PowerBI Embedded problem with Direct Query on Azure SQL

Here is the code I have used successfully.

static void UpdateAzureSqlDataSource(string workspaceCollectionName, string workspaceId, string datasetId) {
      using (var client = CreatePowerBIClient()) {
        IList<Dataset> datasets = client.Datasets.GetDatasetsAsync(workspaceCollectionName, workspaceId).Result.Value;
        foreach (Dataset dataset in datasets) {
          if (dataset.Name == datasetId) {
            var datasources = client.Datasets.GetGatewayDatasourcesAsync(workspaceCollectionName, workspaceId, dataset.Id).Result;
            // Reset your connection credentials
            var delta = new GatewayDatasource {
              CredentialType = "Basic",
              BasicCredentials = new BasicCredentials {
                Username = azureSqlUser,
                Password = azureSqlPassword
              }
            };
            // Update the datasource with the specified credentials
            client.Gateways.PatchDatasourceAsync(workspaceCollectionName, 
                                                 workspaceId, 
                                                 datasources.Value[0].GatewayId, 
                                                 datasources.Value[0].Id,
                                                 delta).Wait();
          }
        }
      }
    }

Here is the flow when you already know the datset name dataset:

1. Call client.Datasets.GetDatasetsAsync and get all datsets in workspace
2. Enumerate through datsets and find dataset and dataset ID of dataset with matching name
3. Call client.Datasets.GetGatewayDatasourcesAsync and pass dataset ID to get datasource ID you need to update
4. Call to GetGatewayDatasourcesAsync to get datasource
5. Note that datasource is accessible through datasources.Value[0].
6. The datasources.Value[0] object has an ID property for datasource ID
7. The datasources.Value[0] object has an GatewayID property for gateway ID
8. Create GatewayDatasource object to servie as input parameter with credentials
9. Pass GatewayDatasource object in call to client.Gateways.PatchDatasourceAsync