List of liveDataReceived() Examples

Examples of liveDataReceived()

com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()
Handles the arrival of a data message, storing the fields in history.
The history is stored as a {@code Map} by field name, thus if the messagecontains multiple fields with the same name, only the last will be stored. @param msg the received message, not null

Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

    msg.add(MarketDataRequirementNames.BID, 50.0);
    msg.add(MarketDataRequirementNames.ASK, 100.0);
    msg.add(MarketDataRequirementNames.LAST, 44.50);
    
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
    
    MutableFudgeMsg normalized = calculator.apply(msg, "123", store);
    assertEquals(4, normalized.getAllFields().size());
    assertEquals(50.0, normalized.getDouble(MarketDataRequirementNames.MARKET_VALUE), 0.0001);
  }

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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

    msg.add(MarketDataRequirementNames.BID, 50.0);
    msg.add(MarketDataRequirementNames.ASK, 100.0);
    msg.add(MarketDataRequirementNames.LAST, 120.0);
    
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
    
    MutableFudgeMsg normalized = calculator.apply(msg, "123", store);
    assertEquals(4, normalized.getAllFields().size());
    assertEquals(100.0, normalized.getDouble(MarketDataRequirementNames.MARKET_VALUE), 0.0001);
  }

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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

    historicalMsg.add(MarketDataRequirementNames.BID, 50.0);
    historicalMsg.add(MarketDataRequirementNames.ASK, 51.0);
    historicalMsg.add(MarketDataRequirementNames.MARKET_VALUE, 50.52);
    
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(historicalMsg);
    
    MutableFudgeMsg newMsg = OpenGammaFudgeContext.getInstance().newMessage();
    newMsg.add(MarketDataRequirementNames.LAST, 50.89);
    
    MutableFudgeMsg normalized = calculator.apply(newMsg, "123", store);

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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

    
    MutableFudgeMsg historicalMsg = OpenGammaFudgeContext.getInstance().newMessage();
    historicalMsg.add(MarketDataRequirementNames.MARKET_VALUE, 50.52);
    
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(historicalMsg);
    
    MutableFudgeMsg newMsg = OpenGammaFudgeContext.getInstance().newMessage();
    
    MutableFudgeMsg normalized = calculator.apply(newMsg, "123", store);
    assertEquals(1, normalized.getAllFields().size());

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Examples of com.opengamma.livedata.server.FieldHistoryStore.liveDataReceived()

    msg.add(MarketDataRequirementNames.BID, 0.0);
    msg.add(MarketDataRequirementNames.ASK, 1.0);
    msg.add(MarketDataRequirementNames.LAST, 0.57);
    
    FieldHistoryStore store = new FieldHistoryStore();
    store.liveDataReceived(msg);
    
    MutableFudgeMsg normalized = calculator.apply(msg, "123", store);
    assertEquals(4, normalized.getAllFields().size());
    assertEquals(0.5, normalized.getDouble(MarketDataRequirementNames.MARKET_VALUE), 0.0001);
  }

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