/// <summary>
/// Adds a field to a message, unless the value is null.
/// </summary>
/// <param name="msg">Message to contain the field.</param>
/// <param name="ordinal">Ordinal of field to add.</param>
/// <param name="value">Value to add.</param>
public static void AddIfNotNull(this IAppendingFudgeFieldContainer msg, int ordinal, object value)
{
if (value != null)
{
msg.Add(ordinal, value);
}
}
/// <inheritdoc/>
public void WriteInline(IAppendingFudgeFieldContainer msg, string fieldName, int?ordinal, object obj)
{
if (obj != null)
{
WriteObject(fieldName, ordinal, obj, false, false);
}
}
protected override void SerializeImpl(ValueProperties obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
var finite = obj as FiniteValueProperties;
if (finite != null)
{
finite.Serialize(msg, serializer);
}
else
{
if (obj is EmptyValueProperties)
{
return;
}
var withoutMessage = new FudgeMsg(serializer.Context);
if (obj is NearlyInfiniteValueProperties)
{
foreach (var without in ((NearlyInfiniteValueProperties)obj).Without)
{
withoutMessage.Add((string)null, without);
}
}
msg.Add("without", withoutMessage);
}
}
private static void WriteNullableTimeSpanField(IAppendingFudgeFieldContainer message, string name, TimeSpan?value)
{
if (value.HasValue)
{
message.Add(name, (long)value.Value.TotalMilliseconds);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
foreach (var field in _fields)
{
a.Add(field);
}
}
public static void WriteTypeHeader(this IFudgeSerializer s, IAppendingFudgeFieldContainer a, Type type)
{
//Unlike the java library this functionality is not exposed, so we have to duplicate it
var map = (IFudgeTypeMappingStrategy)s.Context.GetProperty(ContextProperties.TypeMappingStrategyProperty);
a.Add(0, map.GetName(type));
}
/// <summary>
/// Adds a field to a message, unless the value is null.
/// </summary>
/// <param name="msg">Message to contain the field.</param>
/// <param name="name">Name of field to add.</param>
/// <param name="value">Value to add.</param>
public static void AddIfNotNull(this IAppendingFudgeFieldContainer msg, string name, object value)
{
if (value != null)
{
msg.Add(name, value);
}
}
private static void AddDateTimeOffsetWithDefault(IAppendingFudgeFieldContainer a, string fieldName, DateTimeOffset value)
{
if (value != default(DateTimeOffset))
{
a.Add(fieldName, new FudgeDateTime(value));
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer message, IFudgeSerializer s)
{
message.Add("name", Name);
if (_uniqueID != null)
{
message.Add("uniqueId", _uniqueID.ToString());
}
s.WriteInline(message, "identifier", PortfolioIdentifier);
s.WriteInline(message, "user", User);
s.WriteInline(message, "resultModelDefinition", ResultModelDefinition);
if (DefaultCurrency != null)
{
message.Add("currency", DefaultCurrency.ISOCode);
}
WriteNullableTimeSpanField(message, "minDeltaCalcPeriod", MinDeltaCalcPeriod);
WriteNullableTimeSpanField(message, "maxDeltaCalcPeriod", MaxDeltaCalcPeriod);
WriteNullableTimeSpanField(message, "fullDeltaCalcPeriod", MinFullCalcPeriod);
WriteNullableTimeSpanField(message, "maxFullCalcPeriod", MaxFullCalcPeriod);
foreach (var calcConfig in CalculationConfigurationsByName.Values)
{
FudgeMsg calcConfigMsg = s.Context.NewMessage();
calcConfig.ToFudgeMsg(calcConfigMsg, s);
message.Add("calculationConfiguration", calcConfigMsg);
}
}
private void SerializeDictionary <K, V>(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
var dictionary = (IDictionary <K, V>)obj;
SerializeList(dictionary.Keys, msg, serializer, typeData.SubTypeData.Kind, keysOrdinal);
SerializeList(dictionary.Values, msg, serializer, typeData.SubType2Data.Kind, valuesOrdinal); // Guaranteed to be matching order
}
protected override void SerializeImpl(ExternalIdBundle obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
foreach (var identifier in obj.Identifiers)
{
msg.Add("ID", identifier);
}
}
public void Serialize(IAppendingFudgeFieldContainer msg, object obj, Action<object, SerializationInfo, StreamingContext> serializeMethod)
{
var si = new SerializationInfo(type, formatterConverter);
beforeAfterMixin.CallBeforeSerialize(obj);
serializeMethod(obj, si, streamingContext);
beforeAfterMixin.CallAfterSerialize(obj);
// Pull the data out of the SerializationInfo and add to the message
var e = si.GetEnumerator();
while (e.MoveNext())
{
string name = e.Name;
object val = e.Value;
if (val != null)
{
msg.Add(name, val);
}
else
{
// .net binary serialization still outputs the member with a null, so we have to do
// the same (using Indicator), otherwise deserialization blows up.
