public PrivateCoreTests()
{
_client = new PrivateCore(new TraceLogger(false));
Dictionary <string, object> properties = new Dictionary <string, object>();
NamedValueSet namedValueSet = new NamedValueSet(properties);
Market market0 = new Market {
id = "Market0"
};
_client.SaveObject(market0, market0.id, namedValueSet, TimeSpan.MaxValue);
Market market1 = new Market {
id = "Market1"
};
_client.SaveObject(market1, market1.id, namedValueSet, TimeSpan.MaxValue);
Market market2 = new Market {
id = "Market2"
};
_client.SaveObject(market2, market2.id, namedValueSet, TimeSpan.MaxValue);
Market market3 = new Market {
id = "Market3"
};
_client.SaveObject(market3, market3.id, namedValueSet, TimeSpan.MaxValue);
}
public XmlTreeDisplay(ICoreClient client, ICoreItem coreItem)
{
Client = client;
CoreItem = coreItem;
InitializeComponent();
LoadData();
}
/// <summary>
/// Application start
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
protected void ApplicationStart(object sender, EventArgs e)
{
const string fullAppName = "FpML.V5r3.PublisherWebService";
LoggerRef.Target.LogInfo("Starting up...");
try
{
//var stopwatch = new Stopwatch();
//stopwatch.Start();
CoreClientFactory factory = new CoreClientFactory(LoggerRef)
.SetEnv("DEV")
.SetApplication(Assembly.GetExecutingAssembly())
.SetProtocols(WcfConst.AllProtocolsStr);
_client = factory.SetServers("localhost").Create();
_cache = _client.CreateCache();
//LoadConfigDataHelper.LoadConfigurationData(LogRef.Target, _Cache);//TODO get rid of this
//stopwatch.Stop();
//Debug.Print("Initialized test environment, in {0} seconds", stopwatch.Elapsed.TotalSeconds);
LoggerRef.Target.LogInfo("Loaded..." + fullAppName);
}
catch (Exception excp)
{
LoggerRef.Target.Log(excp);
}
}
private void StartUp()
{
_loggerRef.Target.Clear();
ClearTree();
try
{
CoreClientFactory factory = new CoreClientFactory(_loggerRef)
.SetEnv(cbEnvId.Text)
.SetApplication(Assembly.GetExecutingAssembly())
.SetProtocols(WcfConst.AllProtocolsStr);
if (rbDefaultServers.Checked)
{
_client = factory.Create();
}
else if (rbLocalhost.Checked)
{
_client = factory.SetServers("localhost").Create();
}
else
{
_client = factory.SetServers(txtSpecificServers.Text).Create();
}
_syncContext.Post(OnClientStateChange, new CoreStateChange(CoreStateEnum.Initial, _client.CoreState));
_client.OnStateChange += _Client_OnStateChange;
}
catch (Exception excp)
{
_loggerRef.Target.Log(excp);
}
}
private static void PublishWorkerResponse(ICoreClient client, InternalRequest internalRequest, string hostInstance)
{
if (internalRequest.Status == RequestStatusEnum.Undefined)
{
throw new ArgumentNullException("status");
}
WorkerResponse response = new WorkerResponse()
{
RequestId = internalRequest.RequestId.ToString(),
WorkerHostComputer = Environment.MachineName,
WorkerHostInstance = hostInstance,
Status = internalRequest.Status,
FaultDetail = internalRequest.FaultDetail
};
UserIdentity requesterId = null;
if (internalRequest.ExternalRequest != null)
{
requesterId = internalRequest.ExternalRequest.RequesterId;
}
if ((requesterId == null) && (internalRequest.Cancellation != null))
{
requesterId = internalRequest.Cancellation.RequesterId;
}
response.RequesterId = requesterId;
if ((response.Status == RequestStatusEnum.Cancelled) && (internalRequest.Cancellation != null))
{
response.CancelReason = internalRequest.Cancellation.CancelReason;
}
client.SaveObject <WorkerResponse>(response);
}
