@Override
public MutableFudgeMsg buildMessage(FudgeSerializer serializer, CalculationJobItem object) {
MutableFudgeMsg msg = serializer.newMessage();
ComputationTargetSpecification computationTargetSpecification =
object.getComputationTargetSpecification();
if (computationTargetSpecification != null) {
MutableFudgeMsg specMsg = serializer.objectToFudgeMsg(computationTargetSpecification);
for (FudgeField fudgeField : specMsg.getAllFields()) {
msg.add(fudgeField);
}
}
String functionUniqueIdentifier = object.getFunctionUniqueIdentifier();
if (functionUniqueIdentifier != null) {
msg.add(FUNCTION_UNIQUE_ID_FIELD_NAME, functionUniqueIdentifier);
}
FunctionParameters functionParameters = object.getFunctionParameters();
if (functionParameters != null) {
serializer.addToMessageWithClassHeaders(
msg, FUNCTION_PARAMETERS_FIELD_NAME, null, functionParameters);
}
long[] inputs = object.getInputIdentifiers();
msg.add(INPUT_FIELD_NAME, inputs);
for (ValueRequirement desiredValue : object.getDesiredValues()) {
serializer.addToMessage(msg, DESIRED_VALUE_FIELD_NAME, null, desiredValue);
}
return msg;
}
protected void encodeMarketDataAliases(
final FudgeSerializer serializer,
final MutableFudgeMsg msg,
final Map<ValueSpecification, Collection<ValueSpecification>> marketDataEntries) {
final MutableFudgeMsg msgRequirements = msg.addSubMessage(MARKET_DATA_REQUIREMENTS_FIELD, null);
final MutableFudgeMsg msgAliases = msg.addSubMessage(MARKET_DATA_ALIASES_FIELD, null);
for (final Map.Entry<ValueSpecification, Collection<ValueSpecification>> requirement :
marketDataEntries.entrySet()) {
final ValueSpecification marketData = requirement.getKey();
serializer.addToMessage(msgRequirements, null, null, marketData);
if (requirement.getValue().size() == 1) {
final ValueSpecification alias = requirement.getValue().iterator().next();
if (alias.equals(marketData)) {
msgAliases.add(null, null, IndicatorType.INSTANCE);
} else {
serializer.addToMessage(msgAliases, null, null, alias);
}
} else {
final MutableFudgeMsg aliases = msgAliases.addSubMessage(null, null);
aliases.add(null, 0, "list");
for (ValueSpecification alias : requirement.getValue()) {
if (alias.equals(marketData)) {
msgAliases.add(null, null, IndicatorType.INSTANCE);
} else {
serializer.addToMessage(aliases, null, null, alias);
}
}
}
}
}
public MutableFudgeMsg toFudgeMsg(final FudgeSerializer context) {
final MutableFudgeMsg msg = context.newMessage();
for (Map.Entry<ExternalIdBundle, HistoricalTimeSeries> data : _timeSeries.entrySet()) {
context.addToMessageWithClassHeaders(msg, null, 1, data.getKey(), ExternalIdBundle.class);
context.addToMessageWithClassHeaders(
msg, null, 2, data.getValue(), HistoricalTimeSeries.class);
}
return msg;
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final StandardSmileSurfaceDataBundle object) {
serializer.addToMessage(message, FORWARD_CURVE_FIELD_NAME, null, object.getForwardCurve());
serializer.addToMessage(message, EXPIRIES_FIELD_NAME, null, object.getExpiries());
serializer.addToMessage(message, STRIKES_FIELD_NAME, null, object.getStrikes());
serializer.addToMessage(message, VOLS_FIELD_NAME, null, object.getVolatilities());
serializer.addToMessage(message, IS_CALL_FIELD_NAME, null, object.isCallData());
}
@Override
public MutableFudgeMsg buildMessage(
FudgeSerializer serializer, SimpleHistoricalTimeSeries object) {
