public void TestServiceConnection()
{
var issues = "T";
var identifierType = "MLPTicker";
var criteriaType = "Term";
var criteriaValue = string.Empty;
var liveAsOfDate = DateTime.Today.AddDays(30);
var moniker = new Moniker
{
Close = Moniker.sStatic,
Source = Moniker.sOfficial,
Date = liveAsOfDate == DateTime.FromOADate(0) ? null : (DateTime?)liveAsOfDate,
Name = String.Format("{0}|{1}|{2}|{3}", issues.Trim(), identifierType.Trim(),
string.IsNullOrWhiteSpace(criteriaType) ? String.Empty : criteriaType.Trim().ToLower(),
string.IsNullOrWhiteSpace(criteriaValue) ? String.Empty : criteriaValue.Trim().ToLower()),
Type = "bondlist"
};
var symwcfClient = setupServiceClient();
var symObject = symwcfClient.GetSingleObject(moniker.ToString());
GenericTable result = symObject.Xml.DeserializeObject<GenericTable>();
((IClientChannel)symwcfClient).Close();
}
public void ShouldGetSingleSecurityMetadata()
{
var instrument = "T 0.375 02/15/2016";
var liveAsOfDate = DateTime.Today.AddDays(30);
var moniker = new Moniker
{
Close = Moniker.sStatic,
Source = Moniker.sOfficial,
Date = null,
Name = instrument.Trim(),
Type = "bondstatic"
};
var symwcfClient = setupServiceClient();
var symObject = symwcfClient.GetSingleObject(moniker.ToString());
var result = symObject.Xml.DeserializeObject<BondStatic>();
((IClientChannel)symwcfClient).Close();
}
//----------------------------------------------------------------------------------------
public static BondStatic GetBondStatic(string bondID)
//----------------------------------------------------------------------------------------
{
Log_.InfoFormat("Getting bond static for {0}", bondID);
if (bondStaticCache.ContainsKey(bondID))
return bondStaticCache[bondID];
BondStatic instrumentStatic = new BondStatic();
int MAX_RETRIES = 5;
int retries = 0;
for (retries = 0; retries < MAX_RETRIES; ++retries)
{
try
{
var moniker = new Moniker
{
Close = Moniker.sStatic,
Source = Moniker.sOfficial,
Date = null,
Name = bondID.Trim(),
Type = "bondstatic"
};
var symmetryServiceClient = GetSymmetryServiceClient();
var resultObj = symmetryServiceClient.GetSingleObject(moniker.ToString());
instrumentStatic = resultObj.Xml.DeserializeObject<BondStatic>();
break;
}
catch (Exception e)
{
Log_.WarnFormat("Attempt" + retries.ToString() + " - Error in setting static for " +bondID + ": " + e.Message);
Thread.Sleep(200); // Wait for 2 seconds first before trying again
}
}
if (retries == MAX_RETRIES)
{
throw new TimeoutException("Max retries reach " + MAX_RETRIES + ". Giving up on pulling bond static");
}
// Set cache
bondStaticCache[bondID] = instrumentStatic;
return instrumentStatic;
}
//----------------------------------------------------------------------------------------
public static List<string> GetAllSecurities(string issues, string criteriaType, DateTime asOfDate)
//----------------------------------------------------------------------------------------
{
try
{
//var issues = "T";
var identifierType = "MLPTicker";
//var criteriaType = "Term";
var criteriaValue = string.Empty;
var moniker = new Moniker
{
Close = Moniker.sStatic,
Source = Moniker.sOfficial,
Date = asOfDate == DateTime.FromOADate(0) ? null : (DateTime?) asOfDate,
Name = String.Format("{0}|{1}|{2}|{3}", issues.Trim(), identifierType.Trim(),
string.IsNullOrWhiteSpace(criteriaType) ? String.Empty : criteriaType.Trim().ToLower(),
string.IsNullOrWhiteSpace(criteriaValue) ? String.Empty : criteriaValue.Trim().ToLower()),
Type = "bondlist"
};
// go to symmetry service
//var symmetryServiceClient = new SymmetryServiceClient();
var resultObj = symmetryServiceClient.GetSingleObject(moniker.ToString());
GenericTable result = resultObj.Xml.DeserializeObject<GenericTable>();
var allBondMatrix = result.Table.AsStringArray();
List<string> bonds = new List<string>();
for (int i = 0; i < allBondMatrix.GetLength(0); i++)
{
bonds.Add( allBondMatrix[i, 0]);
}
return bonds;
}
catch (Exception e)
{
Log_.ErrorFormat("Error found in loading all issues : {0}", e.Message);
throw e;
}
}
//----------------------------------------------------------------------------------------
public static GenericPrice GetHistoryPrice( string inst,
DateTime asof,
string closeSnap,
string source )
//----------------------------------------------------------------------------------------
{
try
{
var moniker = new Moniker
{
Type = "genericprice",
Close = closeSnap,
Source = source,
Date = asof,
Name = inst.ToLower().Trim()
};
// go to symmetry service
//var symmetryServiceClient = new SymmetryServiceClient();
var resultObj = symmetryServiceClient.GetSingleObject(moniker.ToString());
GenericPrice result = null;
if (!string.IsNullOrEmpty(resultObj.Xml))
result = resultObj.Xml.DeserializeObject<GenericPrice>();
return result;
}
catch (Exception)
{
Log_.ErrorFormat("Can't find {0}, for {1} {2} at {3}", inst, source, closeSnap, asof.ToString() );
}
return null;
}