public BloombergAdHocRequestData GetMatchingRemoteMessage(BloombergAdHocRequestData localMessage, IEnumerable <BloombergAdHocRequestData> remoteMessages)
{
var matches = remoteMessages.Where(remote => remote.SecurityIdentifier == localMessage.MappedFriendlyTicker() && remote.FieldsToPull == string.Format("{0},DL_ASSET_CLASS", localMessage.OriginalRequestItem.BBFieldList));
if (matches.Count() == 0)
{
return(null);
}
return(matches.First(x => x.bloombergAdHocId == matches.Max(y => y.bloombergAdHocId)));
}
private void BloombergAdHocRequestDataReadyHandler(BloombergAdHocRequestData returnedReq)
{
NLogger.Instance.Info("{0} Ad hoc data received for request ID {1} for {2} at {3}.", Process.GetCurrentProcess().Id,
returnedReq.OriginalRequestItem.ID,
returnedReq.OriginalRequestItem.BBTicker,
DateTime.Now.ToString("HH:mm"));
//call db.savevalues with the original Request Item
var valueArray = returnedReq.ReturnData.EndsWith("|") ?
returnedReq.ReturnData.Substring(0, returnedReq.ReturnData.Length - 1).Split('|') :
returnedReq.ReturnData.Split('|');
//fill asset class to last value;
returnedReq.OriginalRequestItem.TickerDownloadAssetClass = valueArray[valueArray.Length - 1];
//fill errors
if (valueArray[0].StartsWith("Problem with Request format", StringComparison.OrdinalIgnoreCase)
||
valueArray[0].StartsWith("Error_Code", StringComparison.OrdinalIgnoreCase)
)
{
returnedReq.OriginalRequestItem.Errors += string.Format("Toronto AdHoc Service/Bloomberg AdHoc Data License Webservice error: {0}", valueArray[0]);
}
else
{
//error log NA NS or blanks.
var fieldList = returnedReq.OriginalRequestItem.BBFieldList.Split(',');
for (int i = 0; i < fieldList.Length; i++)
{
var returnedValue = valueArray[i];
var key = fieldList[i];
//Clean values
valueArray[i] = Static.CleanValueReturnedFromBloomberg(returnedReq.OriginalRequestItem.BBTicker, key, valueArray[i]);
//dont write N.A.
if (returnedValue.Equals("N.A.") || returnedValue.Equals("N.S.") || returnedValue.Trim().Equals(string.Empty))
{
returnedReq.OriginalRequestItem.Errors += string.Format("[{0}|returned {1}]", key, returnedValue.Trim().Equals(string.Empty) ? "blank string" : returnedValue);
valueArray[i] = null;
}
}
returnedReq.OriginalRequestItem.Data.Add(DateTime.Now, valueArray);
}
Db.SaveValues(new List <RequestItem> {
returnedReq.OriginalRequestItem
});
CostReportUserAttribution(new List <RequestItem> {
returnedReq.OriginalRequestItem
});
}
public virtual int SubmitDataRequestsAsync(IEnumerable <RequestItem> adHocRequests)
{
//get remote queue ID marker.
var idMarker = Utils.DbController.GetScalar <int>("select max(bloombergadhocid) from HELIUM.[BloombergDataLicense].[dbo].BloombergAdHoc;") + 1;
Parallel.ForEach(adHocRequests, new ParallelOptions {
MaxDegreeOfParallelism = 10
}, x =>
{
var newRemoteRequest = new BloombergAdHocRequestData(x)
{
bloombergAdHocId = idMarker
};
var sql = String.Format("INSERT INTO [HELIUM].[BloombergDataLicense].[dbo].[BloombergAdHoc] ([FieldsToPull], [SecurityIdentifier],lastupdatedatetime,lastupdateuser)VALUES ( '{0}', '{1}',getdate(),'Berg: {2}' );", newRemoteRequest.OriginalRequestItem.BBFieldList + ",DL_ASSET_CLASS", newRemoteRequest.MappedFriendlyTicker(), newRemoteRequest.OriginalRequestItem.UserId);
Utils.DbController.ExecuteNonQuery(sql);
GlobalListOfOutstandingAdHocRequests.TryAdd(newRemoteRequest.OriginalRequestItem.ID, newRemoteRequest);
//log
NLogger.Instance.Info("{0} Ad hoc data request sent for request ID {1} for {2}", Process.GetCurrentProcess().Id, x.ID, x.BBTicker);
});
return(idMarker);
}
/// <summary>
/// Check for return data.
