private ReferenceDataRequestInfo RegisterNewRequest(out Request request)
{
var info = new ReferenceDataRequestInfo(Securities, Fields);
request = CreateRequest(info);
return(info);
}
public void SendRequestAsync(Action <ReferenceDataResponse> callback)
{
Request request;
ReferenceDataRequestInfo info = RegisterNewAsyncRequest(out request, callback);
SessionWrapper.RequestDescriptions.Add(info.Id, info);
SessionWrapper.SendRequestAsync(request, info.Id);
}
private ReferenceDataRequestInfo RegisterNewAsyncRequest(out Request request,
Action <ReferenceDataResponse> callback)
{
ReferenceDataRequestInfo info = RegisterNewRequest(out request);
info.Callback = callback;
return(info);
}
private Request CreateRequest(ReferenceDataRequestInfo desc)
{
Service service = SessionWrapper.GetService();
Request request = service.CreateRequest("ReferenceDataRequest");
FillRequest(request, desc);
return(request);
}
private SecurityData(ReferenceDataRequestInfo referenceDataRequest)
{
Fields = new Dictionary <string, FieldData>();
FieldExceptions = new HashSet <FieldException>();
foreach (string field in referenceDataRequest.Fields)
{
Fields.Add(field, null);
}
}
public override CorrelationID SendRequestAsync()
{
Request request;
ReferenceDataRequestInfo info = RegisterNewRequest(out request);
Console.WriteLine("Sending Request: " + request);
SessionWrapper.RequestDescriptions.Add(info.Id, info);
SessionWrapper.SendRequestAsync(request, info.Id);
return(info.Id);
}
public override void ProcessEvent(Event eventObj, BloombergSessionWrapper session)
{
foreach (Message msg in eventObj)
{
ReferenceDataRequestInfo requestDescription = session.RequestDescriptions[msg.CorrelationID];
requestDescription.Response.SaveMessage(msg);
if (requestDescription.Callback != null && eventObj.Type == Event.EventType.RESPONSE)
{
requestDescription.Callback(requestDescription.Response);
}
}
}
public static void FillRequest(Request request, ReferenceDataRequestInfo desc)
{
Element securities = request.GetElement("securities");
Element fields = request.GetElement("fields");
foreach (string security in desc.Tickers)
{
securities.AppendValue(security);
}
foreach (string field in desc.Fields)
{
fields.AppendValue(field);
}
}
public ReferenceDataResponse(ReferenceDataRequestInfo info)
{
Info = info;
CorrelationID = info.Id;
InitializeResponse();
}