final MutableFudgeMsg message = serializer.newMessage();
if (object.getUniqueId() != null) {
serializer.addToMessage(message, UNIQUE_ID_FIELD_NAME, null, object.getUniqueId());
}
if (object.getTimeSeries() != null) {
serializer.addToMessage(message, TIMESERIES_FIELD_NAME, null, object.getTimeSeries());
}
return message;
}
@Override
public MutableFudgeMsg buildMessage(
final FudgeSerializer serializer, final CompiledViewCalculationConfiguration object) {
final MutableFudgeMsg msg = serializer.newMessage();
serializer.addToMessage(msg, NAME_FIELD, null, object.getName());
encodeComputationTargets(serializer, msg, object.getComputationTargets());
encodeTerminalOutputSpecifications(serializer, msg, object.getTerminalOutputSpecifications());
encodeMarketDataAliases(serializer, msg, object.getMarketDataAliases());
encodeMarketDataSelections(serializer, msg, object.getMarketDataSelections());
encodeMarketDataFunctionParams(
serializer, msg, object.getMarketDataSelectionFunctionParameters());
return msg;
}
@Override
public MutableFudgeMsg buildMessage(
FudgeSerializer serializer, ViewCalculationResultModel resultModel) {
final MutableFudgeMsg message = serializer.newMessage();
final Collection<ComputationTargetSpecification> targets = resultModel.getAllTargets();
for (ComputationTargetSpecification target : targets) {
final Collection<ComputedValue> values = resultModel.getAllValues(target);
for (ComputedValue value : values) {
serializer.addToMessage(message, null, null, value);
}
}
return message;
}
protected void encodeTerminalOutputSpecifications(
final FudgeSerializer serializer,
final MutableFudgeMsg msg,
final Map<ValueSpecification, Set<ValueRequirement>> outputs) {
final MutableFudgeMsg submsg = msg.addSubMessage(TERMINAL_OUTPUT_SPECIFICATIONS_FIELD, null);
for (final Map.Entry<ValueSpecification, Set<ValueRequirement>> output : outputs.entrySet()) {
serializer.addToMessage(submsg, null, MAP_KEY, output.getKey());
final MutableFudgeMsg submsg2 = submsg.addSubMessage(null, MAP_VALUE);
for (final ValueRequirement requirement : output.getValue()) {
serializer.addToMessage(submsg2, null, null, requirement);
}
}
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final InflationProviderDiscount object) {
serializer.addToMessageWithClassHeaders(
message, YIELD_CURVES_FIELD, null, object.getMulticurveProvider());
final Map<IndexPrice, PriceIndexCurve> priceIndexCurves = object.getPriceIndexCurves();
for (final Map.Entry<IndexPrice, PriceIndexCurve> entry : priceIndexCurves.entrySet()) {
serializer.addToMessageWithClassHeaders(message, PRICE_INDEX_FIELD, null, entry.getKey());
serializer.addToMessageWithClassHeaders(
message, PRICE_INDEX_CURVE_FIELD, null, entry.getValue());
}
}
public void toFudgeMsg(
final org.fudgemsg.mapping.FudgeSerializer serializer,
final org.fudgemsg.MutableFudgeMsg msg) {
if (_responses != null) {
for (com.opengamma.livedata.msg.EntitlementResponse fudge1 : _responses) {
final org.fudgemsg.MutableFudgeMsg fudge2 =
org.fudgemsg.mapping.FudgeSerializer.addClassHeader(
serializer.newMessage(),
fudge1.getClass(),
com.opengamma.livedata.msg.EntitlementResponse.class);
fudge1.toFudgeMsg(serializer, fudge2);
msg.add(RESPONSES_KEY, null, fudge2);
}
}
}
@Override
public MutableFudgeMsg buildMessage(
final FudgeSerializer serializer,
final BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider object) {
