public ReferenceDataRequestInfo(IEnumerable<string> tickers, IEnumerable<string> fields)
{
Id = new CorrelationID();
Tickers = new List<string>(tickers);
Fields = new List<string>(fields);
Response = new ReferenceDataResponse(this);
}
public void ParseValidRequestTest()
{
string referenceDataResponse = "ReferenceDataResponse={}";
var handler = new BloombergReferenceDataHandlerMock(referenceDataResponse);
handler.AddField("PX_BID");
handler.AddSecurity("DE000CZ36U01@CBED CORP");
var response = new ReferenceDataResponse(handler.RequestInfo);
var message = new TweakMessage();
response.SaveMessage(message);
Assert.AreEqual(1, handler.Fields.Count);
Assert.AreEqual(1, handler.Tickers.Count);
Assert.AreEqual(1, response.Fields.Count);
Assert.AreEqual(1, response.Securities.Count);
}
public SecurityData(ReferenceDataResponse context, Element securityData)
: this(context.GetDescription())
{
_securityData = securityData;
Security = _securityData.GetElementAsString("security");
SequenceNr = _securityData.GetElementAsInt32("sequenceNumber");
if (_securityData.HasElement("securityError"))
{
_securityError = new SecurityError(_securityData.GetElement("securityError"));
}
else
{
if (_securityData.HasElement("fieldData"))
{
Element _fieldDataArray = _securityData.GetElement("fieldData");
for (int i = 0; i < context.Fields.Count; i++)
{
if (_fieldDataArray.HasElement(context.Fields[i]))
{
var field = new FieldData(_fieldDataArray.GetElement(context.Fields[i]));
Fields[field.Name] = field;
}
}
}
if (_securityData.HasElement("fieldExceptions"))
{
Element _fieldExceptionsArray = _securityData.GetElement("fieldExceptions");
for (int i = 0; i < _fieldExceptionsArray.NumValues; i++)
{
FieldExceptions.Add(new FieldException(_fieldExceptionsArray.GetValueAsElement(i)));
}
}
}
}
public SecurityData(ReferenceDataResponse context, Element securityData) :
this(context.GetDescription())
{
_securityData = securityData;
Security = _securityData.GetElementAsString("security");
SequenceNr = _securityData.GetElementAsInt32("sequenceNumber");
if (_securityData.HasElement("securityError"))
{
_securityError = new SecurityError(_securityData.GetElement("securityError"));
}
else
{
if (_securityData.HasElement("fieldData"))
{
Element _fieldDataArray = _securityData.GetElement("fieldData");
for (int i = 0; i < context.Fields.Count; i++)
{
if (_fieldDataArray.HasElement(context.Fields[i]))
{
var field = new FieldData(_fieldDataArray.GetElement(context.Fields[i]));
Fields[field.Name] = field;
}
}
}
if (_securityData.HasElement("fieldExceptions"))
{
Element _fieldExceptionsArray = _securityData.GetElement("fieldExceptions");
for (int i = 0; i < _fieldExceptionsArray.NumValues; i++)
{
FieldExceptions.Add(new FieldException(_fieldExceptionsArray.GetValueAsElement(i)));
}
}
}
}
public BidAskResponse(ReferenceDataResponse response)
{
tickerPriceCollection = new Dictionary<string, PriceInfo>();
this.response = response;
ParseResponse();
}
private void HandleReferenceDataResponse(ReferenceDataResponse obj)
{
throw new NotImplementedException();
}