Here my own results:
It seems to be possible, though with limitations. The class Microsoft.AnalysisServices.AdomdServer.Context
can provide you with the currentMember of each Hierarchy, however this does not work with Excel-Style-Subselects. It either contains a single member or the AllMember.
Another option is to get the MDX query using the dmv SELECT * FROM $System.DISCOVER_SESSIONS
. There will be a column on that view which contains the last mdx query for a given session. However in order to not overwrite your own last query, you will need to not use the current connection, but to open a new one. The session id can be obtained through Microsoft.AnalysisServices.AdomdServer.Context.CurrentConnection.SessionID
.
The second approach is ok for our use-case. It does not allow you to handle axes, since the udf-function has a cell-scope, but you don't know which cell you are in. If anyone of you knows anything about that last bit, please tell me. Thanks!