Package com.opengamma.engine.marketdata

Examples of com.opengamma.engine.marketdata.MarketDataProviderFactory

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    final LiveDataClient liveDataClient = createLiveDataClient(provider);

    final MarketDataAvailabilityFilter availability = BloombergDataUtils.createAvailabilityFilter();
    final LiveDataFactory defaultFactory = new LiveDataFactory(liveDataClient, availability);
    final Map<String, LiveDataFactory> factoryMap = ImmutableMap.of(BLOOMBERG_LIVE_SOURCE_NAME, defaultFactory);
    final MarketDataProviderFactory marketDataProviderFactory = new InMemoryLKVLiveMarketDataProviderFactory(defaultFactory, factoryMap);

    // notifies LiveDataFactories when market data providers come up so they can retry failed subscriptions
    List<LiveDataFactory> factoryList = ImmutableList.of(defaultFactory);
    LiveDataAvailabilityNotificationListener availabilityNotificationListener =
        new LiveDataAvailabilityNotificationListener(getJmsMarketDataAvailabilityTopic(), factoryList, getJmsConnector());
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    final LiveDataClient liveDataClient = createLiveDataClient(provider);

    final MarketDataAvailabilityFilter availability = createAvailabilityFilter(provider);
    final LiveDataFactory defaultFactory = new LiveDataFactory(liveDataClient, availability);
    final Map<String, LiveDataFactory> factoryMap = ImmutableMap.of(SIMULATED_LIVE_SOURCE_NAME, defaultFactory);
    final MarketDataProviderFactory marketDataProviderFactory = new InMemoryLKVLiveMarketDataProviderFactory(defaultFactory, factoryMap);

    final ComponentInfo info = new ComponentInfo(MarketDataProviderFactory.class, getClassifier());
    repo.registerComponent(info, marketDataProviderFactory);
    return marketDataProviderFactory;
  }
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  protected MarketDataProviderResolver createMarketDataProviderResolver() {
    final TypeBasedMarketDataProviderResolver providerResolver = new TypeBasedMarketDataProviderResolver();
    if (getLiveMarketDataProviderFactory() != null) {
      providerResolver.addProvider(LiveMarketDataSpecification.class, getLiveMarketDataProviderFactory());
    }
    final MarketDataProviderFactory fixedHistoricalMarketDataProviderFactory = initFixedHistoricalMarketDataProviderFactory();
    providerResolver.addProvider(FixedHistoricalMarketDataSpecification.class, fixedHistoricalMarketDataProviderFactory);
    final MarketDataProviderFactory latestHistoricalMarketDataProviderFactory = initLatestHistoricalMarketDataProviderFactory();
    providerResolver.addProvider(LatestHistoricalMarketDataSpecification.class, latestHistoricalMarketDataProviderFactory);
    final MarketDataProviderFactory userMarketDataProviderFactory = initUserMarketDataProviderFactory();
    providerResolver.addProvider(UserMarketDataSpecification.class, userMarketDataProviderFactory);
    final MarketDataProviderFactory combinedMarketDataProviderFactory = initCombinedMarketDataProviderFactory(providerResolver);
    providerResolver.addProvider(CombinedMarketDataSpecification.class, combinedMarketDataProviderFactory);
    MarketDataProviderFactory historicalShockMarketDataProviderFactory = initHistoricalShockMarketDataProviderFactory(providerResolver);
    providerResolver.addProvider(HistoricalShockMarketDataSpecification.class, historicalShockMarketDataProviderFactory);
    return providerResolver;
  }
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    liveDataClientFactory.setHeartbeatTopic(metaData.getJmsHeartbeatTopic());
    final LiveDataClient liveDataClient = liveDataClientFactory.getObjectCreating();

    final MarketDataAvailabilityFilter availability = BloombergDataUtils.createAvailabilityFilter();
    final LiveDataFactory liveDataFactory = new LiveDataFactory(liveDataClient, availability);
    final MarketDataProviderFactory liveMarketDataProviderFactory = new InMemoryLKVLiveMarketDataProviderFactory(liveDataFactory, ImmutableMap.of(description, liveDataFactory));
    final ComponentInfo providerFactoryInfo = new ComponentInfo(MarketDataProviderFactory.class, getClassifier());
    repo.registerComponent(providerFactoryInfo, liveMarketDataProviderFactory);

    // notifies LiveDataFactories when market data providers come up so they can retry failed subscriptions
    List<LiveDataFactory> factoryList = ImmutableList.of(liveDataFactory);
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    _providerFactoryMap.put(marketDataSpecType, provider);
  }
 
  @Override
  public MarketDataProvider resolve(UserPrincipal user, MarketDataSpecification marketDataSpec) {
    MarketDataProviderFactory providerFactory = _providerFactoryMap.get(marketDataSpec.getClass());
    if (providerFactory == null) {
      return null;
    }
    return providerFactory.create(user, marketDataSpec);
  }
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Related Classes of com.opengamma.engine.marketdata.MarketDataProviderFactory

  • com.opengamma.bbg.component.BloombergLiveDataClientComponentFactory
  • com.opengamma.component.factory.engine.MarketDataProviderResolverComponentFactory
  • com.opengamma.engine.marketdata.resolver.TypeBasedMarketDataProviderResolver
  • com.opengamma.examples.bloomberg.component.ExampleMarketDataComponentFactory
  • com.opengamma.examples.simulated.component.ExampleMarketDataComponentFactory
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