protected virtual MDSResult <QuotedAssetSet> OnRequestPricingStructure( IModuleInfo clientInfo, Guid requestId, MDSRequestType requestType, NamedValueSet requestParams, DateTimeOffset subsExpires, NamedValueSet structureParams) { throw new NotSupportedException("This provider (" + ProviderId.ToString() + ") does not support the OnRequestPricingStructure method!"); }
public string GetKey( MDSDictionaryType dictType, MDSRequestType requestType, MDSProviderId sourceProvider, MDSProviderId targetProvider, string sourceValue) { //return String.Format("{0};{1};{2}:{3};{4}:{5}", return ($"{dictType.ToString()};{requestType.ToString()}:{sourceProvider.ToString()};{sourceValue.ToUpper()}:{targetProvider.ToString()}"); }
public static V221ProviderId ToV221ProviderId(MDSProviderId provider) { switch (provider) { case MDSProviderId.GlobalIB: return(V221ProviderId.GlobalIB); case MDSProviderId.Bloomberg: return(V221ProviderId.Bloomberg); //case MDSProviderId.ReutersIDN: return V221ProviderId.ReutersIDN; //case MDSProviderId.ReutersDTS: return V221ProviderId.ReutersDTS; case MDSProviderId.Simulator: return(V221ProviderId.Simulator); default: throw new NotSupportedException("MDSProviderId: " + provider.ToString()); } }
public string Convert( MDSDictionaryType dictType, MDSRequestType requestType, MDSProviderId sourceProvider, MDSProviderId targetProvider, string sourceValue, ConvertFailMode failMode) { // method: // 1. check for cached result // 2. find relevant maps (by dicttype, reqtype, assettype, source, target) // 3. process maps in priority order until hit, fail if no hit // 4. save outbound and inbound results in cache if (dictType == MDSDictionaryType.Undefined) { throw new ArgumentNullException(nameof(dictType)); } if (requestType == MDSRequestType.Undefined) { throw new ArgumentNullException(nameof(requestType)); } //if (assetType == MDSAssetType.Undefined) // throw new ArgumentNullException("assetType"); if (sourceProvider == MDSProviderId.Undefined) { throw new ArgumentNullException(nameof(sourceProvider)); } if (targetProvider == MDSProviderId.Undefined) { throw new ArgumentNullException(nameof(targetProvider)); } if (sourceValue == null) { throw new ArgumentNullException(nameof(sourceValue)); } sourceValue = sourceValue.Trim().ToUpper(); if (sourceValue == "") { throw new ArgumentNullException(nameof(sourceValue)); } const string cUnknownValue = "[unknown]"; // check for cached result string forwardKey = GetKey(dictType, requestType, //assetType, sourceProvider, targetProvider, sourceValue); lock (_forwardCache) { if (_forwardCache.TryGetValue(forwardKey, out var cachedResult)) { //Logger.LogDebug("Converted {0} {1} '{2}' to {3} '{4}' (via forward cache)", // sourceProvider.ToString(), dictType.ToString(), sourceValue, targetProvider.ToString(), cachedResult); return(cachedResult); } } // find relevant maps (by dicttype, reqtype, assettype, source, target) var maps = new List <MapRule>(); _rules.Locked((rules) => { foreach (var rule in rules) { if ((!rule.Disabled) && (rule.DictType == MDSDictionaryType.Undefined || (rule.DictType == dictType)) && (rule.SourceProvider == MDSProviderId.Undefined || (rule.SourceProvider == sourceProvider)) && (rule.TargetProvider == MDSProviderId.Undefined || (rule.TargetProvider == targetProvider)) //&& (rule.AssetIdType == MDSAssetType.Undefined || (rule.AssetIdType == assetType)) && (rule.RequestType == MDSRequestType.Undefined || (rule.RequestType == requestType))) { maps.Add(rule); } } }); // process maps in priority order until hit, fail if no hit string result = sourceValue; bool replaced = false; foreach (var map in maps) { Match match = map.Regex.Match(sourceValue); if (match.Success) { result = map.Regex.Replace(sourceValue, map.OutputValue); replaced = true; break; } } if (replaced) { result = result.Trim().ToUpper(); //_Logger.LogDebug("Converted {0} {1} '{2}' to {3} '{4}' (via mapping rules)", // sourceProvider.ToString(), dictType.ToString(), sourceValue, targetProvider.ToString(), result); // update forward and reverse caches UpdateForwardCache(forwardKey, result); string reverseKey = GetKey(dictType, requestType, //assetType, targetProvider, sourceProvider, result); UpdateReverseCache(reverseKey, sourceValue); } else { // no replacement rules - try the reverse cache string cachedResult; bool foundInReverseCache; lock (_reverseCache) { foundInReverseCache = _reverseCache.TryGetValue(forwardKey, out cachedResult); } if (foundInReverseCache) { _logger.LogDebug("Converted {0} {1} '{2}' to {3} '{4}' (via reverse cache)", sourceProvider.ToString(), dictType.ToString(), sourceValue, targetProvider.ToString(), cachedResult); // update forward cache UpdateForwardCache(forwardKey, cachedResult); return(cachedResult); } // exhausted all conversion options _logger.LogWarning("Cannot convert {0} {1} '{2}' to {3} (no matching map found)", sourceProvider.ToString(), dictType.ToString(), sourceValue, targetProvider.ToString()); switch (failMode) { case ConvertFailMode.PassThrough: result = sourceValue; break; case ConvertFailMode.ReturnNull: result = null; break; case ConvertFailMode.ReturnUnknown: result = cUnknownValue; break; default: throw new ApplicationException( String.Format("Cannot convert {0} {1} '{2}' to {3} ", sourceProvider.ToString(), dictType.ToString(), sourceValue, targetProvider.ToString())); } } return(result); }