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@glue42/bbg-market-data

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

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import { __awaiter } from "tslib"; import { generateId } from "../utils"; import { SessionLifetime } from "./types/session-lifetime"; import { Session } from "./types/session"; import { BloombergSession } from "./types"; import { SessionInstance } from "../core/session-instance"; export class SessionsManager { constructor(mdfBridge, apiId, libConfigSettings, logger) { var _a, _b; this.mdfBridge = mdfBridge; this.apiId = apiId; this.libConfigSettings = libConfigSettings; this.logger = logger; this.sessionInstanceByName = new Map(); this.libConfigSessionOptions = ((_a = this.libConfigSettings) === null || _a === void 0 ? void 0 : _a.options) != null && typeof this.libConfigSettings.options === "object" ? this.libConfigSettings.options : undefined; this.libConfigIdentityOptions = ((_b = this.libConfigSettings) === null || _b === void 0 ? void 0 : _b.identityOptions) != null && typeof this.libConfigSettings.identityOptions === "object" ? this.libConfigSettings.identityOptions : undefined; this.dataRequestsSessionImpl = new SessionInstance(this.mdfBridge, this.configureBloombergSession({ name: Session.DataRequests, lifetime: SessionLifetime.Owned }), this.logger); this.largeHistoricalRequestsSessionImpl = new SessionInstance(this.mdfBridge, this.configureBloombergSession({ name: Session.LargeHistoricalRequests, lifetime: SessionLifetime.Owned }), this.logger); this.subscriptionsSession = new SessionInstance(this.mdfBridge, this.configureBloombergSession({ name: Session.RealTime, lifetime: SessionLifetime.Owned }), this.logger); } get all() { return Array.from(this.sessionInstanceByName.keys()); } createSession(settings) { return __awaiter(this, void 0, void 0, function* () { const bbgSession = this.configureBloombergSession(Object.assign(Object.assign({}, settings), { name: generateId(), lifetime: SessionLifetime.Owned })); this.sessionInstanceByName.set(bbgSession.name, new SessionInstance(this.mdfBridge, bbgSession, this.logger)); return Promise.resolve(bbgSession); }); } closeSession(sessionName) { return __awaiter(this, void 0, void 0, function* () { if (!this.sessionInstanceByName.has(sessionName)) { throw new Error("Either this session was closed or it was not created by this api instance."); } yield this.mdfBridge.closeSession(sessionName); this.sessionInstanceByName.delete(sessionName); }); } getNonSubscriptionReqSessionInstance(providedSession) { return this.getSessionInstance({ providedSession, requestKind: "non-subscription", }); } getSubscriptionReqSessionInstance(providedSession) { return this.getSessionInstance({ providedSession, requestKind: "subscription", }); } getSessionInstance({ providedSession, requestKind, }) { if (providedSession instanceof BloombergSession) { if (!this.sessionInstanceByName.has(providedSession.name)) { throw new Error("Either this session was closed or it was not created by this api instance."); } return this.sessionInstanceByName.get(providedSession.name); } if (providedSession === Session.CreateNew) { const shortLivedSessionConfig = this.configureBloombergSession({ name: generateId(), lifetime: SessionLifetime.RefCounted, }); return new SessionInstance(this.mdfBridge, shortLivedSessionConfig, this.logger); } if (requestKind === "non-subscription") { return providedSession === Session.LargeHistoricalRequests ? this.largeHistoricalRequestsSessionImpl : this.dataRequestsSessionImpl; } return this.subscriptionsSession; } configureBloombergSession(settings) { var _a, _b; const name = this.decorateSessionName(settings.name); const lifetime = (_a = settings === null || settings === void 0 ? void 0 : settings.lifetime) !== null && _a !== void 0 ? _a : SessionLifetime.Owned; let identityOptions = (settings === null || settings === void 0 ? void 0 : settings.identityOptions) != null && typeof settings.identityOptions === "object" ? settings.identityOptions : this.libConfigIdentityOptions; if (identityOptions) { identityOptions = Object.assign(Object.assign({}, identityOptions), { authUser: (_b = identityOptions === null || identityOptions === void 0 ? void 0 : identityOptions.authUser) !== null && _b !== void 0 ? _b : {} }); } const options = (settings === null || settings === void 0 ? void 0 : settings.options) != null && typeof settings.options === "object" ? settings.options : this.libConfigSessionOptions; return new BloombergSession(name, lifetime, options, identityOptions); } decorateSessionName(name) { return `${name}_${this.apiId}`; } }