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);
}