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| 1 | +<!DOCTYPE html> |
| 2 | +<html> |
| 3 | +<head> |
| 4 | + <title>LD Library for TypeScript</title> |
| 5 | + <script src="datalib.js"></script> |
| 6 | + <style> |
| 7 | + #log { |
| 8 | + padding-top: 5px; |
| 9 | + font-family: Lucida Console; |
| 10 | + font-size: small; |
| 11 | + height: 600px; |
| 12 | + overflow-y: auto; |
| 13 | + background-color: #EEEEEE; |
| 14 | + } |
| 15 | + |
| 16 | + table, th, td { |
| 17 | + border: 1px solid black; |
| 18 | + border-collapse: collapse; |
| 19 | + padding: 2px; |
| 20 | + } |
| 21 | + </style> |
| 22 | +</head> |
| 23 | +<body> |
| 24 | + |
| 25 | +<h1>LD Library for TypeScript</h1> |
| 26 | +<ul> |
| 27 | + <li>Copy the datalib.js from Node package into local directory</li> |
| 28 | + <li>Launch LSEG Workspace, type in your AppKey and click Connect</li> |
| 29 | +</ul> |
| 30 | + |
| 31 | +<div> |
| 32 | + App Key: <input id="APPKEY" type="text" placeholder="App Key for Workspace" size="50"/> |
| 33 | + <input type="button" onclick="connect()" value="Connect"/> |
| 34 | +</div> |
| 35 | +<br/> |
| 36 | +<div> |
| 37 | + <p>Request Data:</p> |
| 38 | + <div> |
| 39 | + <input id="Sym_RT" type="text" placeholder="RIC Code" value="CAD=" /> |
| 40 | + <input type="button" onclick="snapshot()" value="Get Snapshot" /> |
| 41 | + </div> |
| 42 | + <div> |
| 43 | + <input id="Sym_ST" type="text" placeholder="RIC Code" value="EUR=" /> |
| 44 | + <input type="button" onclick="streaming()" value="Start Streaming" /> |
| 45 | + </div> |
| 46 | + <div> |
| 47 | + <input id="Sym_Fun" type="text" placeholder="RIC Code" value="GOOGL.O" /> |
| 48 | + <input type="button" onclick="fundamental()" value="Get Fundamental" /> |
| 49 | + </div> |
| 50 | + <div> |
| 51 | + <input id="Sym_His" type="text" placeholder="RIC Code" value="IBM.N" /> |
| 52 | + <input type="button" onclick="historical()" value="Get History" /> |
| 53 | + </div> |
| 54 | +</div> |
| 55 | + |
| 56 | + |
| 57 | +<div class="container"> |
| 58 | + <hr/> |
| 59 | + <div id="log"></div> |
| 60 | +</div> |
| 61 | + |
| 62 | + |
| 63 | +<script> |
| 64 | +(function() { |
| 65 | + // Global Variables |
| 66 | + const $log = document.getElementById("log"); |
| 67 | + const {Session} = datalib; |
| 68 | + const {config} = datalib; |
| 69 | + const {Pricing} = datalib; |
| 70 | + const {FundamentalAndReference} = datalib; |
| 71 | + const {HistoricalPricing} = datalib; |
| 72 | + |
| 73 | + var session; |
| 74 | + |
| 75 | + // enable debug messages from the LD Lib |
| 76 | + // config.set('logs.level', 'DEBUG'); |
| 77 | + |
| 78 | + var log = function(message) { |
| 79 | + var dispStr = message; |
| 80 | + if(typeof message !== "string") { |
| 81 | + // object, print all the fields of one item |
| 82 | + dispStr = '<table><tr><th>Field</th><th>Data</th></tr>' |
| 83 | + for(var p in message) |
| 84 | + dispStr += '<tr><td>' + p + '</td><td>' + message[p] + '</td></tr>'; |
| 85 | + dispStr += '</table>'; |
| 86 | + } |
| 87 | + |
| 88 | + console.log(dispStr); |
| 89 | + $log.innerHTML += dispStr + "<br/>"; |
| 90 | + // scroll to bottom |
| 91 | + $log.scrollTop = $log.scrollHeight; |
