public ReferenceDataRequestInfo(IEnumerable <string> tickers, IEnumerable <string> fields)
{
Id = new CorrelationID();
Tickers = new List <string>(tickers);
Fields = new List <string>(fields);
Response = new ReferenceDataResponse(this);
}
public SecurityData GetSecurityData(string issuerTicker)
{
ReferenceDataResponse response =
SessionWrapper.RequestDescriptions.Values.First(info => info.Tickers.Contains(issuerTicker)).Response;
SecurityData securityData =
response.Securities.Select(kvp => kvp.Value).First(data => data.Security.Equals(issuerTicker));
return(securityData);
}
public void ParseValidRequestTest()
{
string referenceDataResponse = "ReferenceDataResponse={}";
var handler = new BloombergReferenceDataHandlerMock(referenceDataResponse);
handler.AddField("PX_BID");
handler.AddSecurity("DE000CZ36U01@CBED CORP");
var response = new ReferenceDataResponse(handler.RequestInfo);
var message = new TweakMessage();
response.SaveMessage(message);
Assert.AreEqual(1, handler.Fields.Count);
Assert.AreEqual(1, handler.Tickers.Count);
Assert.AreEqual(1, response.Fields.Count);
Assert.AreEqual(1, response.Securities.Count);
}
public BidAskResponse(ReferenceDataResponse response)
{
tickerPriceCollection = new Dictionary <string, PriceInfo>();
this.response = response;
ParseResponse();
}
private void HandleReferenceDataResponse(ReferenceDataResponse obj)
{
throw new NotImplementedException();
}