msg.Add(name, IndicatorType.Instance);
}
}
}
protected override void SerializeImpl(ValueSpecification obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
new ComputationTargetSpecificationBuilder(serializer.Context, typeof(ComputationTargetSpecification)).Serialize(obj.TargetSpecification, msg, serializer);
serializer.WriteInline(msg, "properties", obj.Properties);
msg.Add("valueName", obj.ValueName);
}
public void Serialize(IAppendingFudgeFieldContainer msg, object obj, Action <object, SerializationInfo, StreamingContext> serializeMethod)
{
var si = new SerializationInfo(type, formatterConverter);
beforeAfterMethodHelper.CallBeforeSerialize(obj);
serializeMethod(obj, si, streamingContext);
beforeAfterMethodHelper.CallAfterSerialize(obj);
// Pull the data out of the SerializationInfo and add to the message
var e = si.GetEnumerator();
while (e.MoveNext())
{
string name = e.Name;
object val = e.Value;
if (val != null)
{
msg.Add(name, val);
}
else
{
// .net binary serialization still outputs the member with a null, so we have to do
// the same (using Indicator), otherwise deserialization blows up.
msg.Add(name, IndicatorType.Instance);
}
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "swapTenor", _swapTenor);
s.WriteInline(a, "optionExpiry", _optionExpiry);
a.Add("relativeStrike", _relativeStrike);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
foreach (var field in _fields)
{
a.Add(field);
}
}
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
var address = (Address)obj;
msg.AddIfNotNull("line1", address.Line1);
msg.AddIfNotNull("line2", address.Line2);
msg.AddIfNotNull("zip", address.Zip);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
a.Add("target", Target.ToString());
a.Add("name", Name);
a.Add("instrumentType", InstrumentType);
a.Add("quoteType", QuoteType);
a.Add("quoteUnits", QuoteUnits);
}
protected override void SerializeImpl(ComputationTargetSpecification obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
msg.Add("computationTargetType", EnumBuilder <ComputationTargetType> .GetJavaName(obj.Type));
if (obj.Uid != null)
{
msg.Add("computationTargetIdentifier", obj.Uid.ToString());
}
}
public override void Serialize(IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
// Add our parent's fields
base.Serialize(msg, serializer);
// Now tag on ours
msg.AddAll("siblings", siblings);
}
public void WriteDocumentFields(IAppendingFudgeFieldContainer a)
{
AddDateTimeOffsetWithDefault(a, "versionFromInstant", VersionFromInstant);
AddDateTimeOffsetWithDefault(a, "correctionFromInstant", CorrectionFromInstant);
AddDateTimeOffsetWithDefault(a, "versionToInstant", VersionToInstant);
AddDateTimeOffsetWithDefault(a, "correctionToInstant", CorrectionToInstant);
}
protected override void SerializeImpl(LiveMarketDataSpecification obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
serializer.WriteTypeHeader(msg, obj.GetType());
if (obj.DataSource != null)
{
msg.Add("dataSource", obj.DataSource);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
a.Add("aggregatePositionOutputMode", EnumBuilder <ResultOutputMode> .GetJavaName(AggregatePositionOutputMode));
a.Add("positionOutputMode", EnumBuilder <ResultOutputMode> .GetJavaName(PositionOutputMode));
a.Add("tradeOutputMode", EnumBuilder <ResultOutputMode> .GetJavaName(TradeOutputMode));
a.Add("securityOutputMode", EnumBuilder <ResultOutputMode> .GetJavaName(SecurityOutputMode));
a.Add("primitiveOutputMode", EnumBuilder <ResultOutputMode> .GetJavaName(PrimitiveOutputMode));
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
a.Add(SchemeFudgeFieldName, Scheme);
a.Add(ValueFudgeFieldName, Value);
if (Version != null)
{
a.Add(VersionFudgeFieldName, Version);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
WriteDocumentFields(a);
if (UniqueId != null)
{
a.Add("uniqueId", UniqueId.ToString());
}
a.Add("security", Security);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
WriteDocumentFields(a);
if (_uniqueId != null)
{
a.Add("uniqueId", _uniqueId.ToString());
}
a.Add("snapshot", _snapshot);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
