public object Get(ReferenceDataRequest request)
{
var cacheKey = string.Format("{0}{1}", CacheKey, request.CompanyKey);
var result = _cacheClient.Get <ReferenceData>(cacheKey);
if (result == null)
{
result = GetReferenceData(request.CompanyKey);
_cacheClient.Add(cacheKey, result);
}
if (!request.WithoutFiltering)
{
result.VehiclesList = FilterReferenceData(result.VehiclesList, _serverSettings.ServerData.IBS.ExcludedVehicleTypeId);
result.CompaniesList = FilterReferenceData(result.CompaniesList, _serverSettings.ServerData.IBS.ExcludedProviderId);
}
var paymentSettings = _serverSettings.GetPaymentSettings(request.CompanyKey);
var isChargeAccountPaymentEnabled = paymentSettings.IsChargeAccountPaymentEnabled;
var isPayPalEnabled = paymentSettings.PayPalClientSettings.IsEnabled;
var isPaymentOutOfAppDisabled = paymentSettings.IsPaymentOutOfAppDisabled;
IEnumerable <ListItem> filteredPaymentList = result.PaymentsList;
if (!isChargeAccountPaymentEnabled)
{
filteredPaymentList = filteredPaymentList.Where(x => x.Id != ChargeTypes.Account.Id);
}
if (!isPayPalEnabled)
{
filteredPaymentList = filteredPaymentList.Where(x => x.Id != ChargeTypes.PayPal.Id);
}
if (isPaymentOutOfAppDisabled != OutOfAppPaymentDisabled.None)
{
filteredPaymentList = filteredPaymentList.Where(x => x.Id != ChargeTypes.PaymentInCar.Id);
}
result.PaymentsList = filteredPaymentList.ToList();
return(result);
}
public static object ReferenceDataFromFieldName(string fieldName, string security, bool isOption, ReferenceDataRequest.RequestReference rreq)
{
string upper = fieldName.ToUpper();
object result;
if (upper == "CHAIN_TICKERS")
{
if (isOption)
{
result = null;
}
else
{
uint numPoints = 1;
string dtExp = null;
var optionality = ReferenceDataRequest.ElementReferenceArrayChainTickers.OptionalityEnum.call;
if (rreq.HasElement("overrides"))
{
var overrides = rreq["overrides"];
for (int i = 0; i < overrides.NumValues; i++)
{
var element = overrides.GetValueAsElement(i);
var fieldId = element["fieldId"].GetValueAsString();
var value = element["value"].GetValueAsString();
switch (fieldId.ToUpper())
{
case "CHAIN_POINTS_OVRD":
numPoints = uint.Parse(value);
break;
case "CHAIN_EXP_DT_OVRD":
dtExp = value;
break;
case "CHAIN_PUT_CALL_TYPE_OVRD":
if (value.ToUpper() == "P")
optionality = ReferenceDataRequest.ElementReferenceArrayChainTickers.OptionalityEnum.put;
break;
}
}
}
ReferenceDataRequest.ElementReferenceArrayChainTickers chain = new ReferenceDataRequest.ElementReferenceArrayChainTickers(security, numPoints, dtExp, optionality);
result = chain;
}
}
else if (upper.Contains("TICKER"))
{
result = security.Substring(0, security.IndexOf(' '));
}
else if (upper.Contains("OPT_EXPIRE_DT"))
{
if (security.EndsWith("COMDTY") || security.EndsWith("INDEX"))
{
result = DateTime.Today.AddMonths(3);
}
else if (isOption)
{
string strDate = security.Substring(security.LastIndexOf(' ') - 15, 6);
result = DateTime.ParseExact(strDate, "yyMMdd", null);
}
else
result = null;
}
else if (upper.Contains("TRADEABLE_DT"))
{
result = DateTime.Today.AddMonths(3);
}
else
{
result = RandomDataGenerator.RandomDouble();
}
return result;
}
private static void OnInitialisationStatus(object sender, EventArgs <bool> eventArgs)
{
Console.WriteLine("OnInitialisationStatus: {0}", eventArgs);
if (eventArgs.Args)
{
_bloomberg.ToObservable(new[] { new SubscriptionRequest("VOD LN Equity", new[] { "BID", "ASK" }) })
.ObserveOn(TaskPoolScheduler.Default)
.Subscribe(
response =>
{
Console.WriteLine("Subscription Received.");
Console.WriteLine("{0} - [{1}]", response.Ticker, string.Join(",", response.Data.Select(x => string.Format("{0}: {1}", x.Key, x.Value))));