final MutableFudgeMsg message = serializer.newMessage();
FudgeSerializer.addClassHeader(
message, BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider.class);
message.add(PREFIX_FIELD_NAME, object.getFutureOptionPrefix());
message.add(POSTFIX_FIELD_NAME, object.getPostfix());
message.add(DATA_FIELD_NAME, object.getDataFieldName());
message.add(CALL_FIELD_NAME, object.useCallAboveStrike());
message.add(EXCHANGE_ID_FIELD_NAME, object.getExchangeIdName());
message.add(TICKER_SCHEME_NAME, object.getSchemeName());
return message;
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final CurveBuildingBlockBundle object) {
final Map<String, Pair<CurveBuildingBlock, DoubleMatrix2D>> data = object.getData();
for (final Map.Entry<String, Pair<CurveBuildingBlock, DoubleMatrix2D>> entry :
data.entrySet()) {
message.add(CURVE_NAME_FIELD, entry.getKey());
serializer.addToMessageWithClassHeaders(
message, BLOCK_FIELD, null, entry.getValue().getFirst());
serializer.addToMessageWithClassHeaders(
message, MATRIX_FIELD, null, entry.getValue().getSecond().getData());
}
}
@Override
protected void buildMessage(
final FudgeSerializer serializer, final MutableFudgeMsg message, final FXMatrix object) {
final Map<Currency, Integer> currencies = object.getCurrencies();
for (final Map.Entry<Currency, Integer> entry : currencies.entrySet()) {
message.add(CURRENCY_FIELD, entry.getKey().getCode());
message.add(ORDER_FIELD, entry.getValue());
}
final double[][] rates = object.getRates();
for (final double[] array : rates) {
message.add(ENTRIES_FIELD, array.length);
final MutableFudgeMsg msg = serializer.newMessage();
serializer.addToMessageWithClassHeaders(msg, ROW_FIELD, null, array);
message.add(FX_RATES_FIELD, msg);
}
}
/**
* Builds the message by serializing the specified object.
*
* <p>This method creates a new message and uses {@link #buildMessage(FudgeSerializer,
* MutableFudgeMsg, Object)} to populate it.
*
* @param serializer the serializer, not null
* @param object the object being serialized
* @return the created object, not null
*/
@Override
public final MutableFudgeMsg buildMessage(FudgeSerializer serializer, T object) {
final MutableFudgeMsg message = serializer.newMessage();
message.add(null, 0, object.getClass().getName());
buildMessage(serializer, message, object);
return message;
}
public MutableFudgeMsg toFudgeMsg(final FudgeSerializer context) {
final MutableFudgeMsg msg = context.newMessage();
for (Map.Entry<String, Entry> entry : _data.entrySet()) {
msg.add(entry.getKey(), entry.getValue().toFudgeMsg(context));
}
return msg;
}
private void testFudgeMessage(final ManageableTrade obj) {
final FudgeSerializer serializer = new FudgeSerializer(s_fudgeContext);
FudgeMsg msg = serializer.objectToFudgeMsg(obj);
s_logger.debug("ManageableTrade {}", obj);
s_logger.debug("Encoded to {}", msg);
final byte[] bytes = s_fudgeContext.toByteArray(msg);
msg = s_fudgeContext.deserialize(bytes).getMessage();
s_logger.debug("Serialised to {}", msg);
final ManageableTrade decoded = s_fudgeContext.fromFudgeMsg(ManageableTrade.class, msg);
s_logger.debug("Decoded to {}", decoded);
if (!obj.equals(decoded)) {
s_logger.warn("Expected {}", obj);
s_logger.warn("Received {}", decoded);
fail();
}
}
/**
* Adds an object to the specified message if non-null. This handles object hierarchies.
