@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);
}
}
