Package org.fudgemsg

Examples of org.fudgemsg.FudgeMsg

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    ConnectionRequestMessage requestMessage = new ConnectionRequestMessage();
    requestMessage.setUserName(_user.getUserName());
    _messageSender.send(ConnectionRequestBuilder.buildMessageStatic(new FudgeSerializer(getFudgeContext()), requestMessage));
    // TODO kirk 2012-08-22 -- This needs a timeout.
    FudgeMsgReader reader = getFudgeContext().createMessageReader(is);
    FudgeMsg msg = reader.nextMessage();
    ConnectionResponseMessage response = ConnectionResponseBuilder.buildObjectStatic(new FudgeDeserializer(getFudgeContext()), msg);
    switch(response.getResult()) {
      case NEW_CONNECTION_SUCCESS:
      case EXISTING_CONNECTION_RESTART:
        // We're good to go!
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  //-------------------------------------------------------------------------
  @Override
  public void messageReceived(byte[] message) {
    FudgeMsgEnvelope heartbeatEnvelope = getFudgeContext().deserialize(message);
    FudgeMsg heartbeatMsg = heartbeatEnvelope.getMessage();
    messageReceived(heartbeatMsg);
  }
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    if (specifications == null || specifications.size() == 0) {
      // Nothing to check
      return returnValue;
    }

    FudgeMsg requestMessage = composeRequestMessage(user, specifications);
   
    final CountDownLatch latch = new CountDownLatch(1);
   
    _requestSender.sendRequest(requestMessage, new FudgeMessageReceiver() {
     
      @Override
      public void messageReceived(FudgeContext fudgeContext,
          FudgeMsgEnvelope msgEnvelope) {
       
        FudgeMsg msg = msgEnvelope.getMessage();
        EntitlementResponseMsg responseMsg = EntitlementResponseMsg.fromFudgeMsg(new FudgeDeserializer(fudgeContext), msg);
        for (EntitlementResponse response : responseMsg.getResponses()) {
          returnValue.put(response.getLiveDataSpecification(), response.getIsEntitled());
        }
        latch.countDown();
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    assertNull(ObjectIdFudgeBuilder.fromFudgeMsg(new FudgeDeserializer(OpenGammaFudgeContext.getInstance()), null));
  }

  @Test(expectedExceptions = RuntimeException.class)
  public void test_fromFudgeMsg_empty() {
    FudgeMsg msg = getFudgeContext().newMessage();
    assertNull(ObjectIdFudgeBuilder.fromFudgeMsg(new FudgeDeserializer(OpenGammaFudgeContext.getInstance()), msg));
  }
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    Map<String, FudgeMsg> fwdScaleResult = ReferenceDataProviderUtils.getFields(bundle2Bbgkey.keySet(), BBG_FIELD, _referenceDataProvider);

    for (ExternalIdBundle identifierBundle : identifiers) {
      String bbgKey = bundle2Bbgkey.inverse().get(identifierBundle);
      if (bbgKey != null) {
        FudgeMsg fudgeMsg = fwdScaleResult.get(bbgKey);
        if (fudgeMsg != null) {
          String bbgFwdScale = fudgeMsg.getString(BloombergConstants.BBG_FIELD_FWD_SCALE);
          Integer fwdScale = null;
          try {           
            fwdScale = Integer.parseInt(bbgFwdScale);
            result.put(identifierBundle, fwdScale);
          } catch (NumberFormatException e) {
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    final List<FudgeField> dateFields = message.getAllByName(DATES_FIELD);
    final List<FudgeField> pairsField = message.getAllByName(PAIRS_FIELD);
    final Map<LocalDate, List<Pair<CurrencyAmount, String>>> values = Maps.newHashMapWithExpectedSize(dateFields.size());
    for (int i = 0; i < dateFields.size(); i++) {
      final LocalDate date = deserializer.fieldValueToObject(LocalDate.class, dateFields.get(i));
      final FudgeMsg perDateMessage = (FudgeMsg) pairsField.get(i).getValue();
      final List<FudgeField> caMessage = perDateMessage.getAllByName(CA_FIELD);
      final List<FudgeField> resetIndexMessage = perDateMessage.getAllByName(RESET_INDEX_FIELD);
      final List<Pair<CurrencyAmount, String>> list = Lists.newArrayListWithCapacity(caMessage.size());
      for (int j = 0; j < caMessage.size(); j++) {
        final CurrencyAmount ca = deserializer.fieldValueToObject(CurrencyAmount.class, caMessage.get(j));
        final String resetIndex = (String) deserializer.fieldValueToObject(String.class, resetIndexMessage.get(j));
        list.add(Pair.of(ca, resetIndex));
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    }

    @SuppressWarnings("synthetic-access")
    @Override
    public DoubleLabelledMatrix1D buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final FudgeMsg msg = message.getMessage(MATRIX_FIELD_NAME);

      final Queue<String> labelTypes = new LinkedList<>();
      final Queue<FudgeField> labelValues = new LinkedList<>();

      final List<Double> keys = new LinkedList<>();
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    }

    Set<ExternalIdBundle> optionsIdentifiers = new HashSet<ExternalIdBundle>();
    Map<String, FudgeMsg> refDataResultMap = _refDataProvider.getReferenceDataIgnoreCache(bloombergKeys, Collections.singleton(FIELD_OPT_CHAIN));
    for (Entry<String, FudgeMsg> entry : refDataResultMap.entrySet()) {
      FudgeMsg fieldContainer = entry.getValue();
      //process the options
      int nAdded = 0;
      for (FudgeField field : fieldContainer.getAllByName(BloombergConstants.FIELD_OPT_CHAIN)) {
        FudgeMsg optionContainer = (FudgeMsg) field.getValue();
        String optionTickerStr = optionContainer.getString("Security Description");
        String expiryStr = ReferenceDataProviderUtils.singleFieldSearchIgnoreCache(optionTickerStr, FIELD_OPT_EXPIRE_DT, _refDataProvider);
        LocalDate expiryLocalDate = null;
        try {
          expiryLocalDate = LocalDate.parse(expiryStr);
        } catch (Exception e) {
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      }
    }

    @Override
    public LocalDateLabelledMatrix1D buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final FudgeMsg msg = message.getMessage(MATRIX_FIELD_NAME);

      final Queue<String> labelTypes = new LinkedList<>();
      final Queue<FudgeField> labelValues = new LinkedList<>();

      final List<LocalDate> keys = new LinkedList<>();
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      }
    }

    @Override
    public TenorLabelledMatrix1D buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
      final FudgeMsg msg = message.getMessage(MATRIX_FIELD_NAME);

      final Queue<String> labelTypes = new LinkedList<>();
      final Queue<FudgeField> labelValues = new LinkedList<>();

      final List<Tenor> keys = new LinkedList<>();
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Related Classes of org.fudgemsg.FudgeMsg

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  • com.opengamma.bbg.model.SecurityMasterRequestMessage
  • com.opengamma.bbg.referencedata.BloombergReferenceDataProviderTest
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  • com.opengamma.bbg.util.BloombergDataUtils
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