Part of extending the Sitecore Commerce Engine and modifying one of its endpoints or adding a new endpoint, you will need to regenerate the Sitecore.Commerce.Proxy assembly.
A Visual Studio project is included in the SDK that contains a version of the Sitecore.Commerce.Proxy assembly that ships with the product. If extending this, you should include it in your solution and proceed to using the supplied T4 templates to generate the necessary OData client proxy infrastructure.
A few partners I’ve been working with have ran into the issue below so just be aware of it and the resolution:
<p>Severity Code Description Project File Line Suppression StateError An exception was thrown while trying to compile the transformation code. The following Exception was thrown: System.IO.FileNotFoundException: Could not find file 'C:Program Files (x86)Microsoft Visual Studio 14.0Common7IDEMicrosoft.OData.Client.dll'. File name: 'C:Program Files (x86)Microsoft Visual Studio 14.0Common7IDEMicrosoft.OData.Client.dll' at System.IO.__Error.WinIOError(Int32 errorCode, String maybeFullPath) at System.IO.FileStream.Init(String path, FileMode mode, FileAccess access, Int32 rights, Boolean useRights, FileShare share, Int32 bufferSize, FileOptions options, SECURITY_ATTRIBUTES secAttrs, String msgPath, Boolean bFromProxy, Boolean useLongPath, Boolean checkHost) at System.IO.FileStream..ctor(String path, FileMode mode, FileAccess access, FileShare share) at System.IO.File.OpenRead(String path) at Roslyn.Utilities.FileUtilities.OpenFileStream(String path) at Microsoft.CodeAnalysis.MetadataReference.CreateFromFile(String path, MetadataReferenceProperties properties, DocumentationProvider documentation) at Microsoft.VisualStudio.TextTemplating.CompilerBridge.<>c.<.ctor>b__15_0(String x) </p>
You need to install the ‘OData v4 Client Code Generator’ Visual Studio 2015 extension.