORY provides full indexed time series
+#
+package require tclrfa
+source ./utils/trap.tcl
+source ./utils/every.tcl
+
+set t [tclrfa]
+$t createConfigDb "./tclrfa.cfg"
+$t setDebugMode "true"
+$t acquireSession "Session4"
+$t createOMMProvider
+$t login
+$t dictionaryRequest
+
+set UPDATE1 { RIC {tANZ.AX} TRDPRC_1 {40.124} SALTIM {now} TRADE_ID {123456789} BID_ORD_ID {5307FBL20AL7B} ASK_ORD_ID {5307FBL20BN8A}}
+set UPDATE2 { RIC {tBHP.AX} TRDPRC_1 {25.234} SALTIM {now} TRADE_ID {987654321} BID_ORD_ID {5307FBL2XXXXB} ASK_ORD_ID {5307FBL2YYYYA}}
+$t historySubmit $UPDATE1 $UPDATE2
+
+set count 0
+every 1000 {
+    if {$count < 100} {
+        $t historySubmit $UPDATE1 $UPDATE2
+    }
+    incr count
+}
+
+vwait end
+$t -delete