WriteDocumentFields(a);
if (_uniqueId != null)
{
a.Add("uniqueId", _uniqueId.ToString());
}
a.Add("snapshot", _snapshot);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
a.Add("type", EnumBuilder <StripInstrumentType> .GetJavaName(InstrumentType));
s.WriteInline(a, "tenor", CurveNodePointTime);
a.Add("conventionName", ConventionName);
if (InstrumentType == StripInstrumentType.Future)
{
a.Add("numFutures", NthFutureFromTenor);
}
}
public static void AddMessageFields(IFudgeSerializer fudgeSerializer, IAppendingFudgeFieldContainer msg, ComputationTargetSpecification @object)
{
msg.Add("computationTargetType", EnumBuilder <ComputationTargetType> .GetJavaName(@object.Type));
UniqueId uid = @object.Uid;
if (uid != null)
{
fudgeSerializer.WriteInline(msg, "computationTargetIdentifier", uid);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
WriteDocumentFields(a);
if (UniqueId != null)
{
a.Add("uniqueId", UniqueId.ToString());
}
a.Add("security", Security);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
WriteDocumentFields(a);
if (UniqueId != null)
{
a.Add("uniqueId", UniqueId.ToString());
}
a.Add("yieldCurveDefinition", YieldCurveDefinition);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
WriteDocumentFields(a);
if (UniqueId != null)
{
a.Add("uniqueId", UniqueId.ToString());
}
a.Add("yieldCurveDefinition", YieldCurveDefinition);
}
private void WriteTypeInformation(object obj, IAppendingFudgeFieldContainer msg)
{
Type type = obj.GetType();
for (Type currentType = type; currentType != typeof(object); currentType = currentType.BaseType)
{
string typeName = typeMappingStrategy.GetName(currentType);
msg.Add(null, FudgeSerializer.TypeIdFieldOrdinal, StringFieldType.Instance, typeName);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, typeof(ManageableVolatilitySurfaceSnapshot));
var fudgeSerializer = new FudgeSerializer(s.Context);
var valuesMessage = MapBuilder.ToFudgeMsg(s, _values, fudgeSerializer.SerializeToMsg, fudgeSerializer.SerializeToMsg);
a.Add("values", valuesMessage);
}
protected override void SerializeImpl(PortfolioDocument obj, IAppendingFudgeFieldContainer a, IFudgeSerializer serializer)
{
obj.WriteDocumentFields(a);
if (obj.UniqueId != null)
{
a.Add("uniqueId", obj.UniqueId.ToString());
}
a.Add("portfolio", obj.Portfolio);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
if (_valuationTime != default(DateTimeOffset))
{
a.Add("valuation", _valuationTime);
}
if (_marketDataSpecification != null)
{
s.WriteInline(a, "marketDataSpecification", _marketDataSpecification);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, GetType());
var fudgeMsg = new FudgeMsg(s.Context);
foreach (var viewCycleExecutionOptionse in _executionSequence)
{
FudgeMsg msg = ((OpenGammaFudgeContext)s.Context).GetSerializer().SerializeToMsg(viewCycleExecutionOptionse);
fudgeMsg.Add(null, null, msg);
}
a.Add("sequence", fudgeMsg);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "pagingRequest", _pagingRequest);
if (_name != null)
{
a.Add("name", _name);
}
if (_portfolioObjectIds != null)
{
s.WriteInline(a, "portfolioObjectIds", _portfolioObjectIds);
}
if (_nodeObjectIds != null)
{
s.WriteInline(a, "nodeObjectIds", _nodeObjectIds);
}
}
public void WriteDocumentFields(IAppendingFudgeFieldContainer a)
{
AddDateTimeOffsetWithDefault(a, "versionFromInstant", VersionFromInstant);
AddDateTimeOffsetWithDefault(a, "correctionFromInstant", CorrectionFromInstant);
AddDateTimeOffsetWithDefault(a, "versionToInstant", VersionToInstant);
AddDateTimeOffsetWithDefault(a, "correctionToInstant", CorrectionToInstant);
}
/// <inheritdoc/>
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
helper.Serialize(obj, msg, serializer);
}
public void Serialize(IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
msg.Add("Bid", Bid);
msg.Add("Ask", Ask);
msg.Add("BidVolume", BidVolume);
msg.Add("AskVolume", AskVolume);
msg.Add("Timestamp", Timestamp);
}
/// <inheritdoc/>
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
IFudgeSerializable ser = (IFudgeSerializable)obj;