| 92 | + }; |
| 93 | + |
| 94 | + |
| 95 | + |
| 96 | + var connect = async function() { |
| 97 | + ak = document.getElementById("APPKEY").value; |
| 98 | + if(ak == "") |
| 99 | + log("No AppKey provided"); |
| 100 | + |
| 101 | + // create the session object |
| 102 | + session = Session.Desktop.Definition({ |
| 103 | + appKey: ak, |
| 104 | + appName: 'MyApp', |
| 105 | + }).getSession(); |
| 106 | + |
| 107 | + log("Connecting to Workspace..."); |
| 108 | + |
| 109 | + for(var port = 9000; port < 9010; port++) { |
| 110 | + log(`Trying port ${port}`); |
| 111 | + |
| 112 | + config.set('sessions.desktop.default-session.base-url', `http://127.0.0.1:${port}`) |
| 113 | + // scan a range of ports for Workspace proxy |
| 114 | + try { |
| 115 | + // open the session |
| 116 | + await session.open(); |
| 117 | + log('Successfully connected!'); |
| 118 | + break; |
| 119 | + } |
| 120 | + catch (exp) { |
| 121 | + if(exp.message) |
| 122 | + log(` ${exp.message}`) |
| 123 | + |
| 124 | + if(exp.data) { |
| 125 | + log('*** Error: Unable to connect to Workspace') |
| 126 | + log(` Code: ${exp.data.code}, Message: ${exp.data.message}`) |
| 127 | + break; |
| 128 | + } |
| 129 | + } |
| 130 | + } |
| 131 | + }; |
| 132 | + |
| 133 | + |
| 134 | + |
| 135 | + var checkSession = function() { |
| 136 | + if(session && session.state == "Opened" ) |
| 137 | + return true; |
| 138 | + else { |
| 139 | + log("Session not open - Connect to Workspace first!"); |
| 140 | + return false; |
| 141 | + } |
| 142 | + } |
| 143 | + |
| 144 | + |
| 145 | + |
| 146 | + var snapshot = async function() { |
| 147 | + if(!checkSession()) |
| 148 | + return; |
| 149 | + |
| 150 | + sym = document.getElementById("Sym_RT").value; |
| 151 | + if(sym == "") { |
| 152 | + log("No RIC provided"); |
| 153 | + return; |
| 154 | + } |
| 155 | + |
| 156 | + log(`Getting pricing data for ${sym}`); |
| 157 | + |
| 158 | + // specify a list of items and fields to retrieve a snapshot of prices |
| 159 | + const pricingDefinition = Pricing.Definition({ |
| 160 | + universe: [sym], |
| 161 | + fields: ['DSPLY_NAME', 'BID', 'ASK', 'OPEN_PRC', 'PCTCHNG'], |
| 162 | + extendedParams: { |
| 163 | + QoS: { |
| 164 | + Rate: 'TimeConflated', |
| 165 | + RateInfo: 10000 |
| 166 | + } |
| 167 | + } |
| 168 | + }); |
| 169 | + |
| 170 | + const stream = pricingDefinition.getStream(session); |
| 171 | + // open the stream in snapshot mode |
| 172 | + await stream.open({withUpdates: false}); |
| 173 | + |
| 174 | + log(''); |
| 175 | + log(`Realtime data for ${sym}:`); |
| 176 | + log(stream.getFields(sym)); |
| 177 | + } |
| 178 | + |
| 179 | + |
| 180 | + |
| 181 | + var streaming = async function() { |
| 182 | + if(!checkSession()) |
| 183 | + return; |
| 184 | + |
| 185 | + sym = document.getElementById("Sym_ST").value; |
| 186 | + if(sym == "") { |
| 187 | + log("No RIC provided"); |
| 188 | + return; |
| 189 | + } |
| 190 | + |
| 191 | + log(`Opening pricing stream for ${sym}`); |
| 192 | + |
| 193 | + // specify a list of items and fields to retrieve a snapshot of prices |
| 194 | + const pricingDefinition = Pricing.Definition({ |
| 195 | + universe: [sym], |
