@glue42/bbg-market-data/dist/cjs/factory.js

A high-level API that wraps existing Glue42 Bloomberg Bridge Market Data interop methods. The API is based on the jBloomberg open source wrapper.

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
const tslib_1 = require("tslib");
const logger_1 = tslib_1.__importDefault(require("./logger"));
const generic_request_1 = tslib_1.__importDefault(require("./requests/generic-request"));
const historical_data_request_1 = tslib_1.__importDefault(require("./requests/historical-data-request"));
const reference_data_request_1 = tslib_1.__importDefault(require("./requests/reference-data-request"));
const instrument_list_request_1 = tslib_1.__importDefault(require("./requests/instrument-list-request"));
const field_list_request_1 = tslib_1.__importDefault(require("./requests/field-request/field-list-request"));
const field_search_request_1 = tslib_1.__importDefault(require("./requests/field-request/field-search-request"));
const user_entitlements_request_1 = tslib_1.__importDefault(require("./requests/user-entitlements-request"));
const intraday_bar_request_1 = tslib_1.__importDefault(require("./requests/intraday-bar-request"));
const intraday_tick_request_1 = tslib_1.__importDefault(require("./requests/intraday-tick-request"));
const snapshot_request_1 = tslib_1.__importDefault(require("./requests/snapshot-request"));
const mkt_data_subscription_1 = tslib_1.__importDefault(require("./requests/mkt-data-subscription"));
const sessions_manager_1 = require("./sessions/sessions-manager");
const mdf_bridge_1 = require("./bridge/mdf-bridge");
const version_1 = require("./version");
const utils_1 = require("./utils");
const connection_1 = require("./connection/connection");
const constants_1 = require("./constants");
const mergeProtocolMethods = (override, defaults) => {
    const overrides = typeof override === "function" ? override(constants_1.ProtocolMethodsDefault) : {};
    return Object.assign(Object.assign({}, defaults), overrides);
};
/**
 * A factory function the creates a new **BBG Market Data** API instance.
 * @param interop - Interop instance to connect the library to the Bloomberg bridge.
 * @param config - Library configuration.
 */
function default_1(interop, config) {
    /**
     *  Used as a unique identifier for each new api instance.
     */
    const apiId = utils_1.generateId();
    const logger = logger_1.default(apiId, config);
    // eslint-disable-next-line @typescript-eslint/no-unused-vars
    const _a = config !== null && config !== void 0 ? config : {}, { logger: _, overrideProtocolMethods } = _a, restConfig = tslib_1.__rest(_a, ["logger", "overrideProtocolMethods"]);
    logger === null || logger === void 0 ? void 0 : logger.info(`Glue42 BBG Market Data (${apiId}) v.${version_1.version}. Config: ${JSON.stringify(restConfig)}`);
    const protocolMethods = mergeProtocolMethods(overrideProtocolMethods, constants_1.ProtocolMethodsDefault);
    logger === null || logger === void 0 ? void 0 : logger.info(`Protocol methods: ${JSON.stringify(protocolMethods)}`);
    const mdfBridge = new mdf_bridge_1.MdfBridge(interop, apiId, version_1.version, protocolMethods, logger);
    const sessionManager = new sessions_manager_1.SessionsManager(mdfBridge, apiId, config === null || config === void 0 ? void 0 : config.sessionSettings, logger);
    const connection = new connection_1.Connection(mdfBridge, config === null || config === void 0 ? void 0 : config.connectionPeriodMsecs);
    const factories = {
        createGenericRequest: generic_request_1.default(sessionManager),
        createHistoricalDataRequest: historical_data_request_1.default(sessionManager),
        createReferenceDataRequest: reference_data_request_1.default(sessionManager),
        createInstrumentListRequest: instrument_list_request_1.default(sessionManager),
        createFieldListRequest: field_list_request_1.default(sessionManager),
        createFieldSearchRequest: field_search_request_1.default(sessionManager),
        createUserEntitlementsRequest: user_entitlements_request_1.default(sessionManager),
        createIntraDayBarRequest: intraday_bar_request_1.default(sessionManager),
        createIntraDayTickRequest: intraday_tick_request_1.default(sessionManager),
        createSnapshotRequest: snapshot_request_1.default(sessionManager),
        createMarketDataRequest: mkt_data_subscription_1.default(sessionManager),
    };
    const sessionsApi = {
        get all() {
            return sessionManager.all;
        },
        close(session) {
            return sessionManager.closeSession(session);
        },
        create(settings) {
            return sessionManager.createSession(settings);
        },
    };
    const ready = (() => tslib_1.__awaiter(this, void 0, void 0, function* () {
        yield mdfBridge.ready();
    }))();
    return Object.assign(Object.assign({ version: version_1.version, info: {
            apiId,
        }, ready }, factories), { sessions: sessionsApi, 
        /**
         * Whether the MDF API is connected.
         */
        onConnectionStatusChanged: connection.onConnectionStatusChanged.bind(connection) });
}
exports.default = default_1;
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