ser.Serialize(msg, serializer);
}
public void Serialize(IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
msg.Add("ticker", Ticker);
msg.Add("bid", Bid);
msg.Add("offer", Offer);
}
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
var address = (Address)obj;
msg.AddIfNotNull("line1", address.Line1);
msg.AddIfNotNull("line2", address.Line2);
msg.AddIfNotNull("zip", address.Zip);
}
public override void Serialize(IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
// Add our parent's fields
base.Serialize(msg, serializer);
// Now tag on ours
msg.AddAll("siblings", siblings);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
if (_overrideValue != null)
{
a.Add("overrideValue", _overrideValue);
}
if (_marketValue != null)
{
a.Add("marketValue", _marketValue);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
throw new NotImplementedException();
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
msg.Add("number", number);
}
/// <inheritdoc/>
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
toFudgeMsgMethod.Invoke(obj, new object[] { msg, serializer });
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, typeof(MissingMarketDataSentinel));
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "identifiers", _identifiers.ToList());
a.Add("searchType", EnumBuilder<ExternalIdSearchType>.GetJavaName(_searchType));
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
a.Add("aggregatePositionOutputMode", EnumBuilder<ResultOutputMode>.GetJavaName(AggregatePositionOutputMode));
a.Add("positionOutputMode", EnumBuilder<ResultOutputMode>.GetJavaName(PositionOutputMode));
a.Add("tradeOutputMode", EnumBuilder<ResultOutputMode>.GetJavaName(TradeOutputMode));
a.Add("securityOutputMode", EnumBuilder<ResultOutputMode>.GetJavaName(SecurityOutputMode));
a.Add("primitiveOutputMode", EnumBuilder<ResultOutputMode>.GetJavaName(PrimitiveOutputMode));
}
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
throw new NotImplementedException();
}
private static void AddDateTimeOffsetWithDefault(IAppendingFudgeFieldContainer a, string fieldName, DateTimeOffset value)
{
if (value != default(DateTimeOffset))
{
a.Add(fieldName, new FudgeDateTime(value));
}
}
private static void WriteNullableTimeSpanField(IAppendingFudgeFieldContainer message, string name, TimeSpan? value)
{
if (value.HasValue)
{
message.Add(name, (long) value.Value.TotalMilliseconds);
}
}
/// <inheritdoc/>
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
helper.Serialize(msg, obj, (o, si, sc) => {((ISerializable)o).GetObjectData(si, sc);});
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer msg, IFudgeSerializer s)
{
msg.Add("valueName", ValueName);
ComputationTargetSpecificationBuilder.AddMessageFields(s, msg, TargetSpecification);
s.WriteInline(msg, "constraints", Constraints);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer message, IFudgeSerializer s)
{
message.Add("name", Name);
if (_uniqueID != null)
{
message.Add("uniqueId", _uniqueID.ToString());
}
s.WriteInline(message, "identifier", PortfolioIdentifier);
s.WriteInline(message, "user", User);
s.WriteInline(message, "resultModelDefinition", ResultModelDefinition);
if (DefaultCurrency != null)
{
message.Add("currency", DefaultCurrency.ISOCode);
}
WriteNullableTimeSpanField(message, "minDeltaCalcPeriod", MinDeltaCalcPeriod);
WriteNullableTimeSpanField(message, "maxDeltaCalcPeriod", MaxDeltaCalcPeriod);
WriteNullableTimeSpanField(message, "fullDeltaCalcPeriod", MinFullCalcPeriod);
WriteNullableTimeSpanField(message, "maxFullCalcPeriod", MaxFullCalcPeriod);
foreach (var calcConfig in CalculationConfigurationsByName.Values)
{
FudgeMsg calcConfigMsg = s.Context.NewMessage();
calcConfig.ToFudgeMsg(calcConfigMsg, s);
message.Add("calculationConfiguration", calcConfigMsg);
}
}
public void Serialize(IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
msg.AddIfNotNull("message", Message);
msg.AddIfNotNull("other", Other);
}
public virtual void Serialize(IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
msg.Add("name", Name);
msg.AddIfNotNull("mainAddress", MainAddress);
}