| 196 | + fields: ['DSPLY_NAME', 'BID', 'ASK', 'OPEN_PRC', 'PCTCHNG'], |
| 197 | + extendedParams: { |
| 198 | + QoS: { |
| 199 | + Rate: 'TimeConflated', |
| 200 | + RateInfo: 10000 |
| 201 | + } |
| 202 | + } |
| 203 | + }); |
| 204 | + |
| 205 | + const stream = pricingDefinition.getStream(session); |
| 206 | + |
| 207 | + // attach event listeners to the stream |
| 208 | + stream.onRefresh((refresh, instrument) => log(`Refresh for: ${instrument}:`, refresh)) |
| 209 | + .onUpdate((update, instrument) => log(instrument, update)) |
| 210 | + .onStatus((status, instrument) => log(`Status for: ${instrument}:`, status)) |
| 211 | + .onComplete(() => log('Stream refresh complete')) |
| 212 | + .onError(err => log(err)); |
| 213 | + |
| 214 | + // open the stream in streaming mode |
| 215 | + await stream.open(); |
| 216 | + // run the example for 20 seconds |
| 217 | + await new Promise(res => setTimeout(res, 20000)); |
| 218 | + // close the open stream |
| 219 | + log('Closing the open stream'); |
| 220 | + await stream.close(); |
| 221 | + } |
| 222 | + |
| 223 | + |
| 224 | + |
| 225 | + var fundamental = async function() { |
| 226 | + if(!checkSession()) |
| 227 | + return; |
| 228 | + |
| 229 | + sym = document.getElementById("Sym_Fun").value; |
| 230 | + if(sym == "") { |
| 231 | + log("No RIC provided"); |
| 232 | + return; |
| 233 | + } |
| 234 | + |
| 235 | + log(`Getting fundamental data for ${sym}`); |
| 236 | + |
| 237 | + const fund = FundamentalAndReference.Definition(sym, ['TR.PriceClose', 'TR.Volume', 'TR.PriceLow']); |
| 238 | + const resp = await fund.getData(session); |
| 239 | + |
| 240 | + log(''); |
| 241 | + log(`Fundamental data for ${sym}:`); |
| 242 | + log(resp.data.table[sym]); |
| 243 | + } |
| 244 | + |
| 245 | + |
| 246 | + |
| 247 | + var historical = async function() { |
| 248 | + if(!checkSession()) |
| 249 | + return; |
| 250 | + |
| 251 | + sym = document.getElementById("Sym_His").value; |
| 252 | + if(sym == "") { |
| 253 | + log("No RIC provided"); |
| 254 | + return; |
| 255 | + } |
| 256 | + |
| 257 | + log(`Getting historical data for ${sym}`); |
| 258 | + |
| 259 | + const request1 = HistoricalPricing.Events.Definition({ |
| 260 | + universe: sym, |
| 261 | + eventTypes: ['trade'], |
| 262 | + fields: ['DATE_TIME', 'EVENT_TYPE', 'TRDPRC_1', 'TRDVOL_1'] |
| 263 | + }); |
| 264 | + |
| 265 | + const resp = await request1.getData(session); |
| 266 | + |
| 267 | + log(''); |
| 268 | + if(resp.data.table) { |
| 269 | + log(`Historical data for ${sym}:`); |
| 270 | + for(var h in resp.data.table) |
| 271 | + log(resp.data.table[h]); |
| 272 | + } |
| 273 | + else |
| 274 | + log('No data received'); |
| 275 | + } |
| 276 | + |
| 277 | + |
| 278 | + log("Launch the LSEG Workspace, type in the APPKey and click Connect"); |
| 279 | + window.connect = connect; |
| 280 | + window.snapshot = snapshot; |
| 281 | + window.fundamental = fundamental; |
| 282 | + window.historical = historical; |
| 283 | + window.streaming = streaming; |
| 284 | +})(); |
| 285 | + |
| 286 | + |
| 287 | +</script> |
| 288 | + |
| 289 | +</body> |
| 290 | +</html> |
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