Package org.fudgemsg

Examples of org.fudgemsg.FudgeMsg

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    assertEquals(log.getLogLevels(), EnumSet.of(LogLevel.ERROR, LogLevel.INFO));
    log.setException(new OpenGammaRuntimeException(execptionMsg));
    assertEquals(log.getLogLevels(), EnumSet.of(LogLevel.ERROR, LogLevel.INFO, LogLevel.WARN));
    FudgeSerializer serializer = new FudgeSerializer(OpenGammaFudgeContext.getInstance());
    ExecutionLogFudgeBuilder builder = new ExecutionLogFudgeBuilder();
    FudgeMsg msg = builder.buildMessage(serializer, log);

    FudgeDeserializer deserializer = new FudgeDeserializer(OpenGammaFudgeContext.getInstance());
    ExecutionLog executionLog = builder.buildObject(deserializer, msg);
    assertEquals(EnumSet.<LogLevel>of(LogLevel.ERROR, LogLevel.INFO, LogLevel.WARN), executionLog.getLogLevels());
    List<LogEvent> events = executionLog.getEvents();
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      return result;
    }
   
    Map<String, FudgeMsg> refData = _referenceDataProvider.getReferenceData(bloombergKeys, bbgFields);
    for (String securityDes : bloombergKeys) {
      FudgeMsg fieldData = refData.get(securityDes);
      if (fieldData == null) {
        _logger.warn("No reference data for {} cannot be null", securityDes);
        continue;
      }
      // get field data
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    Set<String> fields = ImmutableSet.copyOf(dataFields);  // copy to avoid implementation bugs
    Map<String, FudgeMsg> data = getReferenceData(ImmutableSet.of(identifier), dataFields);
   
    // extract field to value
    Map<String, String> map = Maps.newHashMap();
    FudgeMsg msg = data.get(identifier);
    if (msg != null) {
      for (String field : fields) {
        String value = msg.getString(field);
        if (value != null) {
          map.put(field, value);
        }
      }
    }
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     *
     * @param refData  the per identifier reference data result, not null
     * @param element  the bloomberg element, not null
     */
    protected void parseFieldData(ReferenceData refData, Element element) {
      FudgeMsg fieldData = BloombergDataUtils.parseElement(element);
      refData.setFieldValues(fieldData);
    }
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    } else if (datatype == Datatype.SEQUENCE) {
      final int numValues = valueElement.numValues();
      final List<FudgeMsg> valueAsList = new ArrayList<FudgeMsg>(numValues);
      for (int i = 0; i < numValues; i++) {
        final Element sequenceElem = valueElement.getValueAsElement(i);
        final FudgeMsg sequenceElemAsMsg = parseElement(sequenceElem);
        valueAsList.add(sequenceElemAsMsg);
      }
      return valueAsList;
    }
    s_logger.warn("Unhandled Datatype of {}, data {}", datatype, valueElement);
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   * @param result
   * @param perSecResult
   * @return
   */
  private static void addIndexMembers(final Set<String> result, final ReferenceData perSecResult, final String fieldName) {
    final FudgeMsg fieldData = perSecResult.getFieldValues();
    final List<FudgeField> fields = fieldData.getAllByName(fieldName);
    for (final FudgeField fudgeField : fields) {
      final FudgeMsg msg = (FudgeMsg) fudgeField.getValue();
      final String memberTicker = msg.getString("Member Ticker and Exchange Code");
      result.add(memberTicker);
    }
  }
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  }

