@Override
public BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider buildObject(
final FudgeDeserializer deserializer, final FudgeMsg message) {
String futureOptionPrefix = message.getString(PREFIX_FIELD_NAME);
// backward compatibility
if (futureOptionPrefix == null) {
futureOptionPrefix = message.getString("futureOptionPrefix");
}
String postfix = message.getString(POSTFIX_FIELD_NAME);
// backward compatibility
if (postfix == null) {
postfix = message.getString("postfix");
}
String dataFieldName = message.getString(DATA_FIELD_NAME);
// backward compatibility
if (dataFieldName == null) {
dataFieldName = message.getString("dataFieldName");
}
final Double useCallAboveValue = message.getDouble(CALL_FIELD_NAME);
if (message.hasField(EXCHANGE_ID_FIELD_NAME)) {
final String exchangeId = message.getString(EXCHANGE_ID_FIELD_NAME);
if (message.hasField(TICKER_SCHEME_NAME)) {
final String tickerScheme = message.getString(TICKER_SCHEME_NAME);
return new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(
futureOptionPrefix,
postfix,
dataFieldName,
useCallAboveValue,
exchangeId,
tickerScheme);
}
return new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(
futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, exchangeId);
}
if (message.hasField(TICKER_SCHEME_NAME)) { // this will never be hit, but better to be safe
final String tickerScheme = message.getString(TICKER_SCHEME_NAME);
return new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(
futureOptionPrefix,
postfix,
dataFieldName,
useCallAboveValue,
DEFAULT_EXCHANGE_ID,
tickerScheme);
}
return new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(
futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, DEFAULT_EXCHANGE_ID);
}
protected static SimplePosition buildObjectImpl(
final FudgeDeserializer deserializer, final FudgeMsg message) {
SimpleSecurityLink secLink = new SimpleSecurityLink();
if (message.hasField(FIELD_SECURITYKEY)) {
FudgeField secKeyField = message.getByName(FIELD_SECURITYKEY);
if (secKeyField != null) {
secLink.setExternalId(deserializer.fieldValueToObject(ExternalIdBundle.class, secKeyField));
}
}
if (message.hasField(FIELD_SECURITYID)) {
FudgeField secIdField = message.getByName(FIELD_SECURITYID);
if (secIdField != null) {
secLink.setObjectId(deserializer.fieldValueToObject(ObjectId.class, secIdField));
}
}
SimplePosition position = new SimplePosition();
position.setSecurityLink(secLink);
if (message.hasField(FIELD_UNIQUE_ID)) {
FudgeField uniqueIdField = message.getByName(FIELD_UNIQUE_ID);
if (uniqueIdField != null) {
position.setUniqueId(deserializer.fieldValueToObject(UniqueId.class, uniqueIdField));
}
}
if (message.hasField(FIELD_QUANTITY)) {
FudgeField quantityField = message.getByName(FIELD_QUANTITY);
if (quantityField != null) {
position.setQuantity(message.getFieldValue(BigDecimal.class, quantityField));
}
}
readTrades(
deserializer,
message.getFieldValue(FudgeMsg.class, message.getByName(FIELD_TRADES)),
position);
return position;
}
@Override
public SimpleHistoricalTimeSeries buildObject(FudgeDeserializer deserializer, FudgeMsg message) {
UniqueId uniqueId = null;
LocalDateDoubleTimeSeries timeseries = null;
if (message.getByName(UNIQUE_ID_FIELD_NAME) != null) {
uniqueId =
deserializer.fieldValueToObject(UniqueId.class, message.getByName(UNIQUE_ID_FIELD_NAME));
}
if (message.hasField(TIMESERIES_FIELD_NAME)) {
Object fieldValue = deserializer.fieldValueToObject(message.getByName(TIMESERIES_FIELD_NAME));
if (fieldValue instanceof LocalDateDoubleTimeSeries) {
timeseries = (LocalDateDoubleTimeSeries) fieldValue;
}
}
if (uniqueId != null && timeseries != null) {
return new SimpleHistoricalTimeSeries(uniqueId, timeseries);
} else {
throw new OpenGammaRuntimeException(
"Cannot deserialize " + message + " to SimpleHistoricalTimeSeries");
}
}