private static void PublishManagerResponse(ICoreClient client, InternalRequest internalRequest)
{
if (internalRequest.Status == RequestStatusEnum.Undefined)
{
throw new ArgumentNullException("status");
}
ManagerResponse response = new ManagerResponse()
{
RequestId = internalRequest.RequestId.ToString(),
Status = internalRequest.Status,
FaultDetail = internalRequest.FaultDetail
};
UserIdentity requesterId = null;
if (internalRequest.ExternalRequest != null)
{
requesterId = internalRequest.ExternalRequest.RequesterId;
}
if ((requesterId == null) && (internalRequest.Cancellation != null))
{
requesterId = internalRequest.Cancellation.RequesterId;
}
response.RequesterId = requesterId;
if ((response.Status == RequestStatusEnum.Cancelled) && (internalRequest.Cancellation != null))
{
response.CancelReason = internalRequest.Cancellation.CancelReason;
}
client.SaveObject <ManagerResponse>(response);
}
public SettingsTracker(ICoreClient client, string applName)
{
_client = client;
_applName = applName;
// load current settings
_currentSettings = _client.LoadAppSettings(_applName);
_unsavedSettings = new NamedValueSet();
}
// base constructor
public MdpBaseProvider(ILogger logger, ICoreClient client, MDSProviderId providerId, ConsumerDelegate consumer)
{
Logger = new FilterLogger(logger, $"{providerId}: ");
Client = client;
ProviderId = providerId;
_marketDataMap = new MarketDataMap(logger, providerId);
ConsumerCallback = consumer;
SubsMapExternal = new Dictionary <Guid, RealtimeRequestMap>();
}
public MarketDataRealtimeServer(
Reference <ILogger> loggerRef,
AsyncThreadQueue threadQueue,
ICoreClient client)
{
_loggerRef = loggerRef?.Clone() ?? throw new ArgumentNullException(nameof(loggerRef));
_threadQueue = threadQueue;
_client = client;
_subsDetailIndex = new Dictionary <Guid, SubscriptionDetail>();
}
public void ConvertQuotedAssetSetsToRateCurveDefinition()
{
const string curveType = "RateCurve";
using (var logger = Reference <ILogger> .Create(new TraceLogger(true)))
{
using (ICoreClient client = (new CoreClientFactory(logger)).SetEnv(BuildConst.BuildEnv).Create())
{
IterateCurveProperties((ccy, index, marketName, tenor) =>
{
string indexName = $"{ccy}-{index}";
string curveName = $"{indexName}-{tenor}";
string qasItemName = String.Format("Orion.V5r3.QuotedAssetSet.{0}.{4}.{1}-{2}-{3}",
marketName, ccy, index, tenor, curveType);
// outputs
string curveItemName = String.Format("Orion.V5r3.Configuration.PricingStructures.{0}.{4}.{1}-{2}-{3}",
marketName, ccy, index, tenor, curveType);
var marketData = client.LoadObject <QuotedAssetSet>(qasItemName);
if (marketData != null)
{
RemoveMarketQuoteValues(marketData);
var curveDef = new Market
{
id = curveName,
Items = new PricingStructure[] { new YieldCurve {
id = curveName
} },
Items1 = new PricingStructureValuation[] {
new YieldCurveValuation {
id = curveName, inputs = marketData
}
}
};
var curveProps = new NamedValueSet();
curveProps.Set(CurveProp.Market, marketName);
curveProps.Set(CurveProp.PricingStructureType, curveType);
curveProps.Set(CurveProp.IndexName, indexName);
curveProps.Set(CurveProp.IndexTenor, tenor);
curveProps.Set(CurveProp.CurveName, curveName);
curveProps.Set("Algorithm", "FastLinearZero");
curveProps.Set(CurveProp.Currency1, ccy);
curveProps.Set(CurveProp.DataGroup, "Orion.V5r3.Configuration.PricingStructureType");
curveProps.Set("SourceSystem", "Orion");
curveProps.Set("Function", "Configuration");
