def index():
try:
if app.sessionForRequests is None:
app.sessionForRequests = openBloombergSession()
if app.sessionForSubscriptions is None:
app.sessionForSubscriptions = openBloombergSession()
app.allSubscriptions = {}
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
try:
securities = request.values.getlist('security') or []
fields = request.values.getlist('field') or []
except Exception as e:
traceback.print_exc()
return respond400(e)
try:
payload = json.dumps(
requestLatest(app.sessionForRequests, securities,
fields)).encode()
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
response = Response(payload, status=200, mimetype='application/json')
response.headers['Access-Control-Allow-Origin'] = allowCORS(
request.headers.get('Origin'))
return response
def index():
try:
if app.sessionForRequests is None:
app.sessionForRequests = openBloombergSession()
if app.sessionForSubscriptions is None:
app.sessionForSubscriptions = openBloombergSession()
app.allSubscriptions = {}
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
try:
securities = request.args.getlist('security') or []
eventTypes = request.args.getlist('eventType') or []
startDateTime = dateutil.parser.parse(
request.args.get('startDateTime'))
endDateTime = dateutil.parser.parse(request.args.get('endDateTime'))
except Exception as e:
traceback.print_exc()
return respond400(e)
try:
payload = json.dumps(
requestIntraday(app.sessionForRequests, securities, eventTypes,
startDateTime, endDateTime)).encode()
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
response = Response(payload, status=200, mimetype='application/json')
response.headers['Access-Control-Allow-Origin'] = allowCORS(
request.headers.get('Origin'))
return response
def index():
try:
if app.sessionForRequests is None:
app.sessionForRequests = openBloombergSession()
if app.sessionForSubscriptions is None:
app.sessionForSubscriptions = openBloombergSession()
app.allSubscriptions = {}
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
try:
securities = request.values.getlist('security') or []
fields = request.values.getlist('field') or []
startDate = request.values.get('startDate')
endDate = request.values.get('endDate')
except Exception as e:
traceback.print_exc()
return respond400(e)
etag = generateEtag({
"securities": securities,
"fields": fields,
"startDate": startDate,
"endDate": endDate
})
if request.headers.get('If-None-Match') == etag:
response = Response("", status=304, mimetype='application/json')
response.headers['Access-Control-Allow-Origin'] = allowCORS(
request.headers.get('Origin'))
return response
try:
payload = json.dumps(
requestHistorical(app.sessionForRequests, securities, fields,
startDate, endDate)).encode()
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
response = Response(payload, status=200, mimetype='application/json')
response.headers['Etag'] = etag
response.headers['Cache-Control'] = "max-age=86400, must-revalidate"
response.headers['Vary'] = "Origin"
response.headers['Access-Control-Allow-Origin'] = allowCORS(
request.headers.get('Origin'))
return response
def unsubscribeAll():
try:
if app.sessionForSubscriptions is None:
app.sessionForSubscriptions = openBloombergSession()
app.allSubscriptions = {}
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
return doUnsubscribe(list(app.allSubscriptions.keys()))
def main(port=6659):
wireUpBlpapiImplementation(blpapi)
server = None
try:
try:
app.sessionForRequests = openBloombergSession()
app.sessionForSubscriptions = openBloombergSession()
app.allSubscriptions = {}
except:
traceback.print_exc()
socketio.start_background_task(
lambda: handleSubscriptions(app, socketio))
socketio.run(app, port=port)
except KeyboardInterrupt:
print("Ctrl+C received, exiting...")
finally:
if app.sessionForRequests is not None:
app.sessionForRequests.stop()
if app.sessionForSubscriptions is not None:
app.sessionForSubscriptions.stop()
if server is not None:
server.socket.close()
def handleSubscriptions(app, socketio):
eventHandler = SubscriptionEventHandler(app, socketio)
while True:
try:
if app.sessionForSubscriptions is None:
app.sessionForSubscriptions = openBloombergSession()
app.allSubscriptions = {}
event = app.sessionForSubscriptions.nextEvent(500)
eventHandler.processEvent(event, app.sessionForSubscriptions)
except Exception as e:
traceback.print_exc()
handleBrokenSession(app, e)
socketio.sleep(1)
finally:
socketio.sleep()
def unsubscribe():
try:
if app.sessionForSubscriptions is None:
app.sessionForSubscriptions = openBloombergSession()
app.allSubscriptions = {}
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
try:
securities = request.values.getlist('security') or []
except Exception as e:
traceback.print_exc()
return respond400(e)
return doUnsubscribe(securities)
def index():
try:
if app.sessionForSubscriptions is None:
app.sessionForSubscriptions = openBloombergSession()
app.allSubscriptions = {}
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
try:
securities = request.values.getlist('security') or []
fields = request.values.getlist('field') or []
interval = request.values.get('interval') or "2.0"
except Exception as e:
traceback.print_exc()
return respond400(e)
try:
_, sessionRestarted = openBloombergService(app.sessionForSubscriptions,
"//blp/mktdata")
if sessionRestarted:
app.allSubscriptions = {}
subscriptionList = blpapi.SubscriptionList()
resubscriptionList = blpapi.SubscriptionList()
for security in securities:
correlationId = blpapi.CorrelationId(sys.intern(security))
if not security in app.allSubscriptions:
app.allSubscriptions[security] = list(fields)
subscriptionList.add(security, app.allSubscriptions[security],
"interval=" + interval, correlationId)
recordBloombergHits("subscribe", len(fields))
else:
app.allSubscriptions[security] += fields
app.allSubscriptions[security] = list(
set(app.allSubscriptions[security]))
resubscriptionList.add(security,
app.allSubscriptions[security],
"interval=" + interval, correlationId)
recordBloombergHits("resubscribe", len(fields))
if subscriptionList.size() != 0:
app.sessionForSubscriptions.subscribe(subscriptionList)
if resubscriptionList.size() != 0:
try:
app.sessionForSubscriptions.resubscribe(resubscriptionList)
except Exception as e:
traceback.print_exc()
recordBloombergHits("unsubscribe",
resubscriptionList.size() * 3)
app.sessionForSubscriptions.unsubscribe(resubscriptionList)
recordBloombergHits("subscribe", resubscriptionList.size() * 3)
app.sessionForSubscriptions.subscribe(resubscriptionList)
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
response = Response(json.dumps({
"message": "OK"
}).encode(),
status=202,
mimetype='application/json')
response.headers['Access-Control-Allow-Origin'] = allowCORS(
request.headers.get('Origin'))
return response