@Override
 public MutableFudgeMsg buildMessage(FudgeSerializationContext context, ZonedDateTime object) {
   final MutableFudgeMsg msg = context.newMessage();
   msg.add(ODT_FIELD_NAME, object.toOffsetDateTime());
   msg.add(ZONE_FIELD_NAME, object.getZone().getID());
   return msg;
 }
 @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);
         }
       }
     }
   }
 }
 @Override
 protected void buildMessage(
     final FudgeSerializer serializer, final MutableFudgeMsg message, final IndexON object) {
   message.add(CURRENCY_FIELD, object.getCurrency().getCode());
   message.add(NAME_FIELD, object.getName());
   message.add(DAY_COUNT_FIELD, object.getDayCount().getConventionName());
   message.add(PUBLICATION_LAG_FIELD, object.getPublicationLag());
 }
 @Override
 protected void buildMessage(
     final FudgeSerializer serializer,
     final MutableFudgeMsg message,
     final MoneynessPiecewiseSABRSurfaceFitter object) {
   message.add(TIME_FIELD_NAME, null, object.useLogTime());
   message.add(SPACE_FIELD_NAME, null, object.useIntegratedVariance());
   message.add(LAMBDA_FIELD_NAME, null, object.getLambda());
 }
 /**
  * Adds an object to the specified message if non-null.
  *
  * @param msg the msg to populate, not null
  * @param fieldName the field name, may be null
  * @param value the value, null ignored
  */
 protected static void addToMessage(
     final MutableFudgeMsg msg, final String fieldName, final Object value) {
   if (value != null) {
     if (value instanceof String) {
       msg.add(fieldName, null, FudgeWireType.STRING, value);
     } else if (value instanceof Enum<?>) {
       msg.add(fieldName, null, FudgeWireType.STRING, ((Enum<?>) value).name());
     } else {
       msg.add(fieldName, null, value);
     }
   }
 }
Ejemplo n.º 7
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 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 CurveBuildingBlock object) {
   final Map<String, Pair<Integer, Integer>> data = object.getData();
   for (final Map.Entry<String, Pair<Integer, Integer>> entry : data.entrySet()) {
     message.add(CURVE_NAME_FIELD, entry.getKey());
     message.add(START_INDEX_FIELD, entry.getValue().getFirst());
     message.add(NUMBER_FIELD, entry.getValue().getSecond());
   }
 }
 @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);
 }
 /**
  * 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);
   }
 }
 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;
 }
Ejemplo n.º 12
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 /**
  * 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;
 }
Ejemplo n.º 13
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 @Override
 protected void buildMessage(
     final FudgeSerializer serializer,
     final MutableFudgeMsg message,
     final DoubleMatrix1D object) {
   message.add(DATA_FIELD_NAME, null, object.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);
   }
 }
 // -------------------------------------------------------------------------
 public MutableFudgeMsg toFudgeMsg(final FudgeMsgFactory factory, final MutableFudgeMsg message) {
   ArgumentChecker.notNull(factory, "factory");
   ArgumentChecker.notNull(message, "message");
   for (IdentifierWithDates identifier : getIdentifiers()) {
     message.add(ID_FUDGE_FIELD_NAME, identifier.toFudgeMsg(factory));
   }
   return message;
 }
 public void toFudgeMsg(
     final org.fudgemsg.mapping.FudgeSerializationContext fudgeContext,
     final org.fudgemsg.MutableFudgeMsg msg) {
   super.toFudgeMsg(fudgeContext, msg);
   if (_chooseDate != null) {
     fudgeContext.addToMessage(msg, CHOOSE_DATE_KEY, null, _chooseDate);
   }
   msg.add(UNDERLYING_STRIKE_KEY, null, _underlyingStrike);
   if (_underlyingExpiry != null) {
     final org.fudgemsg.MutableFudgeMsg fudge1 =
         org.fudgemsg.mapping.FudgeSerializationContext.addClassHeader(
             fudgeContext.newMessage(),
             _underlyingExpiry.getClass(),
             com.opengamma.util.time.Expiry.class);
     _underlyingExpiry.toFudgeMsg(fudgeContext, fudge1);
     msg.add(UNDERLYING_EXPIRY_KEY, null, fudge1);
   }
 }
Ejemplo n.º 17
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 /*package*/ static MutableFudgeMsg multiplyField(
     MutableFudgeMsg msg, String field, double multiplier) {
   Double value = msg.getDouble(field);
   if (value != null) {
     double newValue = value * multiplier;
     msg.remove(field);
     msg.add(field, newValue);
   }
   return msg;
 }
    @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);
    }
 /**
  * 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);