*
* @param <T> the declared type
* @param serializer the serializer, not null
* @param msg the msg to populate, not null
* @param fieldName the field name, may be null
* @param value the value, null ignored
* @param declaredType the declared Java type of the field, not null
*/
protected static <T> void addToMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg msg,
final String fieldName,
final T value,
final Class<T> declaredType) {
if (value != null) {
MutableFudgeMsg subMsg = serializer.newMessage();
FudgeSerializer.addClassHeader(subMsg, value.getClass(), declaredType);
FudgeMsg builtMsg = serializer.objectToFudgeMsg(value);
for (FudgeField field : builtMsg) {
subMsg.add(field);
}
msg.add(fieldName, null, subMsg);
}
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final DoubleMatrix2D object) {
serializer.addToMessage(message, DATA_FIELD_NAME, null, object.getData());
}
public static MutableFudgeMsg toFudgeMsg(
final FudgeSerializer serializer, final FlexiDateTime object) {
if (object == null) {
return null;
}
final MutableFudgeMsg msg = serializer.newMessage();
toFudgeMsg(serializer, object, msg);
return msg;
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final YieldCurveBundle object) {
serializer.addToMessageWithClassHeaders(
message, FX_MATRIX_FIELD_NAME, null, object.getFxRates());
for (final String curve : object.getAllNames()) {
serializer.addToMessageWithClassHeaders(
message, CURVES_FIELD_NAME, null, object.getCurve(curve));
serializer.addToMessageWithClassHeaders(message, CURVES_NAME_FIELD_NAME, null, curve);
}
for (Map.Entry<String, Currency> ccyEntry : object.getCurrencyMap().entrySet()) {
serializer.addToMessage(message, CURRENCY_CURVE_FIELD_NAME, null, ccyEntry.getKey());
serializer.addToMessageWithClassHeaders(
message, CURRENCY_FIELD_NAME, null, ccyEntry.getValue());
}
}
protected void encodeComputationTargets(
final FudgeSerializer serializer,
final MutableFudgeMsg msg,
final Set<ComputationTargetSpecification> targets) {
final MutableFudgeMsg submsg = msg.addSubMessage(COMPUTATION_TARGETS_FIELD, null);
for (final ComputationTargetSpecification target : targets) {
serializer.addToMessage(submsg, null, null, target);
}
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final DoubleLabelledMatrix1D object) {
final MutableFudgeMsg msg = serializer.newMessage();
final Double[] keys = object.getKeys();
final Object[] labels = object.getLabels();
final double[] values = object.getValues();
for (int i = 0; i < object.size(); i++) {
msg.add(LABEL_TYPE_ORDINAL, labels[i].getClass().getName());
msg.add(KEY_ORDINAL, keys[i]);
serializer.addToMessage(msg, null, LABEL_ORDINAL, labels[i]);
msg.add(VALUE_ORDINAL, values[i]);
}
message.add(MATRIX_FIELD_NAME, msg);
}
public void fudgeEncoding() {
List<HistoricalTimeSeriesRatingRule> rules = new ArrayList<HistoricalTimeSeriesRatingRule>();
rules.add(HistoricalTimeSeriesRatingRule.of(DATA_SOURCE_NAME, "BLOOMBERG", 2));
rules.add(HistoricalTimeSeriesRatingRule.of(DATA_SOURCE_NAME, "REUTERS", 1));
rules.add(HistoricalTimeSeriesRatingRule.of(DATA_PROVIDER_NAME, "CMPL", 3));
HistoricalTimeSeriesRating inputConfig = HistoricalTimeSeriesRating.of(rules);
FudgeSerializer serializationContext = new FudgeSerializer(s_fudgeContext);
MutableFudgeMsg inputMsg = serializationContext.objectToFudgeMsg(inputConfig);
FudgeMsg outputMsg =
s_fudgeContext.deserialize(s_fudgeContext.toByteArray(inputMsg)).getMessage();
assertNotNull(outputMsg);
assertEquals(3, outputMsg.getNumFields());
FudgeDeserializer deserializationContext = new FudgeDeserializer(s_fudgeContext);
HistoricalTimeSeriesRating outputConfig =
deserializationContext.fudgeMsgToObject(HistoricalTimeSeriesRating.class, outputMsg);
assertEquals(inputConfig, outputConfig);
}
/**
* Adds an object to the specified message if non-null.
