IRESS Depth - Web Services Version 4 Walkthrough Visual Basic 2008 sample to retrieve IRESS Depth information

Transcription

1 IRESS Depth - Web Services Version 4 Walkthrough Visual Basic 2008 sample to retrieve IRESS Depth information The purpose of this walkthrough is to build the following Windows Forms Application that will allow you to specify a security code, exchange, data source and board to retrieve depth information using the PricingDepthByOrderExGet API method.

2 1. Create a new Visual Basic Windows Forms Application project and name it IRESSDepthV4Example then hit OK: 2. Next we need to determine the full URL of the WSDL to provide later when adding a Service Reference. Visit the Web Services 4.0 Web Pages (i.e. via a Web browser and select the WSDL link. The WSDL generator will then be displayed. We then need to enter in our IRESS Username, Company and Password, and select IRESS as the Service, then click on the WSDL button:

3 Once the WSDL appears, copy the full URL of the WSDL page as this needs to be provided in the next step when adding a Service Reference. 3. We now need to add a Service Reference to the project. To do this in Visual Studio 2008, you need to right click on the project in the Solution Explorer and select Add Service Reference.

4 4. The Add Service Reference dialog will appear. Specify the full WSDL URL obtained in step 2 as the Address and hit the Go button. If the WSDL is successfully generated the Services list will be populated with a new service called IRESSService. Set the Namespace to IRESSService then hit the OK button.

5 The solution should now contain a new Service References folder with the IRESSService reference: 5. Now we need to modify some of the default values added to the app.config file after the Service Reference was added. Open up the app.config file in the solution and look for the <system.servicemodel> section. The default values given to some of the elements under the <basichttpbinding> section are too restrictive. So the following elements need to be increased to the specified value otherwise errors will occur when attempting to run the sample: maxbuffersize=" " maxreceivedmessagesize=" " maxnametablecharcount=" " Also the default Web Server endpoint URL can be specified under the address element in the <endpoint> section in the app.config file. 6. Set the text of Form1 to IRESS Depth Example and add the following controls to the form: A new label named Label1 with text IRESS UserName

6 A new textbox named IRESSUserNameTextBox A new label named Label2 with text Company A new textbox named CompanyTextBox A new label named Label3 with text Password. A new textbox named PasswordTextBox and set the PasswordChar property of the textbox to *. A new label named Label4 with text Security A new textbox named SecurityTextBox A new label named Label5 with text Exchange A new textbox named ExchangeTextBox A new label named Label6 with text Web Services URL A new textbox named WebServicesURLTextBox A new label named Label7 with text Data Source A new textbox named DataSourceTextBox A new label named Label8 with text Board A new textbox named BoardTextBox A new button named GetDepthButton with text Get Depth A new DataGridView named DepthDataGridView that will display the returned depth information. We want to add all output columns for the PricingDepthByOrderExGet method into the DataGridView control. The easiest way to do this is by going to the Visual Studio menu Data Show Data Sources. Then drill down the data sources to PricingDepthByOrderExGetOutput, expand this and you should then see Input and Result. Drill down Result, select DataRows and drag the DataRows data source onto the DataGridView control.

7 Arrange the controls in a similar fashion to the following: 7. Add the code behind Form1 to retrieve and display depth information.