curveProps.Set("Type", CurveProp.PricingStructureType);
curveProps.Set(CurveProp.UniqueIdentifier, curveItemName);
client.SaveObject(curveDef, curveItemName, curveProps, TimeSpan.MaxValue);
}
});
}
}
}
public void SetUp()
{
_mockAuthenticationManager = Substitute.For<IAuthenticationManager>();
_mockCoreClient = Substitute.For<ICoreClient>();
SetupValidUser();
_accountController = new AccountController(_mockAuthenticationManager, _mockCoreClient);
var context = Substitute.For<HttpContextBase>();
var requestContext = new RequestContext(context, new RouteData());
_accountController.ControllerContext = new ControllerContext(requestContext, _accountController);
}
public static void Load(ILogger logger, ICoreClient targetClient)
{
logger.LogDebug("Loading App Settings...");
Assembly assembly = Assembly.GetExecutingAssembly();
{
const string prefix = "Orion.Configuration.AppSettings";
Dictionary <string, string> chosenFiles = ResourceHelper.GetResources(assembly, prefix, "txt");
int loadCount = 0;
foreach (KeyValuePair <string, string> file in chosenFiles)
{
string[] nameParts = file.Key.Split('.');
var properties = new NamedValueSet(file.Value);
string name = nameParts[5];
EnvId env = EnvHelper.ParseEnvName(nameParts[4]);
if (env == targetClient.ClientInfo.ConfigEnv)
{
targetClient.SaveAppSettings(properties, name, null, null, true, env);
loadCount++;
}
}
logger.LogDebug("Loaded {0} App Settings.", loadCount);
}
// load data exporter sql configs
{
// DEV default
targetClient.SaveAppSettings(
GetPVSqlConnectionProps("sydwadqds01", null, "PortfolioValuer_DEV"),
"DataExportServer", null, null, true, EnvId.Dev_Development);
// SIT default
targetClient.SaveAppSettings(
GetPVSqlConnectionProps("sydwddqur02", null, "PortfolioValuer_SIT"),
"DataExportServer", null, null, true, EnvId.Sit_SystemTest);
// STG default
targetClient.SaveAppSettings(
GetPVSqlConnectionProps("sydwadbrl01", null, "PortfolioValuer_STG"),
"DataExportServer", null, null, true, EnvId.Stg_StagingLive);
// -------------------- additional development machines --------------------
// sydwcndb12s - Simon's machine
targetClient.SaveAppSettings(
GetPVSqlConnectionProps("sydwadqds01", null, "PortfolioValuer_DEV"),
"DataExportServer", null, "sydwcndb12s", true, EnvId.Dev_Development);
// sydw7jxjz1s - Mario's machine
targetClient.SaveAppSettings(
GetPVSqlConnectionProps("sydwadqds01", null, "PortfolioValuer_DEV"),
"DataExportServer", null, "sydw7jxjz1s", true, EnvId.Dev_Development);
}
}
public void SetUp()
{
_mockAuthenticationManager = Substitute.For <IAuthenticationManager>();
_mockCoreClient = Substitute.For <ICoreClient>();
SetupValidUser();
_accountController = new AccountController(_mockAuthenticationManager, _mockCoreClient);
var context = Substitute.For <HttpContextBase>();
var requestContext = new RequestContext(context, new RouteData());
_accountController.ControllerContext = new ControllerContext(requestContext, _accountController);
}
/// <inheritdoc />
public void SendAuthentication(ICoreClient client, WorldConfiguration worldConfiguration)
{
using (var packet = new NetPacket())
{
packet.Write((uint)CorePacketType.Authenticate);
packet.Write(worldConfiguration.Id);
packet.Write(worldConfiguration.Name);
packet.Write(worldConfiguration.Host);
packet.Write(worldConfiguration.Port);
packet.Write((byte)ServerType.World);
packet.Write(worldConfiguration.ClusterId);
// TODO: add more information to packet if needed.
