Created
January 8, 2021 11:35
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Bloomberg event creation for unit test (BLPAPI)
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<?xml version="1.0" encoding="UTF-8" ?> | |
<ServiceDefinition name="blp.mktdata" version="1.0.1.0"> | |
<service name="//blp/mktdata" version="1.0.0.0" authorizationService="//blp/apiauth"> | |
<event name="MarketDataEvents" eventType="MarketDataUpdate"> | |
<eventId>0</eventId> | |
</event> | |
</service> | |
<schema> | |
<sequenceType name="MarketDataUpdate"> | |
<element name="BEST_BID" type="Float64" id="1" minOccurs="0" maxOccurs="1"/> | |
<element name="BEST_ASK" type="Float64" id="2" minOccurs="0" maxOccurs="1"/> | |
<element name="MKTDATA_EVENT_TYPE" type="MktDataEventType" id="3" minOccurs="0" maxOccurs="1"/> | |
<element name="MKTDATA_EVENT_SUBTYPE" type="MktDataEventSubType" id="4" minOccurs="0" maxOccurs="1"/> | |
</sequenceType> | |
<enumerationType name="MktDataEventType"> | |
<enumerator name="SUMMARY"> | |
<value String="SUMMARY"/> | |
</enumerator> | |
</enumerationType> | |
<enumerationType name="MktDataEventSubType"> | |
<enumerator name="INTRADAY"> | |
<value String="INTRADAY"/> | |
</enumerator> | |
</enumerationType> | |
</schema> | |
</ServiceDefinition> |
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public class MyTest { | |
// Only work for Blpapi Java 3.16.1 and above | |
@Test | |
public void myTest() { | |
Service service; | |
try (InputStream is = getClass().getResourceAsStream("/marketDataSchema.xml")) { | |
service = TestUtil.deserializeService(is); | |
} | |
SchemaElementDefinition elementDef = service.getEventDefinition(new Name("MarketDataEvents")); | |
Event event = TestUtil.createEvent(Event.EventType.SUBSCRIPTION_DATA); | |
MessageProperties messageProps = new MessageProperties(); | |
messageProps.setCorrelationId(new CorrelationID(new MyContext())); | |
MessageFormatter formatter = TestUtil.appendMessage(event, elementDef, messageProps); | |
String messageContent = | |
"<MarketDataEvents>" | |
+ " <BEST_BID>30822.29</BEST_BID>" | |
+ " <BEST_ASK>30937.5</BEST_ASK>" | |
+ " <MKTDATA_EVENT_TYPE>SUMMARY</MKTDATA_EVENT_TYPE>" | |
+ " <MKTDATA_EVENT_SUBTYPE>INTRADAY</MKTDATA_EVENT_SUBTYPE>" | |
+ "</MarketDataEvents>"; | |
formatter.formatMessageXml(messageContent); | |
MyEventHandler eventHandler = new MyEventHandler(); | |
eventHandler.processEvent(event, session); | |
} | |
} |
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