blpapi-node
Bloomberg Open API binding for Node.js.
Find source code in the Github repository.
Note: This repository was renamed from node-blpapi to blpapi-node.
Dependencies
This module requires:
- Node.js version >= 0.12.x (io.js >= 1.0.x is supported)
- Linux, Windows, or Mac OS X (32 or 64-bit)
- GCC (Linux), MSVC++ (Windows), or Xcode (Mac OS X)
- Bloomberg Desktop API (DAPI), Server API (SAPI), or B-PIPE subscription
This module includes:
- Bloomberg BLPAPI C++ SDK v3.7.9.1 (Linux/Windows)
- Bloomberg BLPAPI C++ SDK v3.8.1.1 (Mac OS X)
Note: Mac OS X users can only connect to SAPI or B-PIPE products.
Installation
From your project directory, run:
$ npm install blpapi
To install directly from github source, run:
$ npm install git://github.com/bloomberg/blpapi-node.git
This will download and build blpapi in node_modules/.
Note: Windows users using the Express version of Visual Studio may not
have the 64-bit compiler platform installed. If errors are seen related
to the x64 platform not being found, please force a 32-bit arch before
invoking npm by running from the command shell:
> set npm_config_arch="ia32"
Usage
The module design closely follows the BLPAPI SDK design, with slight modifications in syntax for easier consumption in Javascript. The SDK developer's guide should serve as the main guide for the module's functionality.
Full examples contained in the examples directory demonstrate how to
use most SDK functionality. Full descriptions of all available requests,
responses, and options are contained within the BLPAPI API
Developer Guide.
Opening A Session
var blpapi = require('blpapi');
var session = new blpapi.Session({ host: '127.0.0.1', port: 8194 });
session.on('SessionStarted', function(m) {
// ready for work
});
Opening A Subscription Service
var service_id = 1;
session.on('SessionStarted', function(m) {
session.openService('//blp/mktdata', service_id);
});
session.on('ServiceOpened', function(m) {
// m.correlations[0].value == service_id
// ready for subscriptions
});
Subscribing To Market Data
var securities = [
{ security: 'AAPL US Equity', correlation: 0, fields: ['LAST_TRADE'] },
{ security: 'GOOG US Equity', correlation: 1, fields: ['LAST_TRADE'] }
];
session.on('ServiceOpened', function(m) {
if (m.correlations[0].value == service_id) {
session.subscribe(securities);
}
});
session.on('MarketDataEvents', function(m) {
if (m.data.hasOwnProperty('LAST_TRADE')) {
console.log(securities[m.correlations[0].value].security,
'LAST_TRADE', m.data.LAST_TRADE);
// outputs:
// AAPL US Equity LAST_TRADE 600.00
// AAPL US Equity LAST_TRADE 601.00
// GOOG US Equity LAST_TRADE 650.00
// ...
}
});
Creating An Authorized Identity
Some session configurations, for example when connecting to a B-PIPE, may
require calls to request and subscribe to specify an authorized Identity.
The authorizeUser function performs an AuthorizationRequest on the
//blp/apiauth. This function differs slightly from the BLPAPI SDK design in
two ways. First, rather than having separate response events for success and
failure, it emits the AuthorizationResponse event for both. Second, the
Identity object is returned via the response as data.identity. This is only
set for successful authorization, so its presence or absence can be used to
determine whether the AuthorizationResponse indicates success or failure.
data.identity is an opaque object representing the authorized user. Its only
use is to be passed to request and subscribe.
var auth_service_id = 2;
var token_correlation_id = 3;
var identity_correlation_id = 4;
session.on('SessionStarted', function(m) {
session.openService('//blp/apiauth', auth_service_id);
});
session.on('ServiceOpened', function(m) {
if (m.correlations[0].value == auth_service_id) {
// Request a token to be sent to you via MSG.
session.request('//blp/apiauth', 'AuthorizationTokenRequest',
{ uuid: 12345678, label: 'testApp' }, token_correlation_id);
}
});
session.on('AuthorizationTokenResponse', function(m) {
if (m.correlations[0].value == token_correlation_id) {
// Request the identity
session.authorizeUser({ uuid: 12345678, token: 'token from MSG' },
identity_correlation_id);
}
});
session.on('AuthorizationResponse', function(m) {
if (m.correlations[0].value == identity_correlation_id) {
if (m.data.hasOwnProperty('identity') {
// Authorization successful;
// Save m.data.identity for use with later requests.
}
}
});
Using An Authorized Identity To Make A Request
var identity; // Assumed to be set by a previous AuthorizationResponse
var refdata_service_id = 5;
var refdata_correlation_id = 6;
session.on('SessionStarted', function(m) {
session.openService('//blp/refdata', refdata_service_id);
});
session.on('ServiceOpened', function(m) {
if (m.correlations[0].value == refdata_service_id) {
session.request('//blp/refdata', 'ReferenceDataRequest',
{ securities: ['IBM US Equity'], fields: [PX_LAST'] },
refdata_correlation_id, identity);
}
});
session.on('ReferenceDataResponse', function(m) {
if (m.correlations[0].value == refdata_correlation_id) {
console.log(m.data);
}
});
Error Handling
Exceptions thrown from the C++ SDK layer are translated into
JavaScript exceptions with the same type name. The JavaScript
exception types inherit from Error with the message property set
to the description obtained from the original C++ exception.
Refer to the C++ SDK documentation for additional information on
exceptions.
This is a list of the exception types:
- DuplicateCorrelationIdException
- InvalidStateException
- InvalidArgumentException
- InvalidConversionException
- IndexOutOfRangeException
- FieldNotFoundException
- NotFoundException
- UnknownErrorException
- UnsupportedOperationException
License
MIT license. See license text in LICENSE.