client.Send(packet);
}
}
public CoreCache(
ILogger logger,
ICoreClient client,
CacheChangeHandler dataChangeHandler,
SynchronizationContext syncContext)
{
_Logger = logger ?? throw new ArgumentNullException(nameof(logger));
Client = client ?? throw new ArgumentNullException(nameof(client));
SyncContext = syncContext;
Cache = new CoreItemCache(CacheId, Client);
UserThreadQueue = new AsyncThreadQueue(_Logger);
CacheItemPurgeTimer = new Timer(CacheItemPurgeTimeout, null, TimeSpan.FromMinutes(1), TimeSpan.FromMinutes(1));
if (dataChangeHandler != null)
{
OnDataChange += dataChangeHandler;
}
}
public MarketDataRealtimeClient(
Reference <ILogger> loggerRef,
AsyncThreadQueue clientThreadQueue,
ICoreClient client,
MDSProviderId dataProvider)
{
if (dataProvider == MDSProviderId.Undefined)
{
throw new ArgumentNullException(nameof(dataProvider));
}
ProviderId = dataProvider;
_loggerRef = loggerRef?.Clone() ?? throw new ArgumentNullException(nameof(loggerRef));
ClientThreadQueue = clientThreadQueue ?? new AsyncThreadQueue(_loggerRef.Target);
_mds = new MarketDataRealtimeServer(_loggerRef, clientThreadQueue, client);
var serverSettings = new NamedValueSet();
serverSettings.Set(MdpConfigName.ProviderId, (int)dataProvider);
_mds.ApplySettings(serverSettings);
_mds.Start();
}
public CurveUnitTestEnvironment(string nameSpace)
{
NameSpace = nameSpace;
string env = EnvHelper.EnvName(EnvId.Utt_UnitTest);
var stopwatch = new Stopwatch();
stopwatch.Start();
var random = new Random(Environment.TickCount);
int port = random.Next(8000, 8099);
_server = new CoreServer(_logRef, env, NodeType.Router, port, WcfConst.NetTcp);
_server.Start();
_client = new CoreClientFactory(_logRef)
.SetEnv(env)
.SetServers("localhost:" + port.ToString(CultureInfo.InvariantCulture))
.SetProtocols(WcfConst.NetTcp)
.Create();
Cache = _client.CreateCache();
LoadConfigDataHelper.LoadCurveConfigurationData(_logRef.Target, Cache, nameSpace);
stopwatch.Stop();
Debug.Print("Initialized test environment, in {0} seconds", stopwatch.Elapsed.TotalSeconds);
}
public RuntimeEnvironment(string nameSpace)
{
NameSpace = nameSpace;
string fullAppName = $"ExcelAPI-{ApplicationHelper.Diagnostics("FileVersion")}";
try
{
//var stopwatch = new Stopwatch();
LogRef = Reference <ILogger> .Create(new TraceLogger(true));
//stopwatch.Start();
CoreClientFactory factory = new CoreClientFactory(LogRef)
.SetEnv("DEV")
.SetApplication(Assembly.GetExecutingAssembly())
.SetProtocols(WcfConst.AllProtocolsStr);
_client = factory.SetServers("localhost").Create();
Cache = _client.CreateCache();
Log(LogRef.Target, "Starting...", fullAppName, "StartUp");
}
catch (System.Exception excp)
{
LogRef.Target.Log(excp);
}
}
public static IQRMarketDataProvider Create(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
{
return(new SimulatorPlugin(logger, client, consumer));
}
public MdpNab(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
: base(logger, client, MDSProviderId.nabCurveDb, consumer)
{
}
public void TestServerBridge()
{
// required environment:
// - local env (eg. DEV) server
// - lower env (eg. UTT) server
// creates the bridge, and check all messages published
// in local env are re-published correctly in lower env
EnvId localEnvId = EnvId.Dev_Development;
string localEnvName = EnvHelper.EnvName(localEnvId);
EnvId lowerEnvId = (localEnvId - 1);
string lowerEnvName = EnvHelper.EnvName(lowerEnvId);
int localPort = 9214;
int lowerPort = 9114;
using (Reference <ILogger> loggerRef = Reference <ILogger> .Create(new TraceLogger(true)))
{
CoreClientFactory clientfactory = new CoreClientFactory(loggerRef);
using (CoreServer localServer =
new CoreServer(loggerRef, localEnvName, NodeType.Router, localPort))
using (CoreServer lowerServer =
new CoreServer(loggerRef, lowerEnvName, NodeType.Router, lowerPort))
{
// start servers
localServer.Start();
