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);
}
}
}
}
public V131SessionReply BeginSessionV131(V131SessionHeader header, V131ClientInfo clientInfo)
{
// validate new client
// - ensure configured client/server environments are the same
if (CoreHelper.ToEnvId(clientInfo.ConfigEnv) != _serverCfg.ModuleInfo.ConfigEnv)
{
// not valid
string msg =
$"Client environment ({clientInfo.ConfigEnv}) <> server environment ({_serverCfg.ModuleInfo.ConfigEnv})!";
Logger.LogWarning(msg);
return(new V131SessionReply(msg));
}
// - ensure build environment is backward compatible
if (CoreHelper.ToEnvId(clientInfo.BuildEnv) < _serverCfg.ModuleInfo.BuildEnv)
{
// not valid
string msg =
$"Client build environment ({clientInfo.BuildEnv}) < server build environment ({_serverCfg.ModuleInfo.BuildEnv})!";
Logger.LogWarning(msg);
return(new V131SessionReply(msg));
}
// - ensure STG/PRD environment servers only accessed by valid clients
if ((_serverCfg.ModuleInfo.ConfigEnv >= EnvId.Stg_StagingLive) && (clientInfo.CompInfo.AssmPTok != _serverCfg.ModuleInfo.CorePTok))
{
Logger.LogDebug("Client signature ({0}) <> server signature ({1})!",
clientInfo.CompInfo.AssmPTok, _serverCfg.ModuleInfo.CorePTok);
}
// check client version
const string requiredVersion = "2.2.1815.1";
if (!V131Helpers.CheckRequiredFileVersion(Logger, requiredVersion, clientInfo.CompInfo.AssmFVer))
{
// not valid
string msg = $"Client version ({clientInfo.CompInfo.AssmFVer}) < required version ({requiredVersion})!";
Logger.LogWarning(msg);
return(new V131SessionReply(msg));
}
// valid client
Guid sessionId = Guid.NewGuid();
_connectionIndex.Locked(connections =>
{
// - update the connection
connections[sessionId] = new V131ModuleInfo(clientInfo);
if (header.DebugRequest)
{
Logger.LogDebug("Connection (auto)");
Logger.LogDebug(" Identity : {0} ({1})", clientInfo.UserInfo.UserIdentityName, clientInfo.UserInfo.UserFullName);
Logger.LogDebug(" Application: {0} V{1}/{2} ({3}/{4})", clientInfo.ApplInfo.AssmName, clientInfo.ApplInfo.AssmNVer, clientInfo.ApplInfo.AssmFVer, clientInfo.ApplInfo.AssmPTok, clientInfo.ApplInfo.AssmHash);
Logger.LogDebug(" Component : {0} V{1}/{2} ({3}/{4})", clientInfo.CompInfo.AssmName, clientInfo.CompInfo.AssmNVer, clientInfo.CompInfo.AssmFVer, clientInfo.CompInfo.AssmPTok, clientInfo.CompInfo.AssmHash);
Logger.LogDebug(" Client Env.: {0} ({1} build)", clientInfo.ConfigEnv, clientInfo.BuildEnv);
Logger.LogDebug(" Other Addrs: {0} ({1},{2})", clientInfo.HostName, clientInfo.HostIpV4, String.Join(",", clientInfo.NetAddrs.ToArray()));
Logger.LogDebug(" Session Id.: {0}/{1}", sessionId, clientInfo.NodeGuid);
}
});
return(new V131SessionReply(sessionId, null));
}