/// </summary>
/// <returns></returns>
protected virtual string GetReturnData(BloombergAdHocRequestData adHocRequestData)
{
var sql = string.Format("select top 1 returndata from [HELIUM].[BloombergDataLicense].[dbo].[BloombergAdHoc] where returndata is not null and bloombergadhocid >= {0} and fieldstopull='{1},DL_ASSET_CLASS' and securityidentifier='{2}' order by bloombergAdHocId desc", adHocRequestData.bloombergAdHocId, adHocRequestData.OriginalRequestItem.BBFieldList, adHocRequestData.MappedFriendlyTicker());
return(Utils.DbController.GetScalar <string>(sql));
}
protected override string GetReturnData(BloombergAdHocRequestData adHocRequestData)
{
return("GBp||London|LN|LN||GB00B1S49Q91|B1S49Q9||Domino''s Pizza Group PLC|DOMINO''S PIZZA GROUP PLC||DOM LN||17");
}
private void ProcessDataRequests(IEnumerable <RequestItem> requestItemsAll, bool tryReuseMessagesOnRemoteQueue)
{
if (!requestItemsAll.Any())
{
return;
}
foreach (var item in requestItemsAll)
{
NLogger.Instance.Info("Dequeued message - ID: {0} bbticker: {1} fields: {2}", item.ID, item.BBTicker, item.BBFieldList);
}
//refresh routing table.
var oldRules = _routingRules;
_routingRules = Db.GetRoutingRules();
if (!oldRules.SequenceEqual(_routingRules))
{
NLogger.Instance.Info("Routing rule table has changed...changes picked up ...");
}
//split into separate lists - one for datawarehouse, one for legacy api, one for bloomberg ad hoc
var requestItemsForBloombergApi = new List <RequestItem>();
var requestItemsForBloombergAdHoc = new List <RequestItem>();
var requestItemsForDatawarehouse = new List <RequestItem>();
foreach (var item in requestItemsAll)
{
var ds = GetFirstMatchingDataSource(item);
if (ds == "Warehouse")
{
requestItemsForDatawarehouse.Add(item);
}
else if (ds == "BLAPI")
{
requestItemsForBloombergApi.Add(item);
}
else if (ds == "AdHoc")
{
requestItemsForBloombergAdHoc.Add(item);
}
else
{
NLogger.Instance.Info("No matching rule found in routing table for userid {0}", item.UserId);
}
}
//process api
if (requestItemsForBloombergApi.Count != 0)
{
var tickers = string.Join(",", requestItemsForBloombergApi.Select(x => x.BBTicker).ToArray());
RaiseMessageEvent(string.Format("Calling Bloomberg API for {0} tickers ({1})", requestItemsForBloombergApi.Count, tickers));
ApiController.ProcessDataRequests(requestItemsForBloombergApi);
}
//process warehouse
if (requestItemsForDatawarehouse.Count != 0)
{
var tickers = string.Join(",", requestItemsForDatawarehouse.Select(x => x.BBTicker).ToArray());
RaiseMessageEvent(string.Format("Calling Warehouse for {0} tickers ({1})", requestItemsForDatawarehouse.Count, tickers));
_datawarehouseController.ProcessDataRequests(requestItemsForDatawarehouse);
}
//check for returned errors
var apiSecondChance = requestItemsForDatawarehouse.FindAll(x => x.Errors.StartsWith("Ticker not found"));
if (apiSecondChance.Count > 0)
{
var tickers = string.Join(",", apiSecondChance.Select(x => x.OriginalInputTicker).ToArray());
RaiseMessageEvent(string.Format("Trying Bloomberg API for tickers which could not be found in warehouse... {0} tickers ({1})", apiSecondChance.Count, tickers));
ApiController.ProcessDataRequests(apiSecondChance);
}
//go to bloomberg adhoc controller - async
if (requestItemsForBloombergAdHoc.Count > 0)
{
if (tryReuseMessagesOnRemoteQueue)
{
IEnumerable <BloombergAdHocRequestData> remoteMessages = _adHocQueueController.GetMessagesOnRemoteQueueSinceThisTime(requestItemsForBloombergAdHoc.Min(x => x.InsertedWhen));
List <int> dsToDelete = new List <int>();
foreach (var staleLocal in requestItemsForBloombergAdHoc)
{
var newAdHocRequest = new BloombergAdHocRequestData(staleLocal);
var matchedRemoteMessage = _adHocQueueController.GetMatchingRemoteMessage(newAdHocRequest, remoteMessages);
//cant find it in the list of remote messages.
if (matchedRemoteMessage == null)
{
NLogger.Instance.Info("No match for stale: {0} / {1} - will resubmit to remote queue.", staleLocal.BBTicker, staleLocal.BBFieldList);
}
else
//found. add it to the list of bloombergAdHocRequests for monitoring
{
newAdHocRequest.bloombergAdHocId = matchedRemoteMessage.bloombergAdHocId;
_adHocQueueController.GlobalListOfOutstandingAdHocRequests.TryAdd(newAdHocRequest.OriginalRequestItem.ID, newAdHocRequest);
dsToDelete.Add(newAdHocRequest.OriginalRequestItem.ID);
NLogger.Instance.Info("Match found for stale: {0} / {1} -> ID>{2}", staleLocal.BBTicker, staleLocal.BBFieldList, newAdHocRequest.bloombergAdHocId);
}
}
foreach (var id in dsToDelete)
{
requestItemsForBloombergAdHoc.RemoveAll(x => x.ID == id);
}
}
//console logging only
var tickers = string.Join(",", requestItemsForBloombergAdHoc.Select(x => x.BBTicker).ToArray()); RaiseMessageEvent(string.Format("Calling Ad Hoc for {0} tickers ({1})", requestItemsForBloombergAdHoc.Count, tickers));
_adHocQueueController.SubmitDataRequestsAsync(requestItemsForBloombergAdHoc);
}
}