lowerServer.Start();
// create clients
using (Reference <ICoreClient> localClientRef = Reference <ICoreClient> .Create(clientfactory.SetEnv(localEnvName).SetServers("localhost:" + localPort).Create()))
using (ICoreClient lowerClient = clientfactory.SetEnv(lowerEnvName).SetServers("localhost:" + lowerPort).Create())
{
using (ServerBridge bridge = new ServerBridge())
{
bridge.LoggerRef = loggerRef;
bridge.Client = localClientRef;
bridge.TargetClient = lowerClient;
// test begins here
// - start the bridge
bridge.Start();
const int sendCount = 500;
const int maxWaitSeconds = 5;
long excpCount = 0;
long recdCount = 0;
// subscribe to objects on downstream server
ISubscription subs = lowerClient.Subscribe <TestData>(Expr.ALL,
delegate(ISubscription subscription, ICoreItem item)
{
// receiver
long count = Interlocked.Increment(ref recdCount);
try
{
TestData data = (TestData)item.Data;
//loggerRef.Target.LogDebug("Recd[{0}]", data.field2);
Assert.AreEqual <long>(count, data.field2);
}
catch (Exception)
{
Interlocked.Increment(ref excpCount);
}
}, null);
long sentCount = 0;
// publish n Server events
for (int i = 1; i <= sendCount; i++)
{
Interlocked.Increment(ref sentCount);
localClientRef.Target.SaveObject <TestData>(new TestData("Test", i), "Test", null, TimeSpan.MaxValue);
}
// wait for a short period
DateTimeOffset waitStart = DateTimeOffset.Now;
DateTimeOffset waitExpiry = waitStart.AddSeconds(maxWaitSeconds);
while ((Interlocked.Add(ref recdCount, 0) < Interlocked.Add(ref sentCount, 0)) &&
(DateTimeOffset.Now < waitExpiry) &&
(Interlocked.Add(ref excpCount, 0) == 0))
{
Thread.Sleep(TimeSpan.FromSeconds(1.0));
loggerRef.Target.LogDebug("Recd/Sent: {0}/{1} items...", Interlocked.Add(ref recdCount, 0), Interlocked.Add(ref sentCount, 0));
}
loggerRef.Target.LogDebug("Duration: {0}", (DateTimeOffset.Now - waitStart));
Assert.AreEqual <long>(0, excpCount);
Assert.AreEqual <long>(sendCount, recdCount);
// done
Assert.IsTrue(true);
}
}
}
}
}
private void Form1Load(object sender, EventArgs e)
{
// create loggers
_loggerRef = Reference <ILogger> .Create(new TextBoxLogger(txtMainLog));
// create client factory and client
_clientFactory = new CoreClientFactory(_loggerRef);
_clientFactory.SetEnv(BuildConst.BuildEnv);
_clientFactory.SetApplication(Assembly.GetExecutingAssembly());
_client = _clientFactory.Create();
// - form title
WinFormHelper.SetAppFormTitle(this, EnvHelper.EnvName(BuildEnv));
// setup the AlertRule view
_alertRuleViewHelper = new AlertRuleViewHelper();
_alertRuleDataHelper = new AlertRuleDataHelper();
_alertRuleFilters = new ComboxBoxFilterGroup(
panelAlertRule, _alertRuleViewHelper, AlertRuleSelectionChanged);
_alertRuleSelecter = new AlertRuleSelecter(
_alertRuleFilters, _alertRuleViewHelper, _alertRuleDataHelper);
_alertRuleView = new ListViewManager <AlertRule>(
_loggerRef.Target, lvAlertRule, _alertRuleViewHelper,
_alertRuleSelecter, _alertRuleFilters, new AlertRuleSorter(), _alertRuleDataHelper);
ICoreCache alertRuleCache = _client.CreateCache(
update => _alertRuleView.UpdateData(new ViewChangeNotification <AlertRule>
{
Change = update.Change,
OldData =
(AlertRule)update.OldItem?.Data,
NewData =
(AlertRule)update.NewItem?.Data
}), SynchronizationContext.Current);
alertRuleCache.SubscribeNoWait <AlertRule>(Expr.ALL, null, null);
// setup the AlertSignal view
_alertSignalViewHelper = new AlertSignalViewHelper();
_alertSignalDataHelper = new AlertSignalDataHelper();
_alertSignalFilters = new ComboxBoxFilterGroup(
panelAlertSignal, _alertSignalViewHelper, AlertSignalSelectionChanged);
_alertSignalSelecter = new AlertSignalSelecter(
_alertSignalFilters, _alertSignalViewHelper, _alertSignalDataHelper);
_alertSignalView = new ListViewManager <AlertSignal>(
_loggerRef.Target, lvAlertSignal, _alertSignalViewHelper,
_alertSignalSelecter, _alertSignalFilters, new AlertSignalSorter(), _alertSignalDataHelper);