*
* @param <T> the declared type
* @param msg the msg to populate, not null
* @param fieldName the field name, may be null
* @param objectMsg the object converted to a message, null ignored
* @param value the value, null ignored
* @param declaredType the declared Java type of the field, not null
*/
protected static <T> void addToMessage(
final MutableFudgeMsg msg,
final String fieldName,
final FudgeMsg objectMsg,
final T value,
final Class<T> declaredType) {
if (objectMsg != null) {
FudgeSerializer.addClassHeader((MutableFudgeMsg) objectMsg, value.getClass(), declaredType);
msg.add(fieldName, null, objectMsg);
}
}
protected static MutableFudgeMsg buildMessageImpl(
final FudgeSerializer serializer, final Position position) {
final MutableFudgeMsg message = serializer.newMessage();
if (position.getUniqueId() != null) {
serializer.addToMessage(message, FIELD_UNIQUE_ID, null, position.getUniqueId());
}
if (position.getQuantity() != null) {
message.add(FIELD_QUANTITY, null, position.getQuantity());
}
if (position.getSecurityLink().getExternalId().size() > 0) {
serializer.addToMessage(
message, FIELD_SECURITYKEY, null, position.getSecurityLink().getExternalId());
}
if (position.getSecurityLink().getObjectId() != null) {
serializer.addToMessage(
message, FIELD_SECURITYID, null, position.getSecurityLink().getObjectId());
}
encodeTrades(message, serializer, position.getTrades());
return message;
}
private static void encodeTrades(
final MutableFudgeMsg message,
final FudgeSerializer serializer,
final Collection<Trade> trades) {
if (!trades.isEmpty()) {
final MutableFudgeMsg msg = serializer.newMessage();
for (Trade trade : trades) {
msg.add(null, null, TradeBuilder.buildMessageImpl(serializer, trade));
}
message.add(FIELD_TRADES, msg);
}
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final StringLabelledMatrix1D object) {
final MutableFudgeMsg msg = serializer.newMessage();
final String[] keys = object.getKeys();
final double[] values = object.getValues();
for (int i = 0; i < object.size(); i++) {
msg.add(KEY_ORDINAL, keys[i]);
msg.add(VALUE_ORDINAL, values[i]);
}
message.add(MATRIX_FIELD_NAME, msg);
}
@Override
protected void buildMessage(
final FudgeSerializer serializer,
final MutableFudgeMsg message,
final MulticurveProviderDiscount object) {
final Map<Currency, YieldAndDiscountCurve> discountingCurves = object.getDiscountingCurves();
for (final Map.Entry<Currency, YieldAndDiscountCurve> entry : discountingCurves.entrySet()) {
message.add(CURRENCY_FIELD, entry.getKey().getCode());
serializer.addToMessageWithClassHeaders(
message, DISCOUNTING_CURVE_FIELD, null, entry.getValue());
}
final Map<IborIndex, YieldAndDiscountCurve> forwardIborCurves = object.getForwardIborCurves();
for (final Map.Entry<IborIndex, YieldAndDiscountCurve> entry : forwardIborCurves.entrySet()) {
serializer.addToMessageWithClassHeaders(message, INDEX_IBOR_FIELD, null, entry.getKey());
serializer.addToMessageWithClassHeaders(message, INDEX_IBOR_CURVE, null, entry.getValue());
}
final Map<IndexON, YieldAndDiscountCurve> forwardONCurves = object.getForwardONCurves();
for (final Map.Entry<IndexON, YieldAndDiscountCurve> entry : forwardONCurves.entrySet()) {
serializer.addToMessageWithClassHeaders(message, INDEX_ON_FIELD, null, entry.getKey());
serializer.addToMessageWithClassHeaders(
message, OVERNIGHT_CURVE_FIELD, null, entry.getValue());
}
serializer.addToMessageWithClassHeaders(message, FX_MATRIX_FIELD, null, object.getFxRates());
}
public MutableFudgeMsg toFudgeMsg(final FudgeSerializer serializer) {
final MutableFudgeMsg msg = serializer.newMessage();
msg.add("structureId", _structureId);
return msg;
}
@Override
public MutableFudgeMsg buildMessage(FudgeSerializer serializer, EquitySecurity object) {
final MutableFudgeMsg msg = serializer.newMessage();
EquitySecurityFudgeBuilder.toFudgeMsg(serializer, object, msg);
return msg;
}