@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);
}
}
}
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;
}
/**
* 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;
}
@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);
}
}
/*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());
}
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;
}
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();
}
}
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;
}
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());
}