ICoreCache alertSignalCache = _client.CreateCache(
update => _alertSignalView.UpdateData(new ViewChangeNotification <AlertSignal>
{
Change = update.Change,
OldData =
(AlertSignal)update.OldItem?.Data,
NewData =
(AlertSignal)update.NewItem?.Data
}), SynchronizationContext.Current);
alertSignalCache.SubscribeNoWait <AlertSignal>(Expr.ALL, null, null);
// setup the LogEvent view
_logEventViewHelper = new LogEventViewHelper();
_logEventDataHelper = new LogEventDataHelper();
_logEventFilters = new ComboxBoxFilterGroup(
panelLogEvent, _logEventViewHelper, LogEventSelectionChanged);
_logEventSelecter = new LogEventSelecter(
_logEventFilters, _logEventViewHelper, _logEventDataHelper);
_logEventView = new ListViewManager <DebugLogEvent>(
_loggerRef.Target, lvLogEvent, _logEventViewHelper,
_logEventSelecter, _logEventFilters, new LogEventSorter(), _logEventDataHelper);
ICoreCache logEventCache = _client.CreateCache(
update => _logEventView.UpdateData(new ViewChangeNotification <DebugLogEvent>
{
Change = update.Change,
OldData =
(DebugLogEvent)update.OldItem?.Data,
NewData =
(DebugLogEvent)update.NewItem?.Data
}), SynchronizationContext.Current);
logEventCache.SubscribeNoWait <DebugLogEvent>(Expr.ALL, null, null);
// init controls
// server 0
_serverAddress[0] = txtServer0Address;
_ping[0] = chkServer0Ping;
_lastChecked[0] = txtServer0LastChecked;
_lastReplied[0] = txtServer0LastReplied;
_serverStatus[0] = txtServer0Status;
_serverReason[0] = txtServer0OtherInfo;
// server 1
_serverAddress[1] = txtServer1Address;
_ping[1] = chkServer1Ping;
_lastChecked[1] = txtServer1LastChecked;
_lastReplied[1] = txtServer1LastReplied;
_serverStatus[1] = txtServer1Status;
_serverReason[1] = txtServer1OtherInfo;
// server 2
_serverAddress[2] = txtServer2Address;
_ping[2] = chkServer2Ping;
_lastChecked[2] = txtServer2LastChecked;
_lastReplied[2] = txtServer2LastReplied;
_serverStatus[2] = txtServer2Status;
_serverReason[2] = txtServer2OtherInfo;
// server 3
_serverAddress[3] = txtServer3Address;
_ping[3] = chkServer3Ping;
_lastChecked[3] = txtServer3LastChecked;
_lastReplied[3] = txtServer3LastReplied;
_serverStatus[3] = txtServer3Status;
_serverReason[3] = txtServer3OtherInfo;
// server 4
_serverAddress[4] = txtServer4Address;
_ping[4] = chkServer4Ping;
_lastChecked[4] = txtServer4LastChecked;
_lastReplied[4] = txtServer4LastReplied;
_serverStatus[4] = txtServer4Status;
_serverReason[4] = txtServer4OtherInfo;
// server 5
_serverAddress[5] = txtServer5Address;
_ping[5] = chkServer5Ping;
_lastChecked[5] = txtServer5LastChecked;
_lastReplied[5] = txtServer5LastReplied;
_serverStatus[5] = txtServer5Status;
_serverReason[5] = txtServer5OtherInfo;
for (int i = 0; i < NServers; i++)
{
_lastChecked[i].BackColor = Color.FromKnownColor(KnownColor.Window);
_lastReplied[i].BackColor = Color.FromKnownColor(KnownColor.Window);
_serverStatus[i].BackColor = Color.FromKnownColor(KnownColor.Window);
_serverReason[i].BackColor = Color.FromKnownColor(KnownColor.Window);
}
}
public NetworkLogger(ICoreClient client, string prefix)
: base(prefix, null)
{
_client = client ?? throw new ArgumentNullException(nameof(client));
Format = "{prefix}{indent}{text}{suffix}";
}
//private readonly IDictionary<Guid, BloombergRequestMap> _SubsMapExternal;
public MdpBloomberg(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
: base(logger, client, MDSProviderId.Bloomberg, consumer)
{
}
public void ConvertQuotedAssetSetsToDiscountCurveDefinition()
{
using (var logger = Reference <ILogger> .Create(new TraceLogger(true)))
{
using (ICoreClient client = (new CoreClientFactory(logger)).SetEnv(BuildConst.BuildEnv).Create())
{
const string instrument = "LIBOR";
const string seniority = "SENIOR";
foreach (string ccy in "AUD;USD;EUR;NZD;GBP".Split(';'))
{
foreach (string marketName in CurveConst.QR_LIVE.Split(';'))