   }
 }
 @Override
 public FudgeMsg next() {
   MutableFudgeMsg currentMsg = s_fudgeContext.newMessage();
   int size = getMessageSize();
   for (int i = 0; i < size; i++) {
     String currentRow = StringUtils.trimToNull(_currentRow[i]);
     if (currentRow != null) {
       currentMsg.add(_header[i], currentRow);
     }
   }
   return currentMsg;
 }
 @Override
 protected void buildMessage(
     final FudgeSerializer serializer, final MutableFudgeMsg message, final IborIndex object) {
   message.add(SPOT_LAG_FIELD, object.getSpotLag());
   message.add(DAY_COUNT_FIELD, object.getDayCount().getConventionName());
   message.add(
       BUSINESS_DAY_CONVENTION_FIELD, object.getBusinessDayConvention().getConventionName());
   message.add(EOM_FIELD, object.isEndOfMonth());
   message.add(TENOR_FIELD, object.getTenor().toString());
   message.add(NAME_FIELD, object.getName());
   message.add(CURRENCY_FIELD, object.getCurrency().getCode());
 }
Ejemplo n.º 22
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 public void testBasicSnapshotOperation() {
   final FireHose fireHose = new FireHose();
   final FireHoseLiveDataServer liveDataServer =
       new FireHoseLiveDataServer(ExternalSchemes.SURF, fireHose);
   liveDataServer.start();
   try {
     final MutableFudgeMsg msg = FudgeContext.GLOBAL_DEFAULT.newMessage();
     msg.add("X", "Y");
     fireHose.storeValue("Foo", msg);
     assertEquals(liveDataServer.doSnapshot("Foo").getString("X"), "Y");
   } finally {
     liveDataServer.stop();
   }
 }
 @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());
   }
 }
 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(
     FudgeSerializationContext context, FixedIncomeStripWithSecurity object) {
   MutableFudgeMsg message = context.newMessage();
   context.addToMessage(message, "type", null, object.getInstrumentType());
   context.addToMessage(message, "tenor", null, object.getTenor());
   context.addToMessage(message, "resolvedTenor", null, object.getResolvedTenor());
   ZonedDateTimeBuilder zonedDateTimeBuilder = new ZonedDateTimeBuilder();
   MutableFudgeMsg subMessage = zonedDateTimeBuilder.buildMessage(context, object.getMaturity());
   context.addToMessage(message, "maturity", null, subMessage);
   context.addToMessage(message, "identifier", null, object.getSecurityIdentifier());
   context.addToMessageWithClassHeaders(message, "security", null, object.getSecurity());
   if (object.getInstrumentType() == StripInstrumentType.FUTURE) {
     message.add("numFutures", object.getNumberOfFuturesAfterTenor());
   }
   return message;
 }
Ejemplo n.º 26
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 public void testBasicSubscription() throws InterruptedException {
   final FireHose fireHose = new FireHose();
   final FireHoseLiveDataServer liveDataServer =
       new FireHoseLiveDataServer(ExternalSchemes.SURF, fireHose);
   final BlockingQueue<LiveDataValueUpdateBean> updates =
       connect(liveDataServer, Integer.MAX_VALUE);
   liveDataServer.start();
   try {
     final MutableFudgeMsg msg = FudgeContext.GLOBAL_DEFAULT.newMessage();
     msg.add("X", "Y");
     fireHose.storeValue("Foo", msg);
     assertNotNull(liveDataServer.subscribe("Foo"));
     final LiveDataValueUpdateBean update =
         updates.poll(Timeout.standardTimeoutMillis(), TimeUnit.MILLISECONDS);
     assertNotNull(update);
     assertEquals(update.getFields().getString("X"), "Y");
   } finally {
     liveDataServer.stop();
   }
 }
Ejemplo n.º 27
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 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;
 }
 @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;
 }
Ejemplo n.º 29
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 public void toFudgeMsg(
     final org.fudgemsg.mapping.FudgeSerializationContext fudgeContext,
     final org.fudgemsg.MutableFudgeMsg msg) {
   super.toFudgeMsg(fudgeContext, msg);
   if (_result != null) {
     fudgeContext.addToMessageWithClassHeaders(
         msg,
         RESULT_KEY,
         null,
         _result,
         com.opengamma.engine.view.calcnode.CalculationJobResult.class);
   }
   if (_ready != null) {
     final org.fudgemsg.MutableFudgeMsg fudge1 =
         org.fudgemsg.mapping.FudgeSerializationContext.addClassHeader(
             fudgeContext.newMessage(),
             _ready.getClass(),
             com.opengamma.engine.view.calcnode.msg.Ready.class);
     _ready.toFudgeMsg(fudgeContext, fudge1);
     msg.add(READY_KEY, null, fudge1);
   }
 }
 @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());
 }