Implement Application Insights in Code as the HttpModule does

Global.asax.cs

    // Constants stolen from 
    // https://github.com/Microsoft/ApplicationInsights-dotnet-server/blob/v2.2.0/Src/Web/Web.Shared.Net/Implementation/RequestTrackingConstants.cs
    internal static class RequestTrackingConstants
    {
        /// <summary>
        /// Name of the HttpContext item containing RequestTelemetry object.
        /// </summary>
        internal const string RequestTelemetryItemName = "Microsoft.ApplicationInsights.RequestTelemetry";

        internal const string EndRequestCallFlag = "Microsoft.ApplicationInsights.EndRequestCallFlag";

        /// <summary>
        /// Type name for the transfer handler. This handler is used to enable extension(less) URI 
        /// and it produces extra request, which should not be counted.
        /// </summary>
        internal const string TransferHandlerType = "System.Web.Handlers.TransferRequestHandler";

        /// <summary>
        /// The name of the cookie which holds authenticated user context information.
        /// </summary>
        internal const string WebAuthenticatedUserCookieName = "ai_authUser";
    }


    public class MvcApplication : System.Web.HttpApplication
    {
        private RequestTrackingTelemetryModule requestModule;
        private ExceptionTrackingTelemetryModule exceptionModule;

        /// <summary>
        /// Indicates if module initialized successfully.
        /// </summary>
        private bool isEnabled = true;


        protected void Application_Start()
        {
            try
            {
                // The call initializes TelemetryConfiguration that will create and Intialize modules
                TelemetryConfiguration configuration = TelemetryConfiguration.Active;

                foreach (var module in TelemetryModules.Instance.Modules)
                {
                    if (module is RequestTrackingTelemetryModule)
                    {
                        this.requestModule = (RequestTrackingTelemetryModule)module;
                    }
                    else
                    {
                        if (module is ExceptionTrackingTelemetryModule)
                        {
                            this.exceptionModule = (ExceptionTrackingTelemetryModule)module;
                        }
                    }
                }
            }
            catch (Exception exc)
            {
                this.isEnabled = false;
                // TODO Log this exception
                // In the SDK we log this to our logger
                // This exception means that something went wrong when trying to access the TelemetryModules instance
            }

        }


        protected void Application_BeginRequest(object sender, EventArgs e)
        {
            // Set the stream filter to be your custom filter
            if (this.isEnabled)
            {
                HttpApplication httpApplication = (HttpApplication)sender;

                this.TraceCallback("OnBegin", httpApplication);

                if (this.requestModule != null)
                {
                    this.requestModule.OnBeginRequest(httpApplication.Context);
                }
            }
        }

        protected void Application_EndRequest(object sender, EventArgs eventArgs)
        {
            if (this.isEnabled)
            {
                var httpApplication = (HttpApplication)sender;
                this.TraceCallback("OnEndRequest", httpApplication);

                if (this.IsFirstRequest(httpApplication))
                {
                    if (this.exceptionModule != null)
                    {
                        this.exceptionModule.OnError(httpApplication.Context);
                    }

                    if (this.requestModule != null)
                    {
                        this.requestModule.OnEndRequest(httpApplication.Context);
                    }
                }
                else
                {
                    // Request was filtered out by the config file
                }
            }
        }

        private bool IsFirstRequest(HttpApplication application)
        {
            var firstRequest = true;
            try
            {
                if (application.Context != null)
                {
                    firstRequest = application.Context.Items[RequestTrackingConstants.EndRequestCallFlag] == null;
                    if (firstRequest)
                    {
                        application.Context.Items.Add(RequestTrackingConstants.EndRequestCallFlag, true);
                    }
                }
            }
            catch (Exception exc)
            {
                // TODO Do something with this exception
                // This means that 
            }

            return firstRequest;
        }

        private void TraceCallback(string callback, HttpApplication application)
        {
            // TODO Implement Some Local Tracing
            // In the acutal AI SDK They log to their implemented trace logger
            // The logger is sealed for some and internal for others
            // https://github.com/Microsoft/ApplicationInsights-dotnet-server/blob/v2.2.0/Src/Web/Web.Shared.Net/Implementation/WebEventSource.cs
        }

    }