{
//foreach (string tenor in "3M".Split(';'))
{
//string indexName = String.Format("{0}-{1}", ccy, index);
string curveName = $"{ccy}-{instrument}-{seniority}";
string qasItemName = $"Orion.V5r3.MarketData.{marketName}.DiscountCurve.{curveName}";
// outputs
string curveItemName =
$"Orion.V5r3.Configuration.PricingStructures.{marketName}.DiscountCurve.{curveName}";
var marketData = client.LoadObject <QuotedAssetSet>(qasItemName);
if (marketData != null)
{
// strip out market quote values
foreach (var tradeItem in marketData.assetQuote)
{
foreach (var quote in tradeItem.quote)
{
if (quote.measureType.Value == "MarketQuote")
{
quote.valueSpecified = false;
quote.value = 0.0m;
}
}
}
var curveDef = new Market
{
id = curveName,
Items = new PricingStructure[] { new YieldCurve {
id = curveName
} },
Items1 = new PricingStructureValuation[] {
new YieldCurveValuation {
id = curveName, inputs = marketData
}
}
};
var curveProps = new NamedValueSet();
curveProps.Set(CurveProp.Market, marketName);
curveProps.Set(CurveProp.PricingStructureType, "DiscountCurve");
//curveProps.Set(CurveProp.IndexName, indexName);
//curveProps.Set(CurveProp.IndexTenor, tenor);
curveProps.Set("CreditInstrumentId", instrument);
curveProps.Set("CreditSeniority", seniority);
curveProps.Set(CurveProp.CurveName, curveName);
curveProps.Set("Algorithm", "FastLinearZero");
curveProps.Set(CurveProp.Currency1, ccy);
curveProps.Set(CurveProp.DataGroup, "Orion.V5r3.Configuration.PricingStructureType");
curveProps.Set("SourceSystem", "Orion");
curveProps.Set("Function", "Configuration");
curveProps.Set("Type", CurveProp.PricingStructureType);
curveProps.Set(CurveProp.UniqueIdentifier, curveItemName);
client.SaveObject(curveDef, curveItemName, curveProps, TimeSpan.MaxValue);
}
}
}
}
}
}
}
public CoreItemCache(Guid cacheId, ICoreClient client)
{
_cacheId = cacheId;
_client = client;
}
public MdpGlobalIB(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
: base(logger, client, MDSProviderId.GlobalIB, consumer)
{
}
public UnitTestEnvironment(ILogger logger)
{
_client = new PrivateCore(logger);
_cache = _client.CreateCache();
}
public TradeRevalServer(ILogger logger, ICoreClient client)
: base(logger, client)
{
}
public SimulatorPlugin(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
: base(logger, client, MDSProviderId.Simulator, consumer)
{
}
private void ConnectButton_Click(object sender, EventArgs e)
{
try
{
StatusBar.Text = "Trying to connect to the Core...";
AgentList.Items.Clear();
if (String.IsNullOrEmpty(UserNameBox.Text) || String.IsNullOrEmpty(PasswordBox.Text))
{
_coreClient = GetDefaultCoreClient(ServerBox.Text, 8006);
}
else
{
_coreClient = GetFullCoreClient(ServerBox.Text, 8006, UserNameBox.Text, PasswordBox.Text);
}
StatusBar.Text = "Getting protected agents";
var protectedAgents = _coreClient.AgentsManagement.GetProtectedAgents();
StatusBar.Text = "Updating agents list";
foreach (var Agent in protectedAgents)
{
var agentInfo = _coreClient.AgentsManagement.GetAgentInfo(Agent.Id.ToString());
//var agentDetails = _coreClient.AgentsManagement.GetAgentDetails(Agent.Id.ToString());
// var agentDetails = _coreClient.AgentsManagement.GetAgentDetails(Agent.Id.ToString());
var hostName = agentInfo.Descriptor.HostUri.Host;
AgentList.Items.Add(hostName);
}
StatusBar.Text = "Connected to " + ServerBox.Text;
RestartButton.Enabled = Enabled;
UpdateButton.Enabled = Enabled;
}
catch (Exception ex)
{
MessageBox.Show("Something went wrong:\n\n"+ ex);
}
}
public static IQRMarketDataProvider Create(ILogger logger, ICoreClient client, ConsumerDelegate consumer)
{
return(new MdpBloomberg(logger, client, consumer));
}
public AccountController(IAuthenticationManager authenticationManager, ICoreClient coreClient)
{
_authenticationManager = authenticationManager;
_coreClient = coreClient;
}