  public static Set<ExternalId> getOptionChain(final ReferenceDataProvider refDataProvider, final String securityID) {
    ArgumentChecker.notNull(securityID, "security name");
    final Set<ExternalId> result = new TreeSet<ExternalId>();
    final FudgeMsg fieldData = refDataProvider.getReferenceData(Collections.singleton(securityID), Collections.singleton(FIELD_OPT_CHAIN)).get(securityID);
    if (fieldData == null) {
      s_logger.info("Reference data for security {} cannot be null", securityID);
      return null;
    }
    for (final FudgeField field : fieldData.getAllByName(FIELD_OPT_CHAIN)) {
      final FudgeMsg chainContainer = (FudgeMsg) field.getValue();
      final String identifier = StringUtils.trimToNull(chainContainer.getString("Security Description"));
      if (identifier != null) {
        final ExternalId ticker = ExternalSchemes.bloombergTickerSecurityId(BloombergDataUtils.removeDuplicateWhiteSpace(identifier, " "));
        result.add(ticker);
      }
    }
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   */
  public static Set<ExternalId> getFuturechain(final ReferenceDataProvider refDataProvider, final String securityID) {
    ArgumentChecker.notNull(securityID, "security name");
    final Set<ExternalId> result = new TreeSet<>();

    final FudgeMsg fieldData = refDataProvider.getReferenceData(Collections.singleton(securityID), Collections.singleton(FIELD_FUT_CHAIN)).get(securityID);
    if (fieldData == null) {
      s_logger.info("Reference data for security {} cannot be null", securityID);
      return null;
    }

    for (final FudgeField field : fieldData.getAllByName(FIELD_FUT_CHAIN)) {
      final FudgeMsg chainContainer = (FudgeMsg) field.getValue();
      final String identifier = StringUtils.trimToNull(chainContainer.getString("Security Description"));
      if (identifier != null) {
        if (identifier.endsWith("OC Equity") && identifier.startsWith(securityID.split("\\s+")[0] + "=")) { // equity
          final ExternalId ticker = ExternalSchemes.bloombergTickerSecurityId(BloombergDataUtils.removeDuplicateWhiteSpace(identifier, " "));
          result.add(ticker);
        }
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    @Override
    public FudgeMsg requestReceived(final FudgeDeserializer deserializer, final FudgeMsgEnvelope requestEnvelope) {
      ArgumentChecker.notNull(deserializer, "FudgeContext");
      ArgumentChecker.notNull(requestEnvelope, "FudgeMessageEnvelope");
      FudgeMsg requestFudgeMsg = requestEnvelope.getMessage();
      if (requestFudgeMsg == null) {
        throw new OpenGammaRuntimeException("Request fudgeMsg cannot be null");
      }
      ReferenceDataRequestMessage refDataRequest = ReferenceDataRequestMessage.fromFudgeMsg(deserializer, requestFudgeMsg);
      if (refDataRequest == null) {
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        PerSecurityReferenceDataResult result = _resultsBySecurity.get(sec);
        if (result != null) {
          MutableFudgeMsg subMsg = serializer.newMessage();
          String security = result.getSecurity();
          subMsg.add(SECURITY_FIELD_NAME, security);
          FudgeMsg fieldData = result.getFieldData();
          subMsg.add(FIELD_DATA_FIELD_NAME, fieldData);
          List<String> exceptions = result.getExceptions();
          for (String exception : exceptions) {
            subMsg.add(EXCEPTIONS_FIELD_NAME, exception);
          }
          FudgeMsg exceptionMsg = buildExceptions(serializer, result.getFieldExceptions());
          subMsg.add(FIELD_EXCEPTIONS_FIELD_NAME, exceptionMsg);
          msg.add(PER_SECURITY_FIELD_NAME, subMsg);
        }
      }
      return msg;
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Related Classes of org.fudgemsg.FudgeMsg

  • com.opengamma.bbg.livedata.AbstractBloombergLiveDataServer
  • com.opengamma.bbg.livedata.BloombergJmsTopicNameResolver
  • com.opengamma.bbg.livedata.LoggedReferenceDataProvider
  • com.opengamma.bbg.model.SecurityMasterRequestMessage
  • com.opengamma.bbg.referencedata.BloombergReferenceDataProviderTest
  • com.opengamma.bbg.RemoteBloombergSecuritySource
  • com.opengamma.bbg.replay.BloombergTickWriter
  • com.opengamma.bbg.util.BloombergDataUtils
  • com.opengamma.bbg.util.ReferenceDataProviderUtils
  • com.opengamma.core.marketdatasnapshot.impl.ManageableVolatilityCubeSnapshot
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