@Override
public Map<JmsTopicNameResolveRequest, String> resolve(
Collection<JmsTopicNameResolveRequest> requests) {
Map<JmsTopicNameResolveRequest, String> returnValue =
new HashMap<JmsTopicNameResolveRequest, String>();
Map<String, Collection<JmsTopicNameResolveRequest>> lookupKey2Requests =
new HashMap<String, Collection<JmsTopicNameResolveRequest>>();
for (JmsTopicNameResolveRequest request : requests) {
ExternalId marketDataUniqueId = request.getMarketDataUniqueId();
if (!marketDataUniqueId.getScheme().equals(SecurityUtils.BLOOMBERG_BUID)) {
s_logger.info("No Bloomberg BUID found, was given: " + marketDataUniqueId);
returnValue.put(request, null);
continue;
}
String lookupKey = BloombergDomainIdentifierResolver.toBloombergKey(marketDataUniqueId);
Collection<JmsTopicNameResolveRequest> requestsForLookupKey =
lookupKey2Requests.get(lookupKey);
if (requestsForLookupKey == null) {
requestsForLookupKey = new ArrayList<JmsTopicNameResolveRequest>();
lookupKey2Requests.put(lookupKey, requestsForLookupKey);
}
requestsForLookupKey.add(request);
}
if (!lookupKey2Requests.keySet().isEmpty()) {
ReferenceDataResult referenceData =
_referenceDataProvider.getFields(
lookupKey2Requests.keySet(), BloombergConstants.JMS_TOPIC_NAME_RESOLVER_FIELDS);
for (Map.Entry<String, Collection<JmsTopicNameResolveRequest>> entry :
lookupKey2Requests.entrySet()) {
String lookupKey = entry.getKey();
PerSecurityReferenceDataResult result = referenceData.getResult(lookupKey);
for (JmsTopicNameResolveRequest request : entry.getValue()) {
String jmsTopicName = getJmsTopicName(request, result);
returnValue.put(request, jmsTopicName);
}
}
}
return returnValue;
}
private String getJmsTopicName(
JmsTopicNameResolveRequest request, PerSecurityReferenceDataResult result) {
if (result == null) {
s_logger.info("No reference data available for " + request);
return null;
} else if (!result.getExceptions().isEmpty()) {
s_logger.info(
"Failed to retrieve reference data for " + request + ": " + result.getExceptions());
return null;
}
FudgeMsg resultFields = result.getFieldData();
final String prefix = "LiveData" + SEPARATOR + "Bloomberg" + SEPARATOR;
final String suffix = request.getNormalizationRule().getJmsTopicSuffix();
final String bbgUniqueId = request.getMarketDataUniqueId().getValue();
final String defaultTopicName = prefix + bbgUniqueId + suffix;
String bbgSecurityType = resultFields.getString(BloombergConstants.FIELD_SECURITY_TYPE);
if (bbgSecurityType == null) {
return defaultTopicName;
} else if (BBG_VALID_EQUITY_TYPES.contains(bbgSecurityType)) {
String bbgExchange = resultFields.getString(BloombergConstants.FIELD_PRIMARY_EXCHANGE_NAME);
String bbgTicker = resultFields.getString(BloombergConstants.FIELD_TICKER);
if (bbgExchange == null || bbgTicker == null) {
return defaultTopicName;
}
return prefix + "Equity" + SEPARATOR + bbgExchange + SEPARATOR + bbgTicker + suffix;
} else if (bbgSecurityType.equals(
BloombergConstants.BLOOMBERG_US_DOMESTIC_BOND_SECURITY_TYPE)) {
String issuer = resultFields.getString(BloombergConstants.FIELD_ISSUER);
String cusip = resultFields.getString(BloombergConstants.FIELD_ID_CUSIP);
if (issuer == null || cusip == null) {
return defaultTopicName;
}
return prefix + "Bond" + SEPARATOR + issuer + SEPARATOR + cusip + suffix;
} else if (bbgSecurityType.equals(BloombergConstants.BLOOMBERG_GLOBAL_BOND_SECURITY_TYPE)) {
String issuer = resultFields.getString(BloombergConstants.FIELD_ISSUER);
String isin = resultFields.getString(BloombergConstants.FIELD_ID_ISIN);
if (issuer == null || isin == null) {
return defaultTopicName;
}
return prefix + "Bond" + SEPARATOR + issuer + SEPARATOR + isin + suffix;
} else if (bbgSecurityType.equals(BloombergConstants.BLOOMBERG_EQUITY_OPTION_SECURITY_TYPE)) {
String underlyingTicker = resultFields.getString(BloombergConstants.FIELD_OPT_UNDL_TICKER);
String ticker = resultFields.getString(BloombergConstants.FIELD_TICKER);
if (underlyingTicker == null || ticker == null) {
return defaultTopicName;
}
return prefix + "EquityOption" + SEPARATOR + underlyingTicker + SEPARATOR + ticker + suffix;
} else {
return defaultTopicName;
}
}
