def doUnsubscribe(securities):
try:
_, sessionRestarted = app.sessionForSubscriptions.getService(
"//blp/mktdata")
if sessionRestarted:
app.allSubscriptions = {}
subscriptionList = blpapi.SubscriptionList()
for security in securities:
correlationId = blpapi.CorrelationId(sys.intern(security))
if security in app.allSubscriptions:
del app.allSubscriptions[security]
subscriptionList.add(security, correlationId=correlationId)
recordBloombergHits("unsubscribe", subscriptionList.size())
app.sessionForSubscriptions.unsubscribe(subscriptionList)
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
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():
session = app.sessionPoolForRequests.getSession()
try:
session.start()
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
try:
if request.headers['content-type'] == 'application/json':
jsonData = request.get_json()
securities, fields, startDate, endDate = parseJsonRequest(jsonData)
else:
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)
try:
payload = json.dumps(
requestHistorical(session, 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['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 unsubscribeAll():
try:
if not app.sessionForSubscriptions.isStarted():
app.sessionForSubscriptions.start()
app.allSubscriptions = {}
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
return doUnsubscribe(list(app.allSubscriptions.keys()))
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 index():
try:
if not app.sessionForSubscriptions.isStarted():
app.sessionForSubscriptions.start()
app.allSubscriptions = {}
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
try:
if request.headers['content-type'] == 'application/json':
jsonData = request.get_json()
securities, fields, interval = parseJsonRequest(jsonData)
else:
securities = request.values.getlist('security') or []
fields = request.values.getlist('field') or []
interval = request.values.get('interval')
except Exception as e:
traceback.print_exc()
return respond400(e)
if not interval:
interval = "2.0"
try:
_, sessionRestarted = app.sessionForSubscriptions.getService(
"//blp/mktdata")
if sessionRestarted:
app.allSubscriptions = {}
for security in securities:
correlationId = blpapi.CorrelationId(sys.intern(security))
if not security in app.allSubscriptions:
try:
doSubscribe(correlationId, security, fields, interval)
except blpapi.DuplicateCorrelationIdException as e:
doResubscribe(correlationId, security, fields, interval)
else:
doResubscribe(correlationId, security, fields, interval)
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
def handleSubscriptions(app, socketio):
eventHandler = SubscriptionEventHandler(app, socketio)
while True:
try:
if not app.sessionForSubscriptions.isStarted():
app.sessionForSubscriptions.start()
app.allSubscriptions = {}
event = app.sessionForSubscriptions.nextEvent(50)
eventHandler.processEvent(event)
except Exception as e:
traceback.print_exc()
handleBrokenSession(app, e)
socketio.sleep(1)
finally:
socketio.sleep()
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 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 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 handleRequest(securities, fields):
try:
session = app.sessionPoolForRequests.getSession()
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
try:
payload = json.dumps(requestLatest(session, 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 unsubscribe():
try:
if not app.sessionForSubscriptions.isStarted():
app.sessionForSubscriptions.start()
app.allSubscriptions = {}
except Exception as e:
handleBrokenSession(app, e)
traceback.print_exc()
return respond500(e)
try:
if request.headers['content-type'] == 'application/json':
jsonData = request.get_json()
securities = [each['security'] for each in jsonData]
else:
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
