public void TestMDSBloomberg()
{
// test basic start, request snapshot, and stop functions
// - create a MDS client with direct connection to provider
using (Reference <ILogger> loggerRef = Reference <ILogger> .Create(new TraceLogger(true)))
{
IModuleInfo clientInfo = new V131ModuleInfo(new V131ClientInfo());
using (ICoreClient client = new CoreClientFactory(loggerRef).SetEnv(BuildConst.BuildEnv).Create())
{
const string curveName = "Orion.V5r3.Configuration.PricingStructures.QR_LIVE.RateCurve.AUD-BBR-BBSW-3M";
ICoreItem marketItem = client.LoadItem <Market>(curveName);
if (marketItem == null)
{
throw new ApplicationException("Market '" + curveName + "' not found!");
}
var market = (Market)marketItem.Data;
//PricingStructure ps = market.Items[0];
PricingStructureValuation psv = market.Items1[0];
QuotedAssetSet quotedAssetSet = ((YieldCurveValuation)psv).inputs;
using (IMarketDataClient mdc = new MarketDataRealtimeClient(
loggerRef, null, client,
MDSProviderId.Bloomberg))//MDSProviderId.GlobalIB
{
QuotedAssetSet data = mdc.GetMarketQuotes(
MDSProviderId.Bloomberg, clientInfo, Guid.NewGuid(), true,
null,
quotedAssetSet).Result;
Assert.IsNotNull(data);
}
}
}
}
static void Main(string[] args)
{
ILogger logger = Logger.CreateConsoleLogger("TestMdc: ");
logger.LogInfo("Running...");
try
{
QRDataProviderId dataProviderId = QRDataProviderId.Bloomberg; // QRDataProviderId.ReutersIDN;
// create MDS client
MarketDataSet data = null;
IMarketDataClient mdc = new MarketDataRealtimeClient(
logger, new Sequencer(logger),
dataProviderId);
data = mdc.GetCurrentData(
QRDataProviderId.Undefined,
Guid.NewGuid(),
null,
QRAssetIdType.Undefined,
new string[6] {
"AUD-FxSpot-SP",
"NZD-FxSpot-SP",
"GBP-FxSpot-SP",
"JPY-FxSpot-SP",
"CHF-FxSpot-SP",
"XYZ-FxSpot-SP"
},
new string[2] {
"ASK", "BID"
});
Thread.Sleep(1000);
logger.LogInfo("Results...");
for (int i = 0; i < data.rows.Length; i++)
{
MarketDataRow row = data.rows[i];
logger.LogInfo("[{0}] {1}", i, row.instrumentId);
for (int j = 0; j < row.field.Length; j++)
{
MarketDataFld field = row.field[j];
logger.LogInfo("[{0}] {1} ({2})='[{3}]'", i, field.name, field.type, String.Join(",", field.value));
}
}
logger.LogInfo("Completed.");
}
catch (Exception e)
{
logger.Log(e);
}
logger.LogInfo("Press ENTER to exit.");
Console.ReadLine();
}