},
error => Console.WriteLine("Subscription Error: {0}", error),
() => Console.WriteLine("Subscription Completed."));
_bloomberg.ToObservable(ReferenceDataRequest.Create(new[] { "VOD LN Equity", "TSCO LN Equity" }, new[] { "PX_LAST" }))
.Subscribe(
response =>
{
Console.WriteLine("Reference Data Received.");
foreach (var item in response)
{
if (item.Value.IsLeft)
{
Console.WriteLine("Ticker={0}, Error={1}", item.Key, item.Value.Left);
}
else
{
Console.WriteLine("{0} - [{1}]", item.Key, string.Join(",", item.Value.Right.Select(x => string.Format("{0}: {1}", x.Key, x.Value))));
}
}
},
error => Console.WriteLine("Reference Data Error: {0}", error),
() => Console.WriteLine("Reference Data Completed."));
_bloomberg.ToObservable(new SecurityEntitlementsRequest(new[] { "VOD LN Equity", "IBM US Equity" }))
.Subscribe(
response =>
{
Console.WriteLine("Security Entitlements Received.");
foreach (var item in response)
{
Console.WriteLine("Ticker={0}, Entitlements=[{1}]", item.Key, string.Join(",", item.Value.EntitlementIds));
}
},
error => Console.WriteLine("Security Entitlements Error={0}", error),
() => Console.WriteLine("Security Entitlements Completed."));
_bloomberg.ToObservable(IntradayTickRequest.Create("VOD LN Equity", new[] { EventType.BID, EventType.ASK, EventType.TRADE }, new DateTime(2015, 10, 16, 9, 0, 0), new DateTime(2015, 10, 16, 9, 10, 0)))
.Subscribe(response =>
{
Console.WriteLine("Intraday Ticks Received.");
Console.WriteLine("Ticker: {0}", response.Ticker);
foreach (var intradayTick in response.IntraDayTicks)
{
Console.WriteLine(" {0:yyyy-MM-dd HH:mm:ss.fff} - {1}: {2}", intradayTick.Time, intradayTick.EventType, intradayTick.Value);
}
},
error => Console.WriteLine("Intraday Tick Error: {0}", error),
() => Console.WriteLine("Intraday Tick Completed."));
_bloomberg.ToObservable(IntradayBarRequest.Create("VOD LN Equity", new DateTime(2015, 10, 16, 9, 0, 0), new DateTime(2015, 10, 16, 12, 00, 0), EventType.BID, 60))
.Subscribe(
intradayBarResponse =>
{
Console.WriteLine("Intraday Bar Received.");
Console.WriteLine("{0}: [{1}]", intradayBarResponse.Ticker, string.Join(",", intradayBarResponse.IntradayBars.Select(intradayBar => string.Format("Open={0}, High={1}, Low={2}, Close={3}, Volume={4}, NumEvents={5}", intradayBar.Open, intradayBar.High, intradayBar.Low, intradayBar.Close, intradayBar.Volume, intradayBar.NumEvents))));
},
error => Console.WriteLine("Intraday Bar Error: {0}", error),
() => Console.WriteLine("Intraday Bars complete"));
_bloomberg.ToObservable(HistoricalDataRequest.Create(new[] { "VOD LN Equity", "TSCO LN Equity" }, new[] { "PX_LAST" }, DateTime.Today.AddMonths(-2), DateTime.Today, PeriodicitySelection.DAILY))
.Subscribe(
response =>
{
Console.WriteLine("Historical Data Received");
foreach (var item in response)
{
if (item.Value.IsLeft)
{
Console.WriteLine("Ticker={0}, SecurityError={1}", item.Key, item.Value.Left);
}
else
{
Console.WriteLine("Ticker={0}", item.Key);
foreach (var dateAndFields in item.Value.Right)
{
Console.WriteLine(" Date: {0}", dateAndFields.Key);
foreach (var nameAndValue in dateAndFields.Value)
{
Console.WriteLine(" {0}: {1}", nameAndValue.Key, nameAndValue.Value);
}
}
}
}
},
error => Console.WriteLine("Historical Data Error: {0}", error),
() => Console.WriteLine("Historical Data Completed."));
_bloomberg.RequestToken().Done(token => Console.WriteLine("Token={0}", token));
Console.WriteLine("It's asynchronous");
}
}
public IObservable <ReferenceDataResponse> ToObservable(ReferenceDataRequest request)
{
return(_referenceDataManager.ToObservable(request));
}
