they usually inject venom containing protein and other substance that might cause you allergic reaction,might be immediate or delayed so be prepared for it by taking anti allergic medication while you sleep once a day.calamine lotion also helps control itching.
do some blood testing and urine routine testing to make sure they are not harmful.
For control always use long sleeves shirts,trousers.you can also use insect repellants that can be bought in any medical stores.