8 The main bit of code which retrieves depth information from IRESS is all contained within the GetDepthButton_Click event handler. The idea behind what we are doing is that we first create an IRESS session, then with the IRESS session key we can make requests to IRESS to retrieve depth information for the specified security code, exchange, data source, and board. Public Class Form1 Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load Dim ws As IRESSService.IRESSSoapClient = New IRESSService.IRESSSoapClient ' Define a Web Service instance WebServicesURLTextBox.Text = ws.endpoint.address.tostring() ' The endpoint URL is defined in app.config once the Service Reference has been added SecurityTextBox.Text = "BHP" ExchangeTextBox.Text = "ASX" DataSourceTextBox.Text = "" BoardTextBox.Text = "" End Sub Private Sub GetDepthButton_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles GetDepthButton.Click Try ' Define a Web Service instance Dim ws As IRESSService.IRESSSoapClient = New IRESSService.IRESSSoapClient ' Set the Web Service URL ws.endpoint.address = New System.ServiceModel.EndpointAddress(WebServicesURLTextBox.Text) ' Set the Web Services request timeout to 30 seconds (greater than IDS request timeout) ws.endpoint.binding.receivetimeout = New TimeSpan(0, 0, 30) ' Create an IRESS session using the IRESSSessionStart method Dim issrequest As IRESSService.IRESSSessionStartInput = New IRESSService.IRESSSessionStartInput() ' Initialize the parameters of our IRESS session issrequest.parameters = New IRESSService.IRESSSessionStartInputParameters() issrequest.parameters.username = IRESSUserNameTextBox.Text issrequest.parameters.companyname = CompanyTextBox.Text issrequest.parameters.password = PasswordTextBox.Text issrequest.parameters.applicationid = "IRESSDepthV4Example" ' Call the IRESSSessionStart method to create the IRESS session (equivalent to logging in via the front-end) Dim issresult As IRESSService.IRESSSessionStartOutput = ws.iresssessionstart(issrequest) If IsNothing(issResult) Then Throw New Exception("Failed to start IRESS session") End If ' Obtain the IRESS session key from the response of the IRESSSessionStart method Dim striresssessionkey = issresult.result.datarows(0).iresssessionkey

9 ' Retrieve depth information using the PricingDepthByOrderExGet method Dim pdbogerequest As IRESSService.PricingDepthByOrderExGetInput = New IRESSService.PricingDepthByOrderExGetInput ' Initialize the header, use the IRESS session key we got earlier pdbogerequest.header = New IRESSService.PricingDepthByOrderExGetInputHeader() pdbogerequest.header.sessionkey = striresssessionkey Dim guid As New Guid() ' Initialize the request options pdbogerequest.header.timeout = 25 ' Timeout after 25 seconds pdbogerequest.header.pagesize = 1000 ' Recommended maximum page size pdbogerequest.header.updates = False ' Don't watch for updates pdbogerequest.header.waitforresponse = False ' Request to IRESS asynchronously to ensure method call does not timeout pdbogerequest.header.requestid = guid.newguid.tostring() ' Set the request identifier to identify our request when we page through results ' Initialize the request parameters - set the security code, exchange, data source and board to retrieve depth for pdbogerequest.parameters = New IRESSService.PricingDepthByOrderExGetInputParameters() If SecurityTextBox.Text = "" Then MsgBox("Please specify a security code.", MsgBoxStyle.Critical) Exit Sub End If pdbogerequest.parameters.securitycode = SecurityTextBox.Text If ExchangeTextBox.Text <> "" Then pdbogerequest.parameters.exchange = ExchangeTextBox.Text End If If DataSourceTextBox.Text <> "" Then pdbogerequest.parameters.datasource = DataSourceTextBox.Text End If If BoardTextBox.Text <> "" Then pdbogerequest.parameters.board = BoardTextBox.Text End If Dim arrdepthrows As List(Of IRESSService.PricingDepthByOrderExGetDataRow) = New List(Of IRESSService.PricingDepthByOrderExGetDataRow) Dim pdbogeresult As IRESSService.PricingDepthByOrderExGetOutput ' Call the PricingDepthByOrderExGet method until we have received all pages of data Do pdbogeresult = ws.pricingdepthbyorderexget(pdbogerequest) ' Add data for each page into an array for display in our DataGridView later arrdepthrows.addrange(pdbogeresult.result.datarows)

10 Application.DoEvents() ' Since we're in a loop allow processing of all windows messages in message queue Loop While pdbogeresult.result.header.statuscode = 1 ' Output all the data returned in the DataGridView on the main form using just a single line of code! DepthDataGridView.DataSource = arrdepthrows Catch ex As Exception MsgBox("Failed to retrieve depth information. Error: " & ex.message) End Try End Sub End Class 8. Compile and run the sample. 9. Fill in the IRESS Username, Company, Password, Security, Exchange, Board, Web Services URL, and optionally the Data Source, and click the Get Depth button to retrieve depth information from IRESS.