How to link exceptions to requests in Application Insights on Azure?

Question

We are using Owin on Azure for a REST service, and have to report to Application Insights directly. We want to log exceptions and requests. Right now we have this:

Answer 1

What I ended-up doing:

using AppFunc = Func, Task>;
public class InsightsReportMiddleware
{
    readonly AppFunc next;
    readonly TelemetryClient telemetryClient;

    public InsightsReportMiddleware(AppFunc next, TelemetryClient telemetryClient)
    {
        if (next == null)
        {
            throw new ArgumentNullException("next");
        }

        this.telemetryClient = telemetryClient;
        this.next = next;
    }

    public async Task Invoke(IDictionary environment)
    {
        var ctx = new OwinContext(environment);
        var rt = new RequestTelemetry()
        {
            Url = ctx.Request.Uri,
            HttpMethod = ctx.Request.Method,
            Name = ctx.Request.Path.ToString(),
            Timestamp = DateTimeOffset.Now
        };
        environment.Add("requestTelemetry", rt);

        var sw = new Stopwatch();
        sw.Start();
        await next(environment);
        sw.Stop();

        rt.ResponseCode = ctx.Response.StatusCode.ToString();
        rt.Success = ctx.Response.StatusCode < 400;
        rt.Duration = sw.Elapsed;
        telemetryClient.TrackRequest(rt);
    }
}

public class InsightsExceptionLogger : ExceptionLogger
{
    readonly TelemetryClient telemetryClient;

    public InsightsExceptionLogger(TelemetryClient telemetryClient)
    {
        this.telemetryClient = telemetryClient;            
    }

    public override Task LogAsync(ExceptionLoggerContext context, System.Threading.CancellationToken cancellationToken)
    {
        var owinContext = context.Request.GetOwinEnvironment();
        ExceptionTelemetry exceptionTelemetry = null;
        if (owinContext != null)
        {
            object obj;
            if (owinContext.TryGetValue("requestTelemetry", out obj))
            {
                var requestTelemetry = obj as RequestTelemetry;
                exceptionTelemetry = new ExceptionTelemetry(context.Exception)
                {
                    Timestamp = DateTimeOffset.Now
                };
                exceptionTelemetry.Context.Operation.Id = requestTelemetry.Id;
            }
        }

        if (exceptionTelemetry != null)
        {
            telemetryClient.TrackException(exceptionTelemetry);
        }
        else
        {
            telemetryClient.TrackException(context.Exception);                
        }

        return Task.FromResult