Examples of MarketDataAvailabilityFilter

com.opengamma.engine.marketdata.availability.MarketDataAvailabilityFilter
Used to obtain the availability status of market data.
This availability check may be external to a {@link MarketDataProvider} implementation to allow arbitrary filtering rules to be configured independently to the data connection. It may then be usedas the basis to create a more closely coupled {@link MarketDataAvailabilityProvider} using the {@link #withProvider} method. This is intended for additional configuration of a{@code MarketDataProvider} instance. Most consumers of market data will use a {@code MarketDataAvailabilityProvider} as they will also require value resolution rather than just availabilityindication.

Examples of com.opengamma.engine.marketdata.availability.MarketDataAvailabilityFilter


  private MarketDataProviderFactory initLiveMarketDataProviderFactory(final ComponentRepository repo) {
    final LiveDataMetaDataProvider provider = getServerMetaDataProvider();
    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

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Examples of com.opengamma.engine.marketdata.availability.MarketDataAvailabilityFilter

  }


  private LiveMarketDataProviderFactory initLiveMarketDataProviderFactory(Collection<LiveDataMetaDataProvider> metaDataProviders, List<String> defaultProviders, ComponentRepository repo) {
    Map<String, LiveDataFactory> factories = Maps.newLinkedHashMap();
    for (LiveDataMetaDataProvider metaDataProvider : metaDataProviders) {
      MarketDataAvailabilityFilter filter = createMarketDataAvailabilityFilter(metaDataProvider);
      if (filter == null) {
        continue;
      }
      LiveDataClient client = createLiveDataClient(metaDataProvider);
      if (client == null) {

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Examples of com.opengamma.engine.marketdata.availability.MarketDataAvailabilityFilter


  private MarketDataProviderFactory initLiveMarketDataProviderFactory(final ComponentRepository repo) {
    final LiveDataMetaDataProvider provider = getServerMetaDataProvider();
    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());

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Examples of com.opengamma.engine.marketdata.availability.MarketDataAvailabilityFilter

    liveDataClientFactory.setSubscriptionTopic(metaData.getJmsSubscriptionTopic());
    liveDataClientFactory.setEntitlementTopic(metaData.getJmsEntitlementTopic());
    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);

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