public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
foreach (var field in _fields)
{
a.Add(field);
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "swapTenor", _swapTenor);
s.WriteInline(a, "optionExpiry", _optionExpiry);
a.Add("relativeStrike", _relativeStrike);
}
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));
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
foreach (var field in _fields)
{
a.Add(field);
}
}
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 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);
}
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)
{
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 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)
{
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 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)
{
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);
}
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);
}
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("security", Security);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, typeof(ManageableVolatilityCubeSnapshot));
var valuesMessage = MapBuilder.ToFudgeMsg(s, _values);
a.Add("values", valuesMessage);
s.WriteInline(a, "otherValues", _otherValues);
var strikesMessage = MapBuilder.ToFudgeMsg(s, _strikes);
a.Add("strikes", strikesMessage);
}
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)
{
if (_valuationTime != default(DateTimeOffset))
{
a.Add("valuation", _valuationTime);
}
if (_marketDataSpecification != null)
{
s.WriteInline(a, "marketDataSpecification", _marketDataSpecification);
}
}
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)
{
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.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)
{
a.Add("currency", _currency.ISOCode);
if (_region != null)
{
a.Add("region", _region);
}
a.Add("name", _name);
a.Add("interpolatorName", _interpolatorName);
foreach (var fixedIncomeStrip in Strips)
{
s.WriteInline(a, "strip", fixedIncomeStrip);
}
}
/// <summary>
/// Serializes all the values as a sequence of submessages with the same field name and ordinal.
/// </summary>
/// <typeparam name="T">Type of objects.</typeparam>
/// <param name="serializer">Serializer to write the fields.</param>
/// <param name="msg">Parent message for the sub-message.</param>
/// <param name="name">Name of the fields.</param>
/// <param name="ordinal">Ordinal of the fields (may be <c>null</c>).</param>
/// <param name="objects">Objects to serialize.</param>
/// <remarks>See the remarks in <see cref="WriteInline"/> regarding the limitations of writing as an in-line sub-message.</remarks>
/// <remarks><c>null</c>s in the sequence are written as Fudge <see cref="IndicatorType"/>s.</remarks>
public static void WriteAllInline <T>(this IFudgeSerializer serializer, IAppendingFudgeFieldContainer msg, string name, int?ordinal, IEnumerable <T> objects)
{
foreach (T obj in objects)
{
if (obj != null)
{
serializer.WriteInline(msg, name, ordinal, obj);
}
else
{
msg.Add(name, ordinal, IndicatorType.Instance);
}
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "globalValues", _globalValues);
a.Add("name", Name);
a.Add("basisViewName", _basisViewName);
if (_uniqueId != null)
{
a.Add("uniqueId", _uniqueId);
}
a.Add("yieldCurves", MapBuilder.ToFudgeMsg(s, _yieldCurves));
a.Add("volatilityCubes", MapBuilder.ToFudgeMsg(s, _volatilityCubes));
a.Add("volatilitySurfaces", MapBuilder.ToFudgeMsg(s, _volatilitySurfaces));
}
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 Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
beforeAfterMethodHelper.CallBeforeSerialize(obj);
foreach (var entry in propMap)
{
string name = entry.Key;
MorePropertyData prop = entry.Value;
object val = prop.PropertyData.Getter(obj);
if (val != null)
{
prop.Serializer(prop, val, msg, serializer);
}
}
beforeAfterMethodHelper.CallAfterSerialize(obj);
}
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 Serialize(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
var context = s.Context;
var withMessage = new FudgeMsg(context);
var v = new string[1];
foreach (var property in PropertyValues)
{
if (property.Value == null)
{
var optMessage = new FudgeMsg(context)
{
{ (string)null, IndicatorType.Instance }
};
withMessage.Add(property.Key, optMessage);
}
else if (0 == property.Value.Count)
{
withMessage.Add(property.Key, IndicatorType.Instance);
}
else if (property.Value.Count == 1)
{
property.Value.CopyTo(v, 0);
withMessage.Add(property.Key, v[0]);
}
else
{
var manyMesssage = new FudgeMsg(context);
foreach (var val in property.Value)
{
manyMesssage.Add(property.Key, val);
}
withMessage.Add(property.Key, manyMesssage);
}
}
if (_optional != null)
{
foreach (var optional in _optional)
{
withMessage.Add(optional, new FudgeMsg(context, new Field("optional", IndicatorType.Instance)));
}
}
a.Add("with", withMessage);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
Type type = typeof(ManageableUnstructuredMarketDataSnapshot);
s.WriteTypeHeader(a, type);
foreach (var value in Values)
{
foreach (var valueSnapshot in value.Value)
{
var openGammaFudgeContext = (OpenGammaFudgeContext)s.Context;
var newMessage = s.Context.NewMessage();
newMessage.Add("valueSpec", openGammaFudgeContext.GetSerializer().SerializeToMsg(value.Key));
newMessage.Add("valueName", valueSnapshot.Key);
newMessage.Add("value", openGammaFudgeContext.GetSerializer().SerializeToMsg(valueSnapshot.Value));
a.Add(1, newMessage);
}
}
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer calcConfigMsg, IFudgeSerializer s)
{
var context = s.Context;
var fudgeSerializer = new FudgeSerializer(context);
calcConfigMsg.Add("name", Name);
foreach (var securityTypeRequirements in PortfolioRequirementsBySecurityType)
{
FudgeMsg securityTypeRequirementsMsg = new FudgeMsg(context);
securityTypeRequirementsMsg.Add("securityType", securityTypeRequirements.Key);
foreach (var requirement in securityTypeRequirements.Value)
{
var newMessage = context.NewMessage();
newMessage.Add("requiredOutput", requirement.Item1);
newMessage.Add("constraints", fudgeSerializer.SerializeToMsg(requirement.Item2));
securityTypeRequirementsMsg.Add("portfolioRequirement", newMessage);
}
calcConfigMsg.Add("portfolioRequirementsBySecurityType", securityTypeRequirementsMsg);
}
foreach (var specificRequirement in SpecificRequirements)
{
var sReqMsg = fudgeSerializer.SerializeToMsg(specificRequirement);
calcConfigMsg.Add("specificRequirement", sReqMsg);
}
var defaultPropsMessage = fudgeSerializer.SerializeToMsg(DefaultProperties);
calcConfigMsg.Add("defaultProperties", defaultPropsMessage);
var deltaDefnMessage = fudgeSerializer.SerializeToMsg(_deltaDefinition);
calcConfigMsg.Add("deltaDefinition", deltaDefnMessage);
if (ResolutionRuleTransform != null)
{
var transformMessage = fudgeSerializer.SerializeToMsg(ResolutionRuleTransform);
calcConfigMsg.Add("resolutionRuleTransform", transformMessage);
}
}
public static FudgeMsg ToFudgeMsg <TKey, TValue>(IFudgeSerializer s, IDictionary <TKey, TValue> dict, Func <TKey, object> keyMsgGen = null, Func <TValue, object> valueMsgGen = null) where TValue : class
{
var fudgeSerializer = new FudgeSerializer(s.Context);
keyMsgGen = keyMsgGen ?? (k => fudgeSerializer.SerializeToMsg(k));
valueMsgGen = valueMsgGen ?? (v => fudgeSerializer.SerializeToMsg(v));
var valuesMessage = new FudgeMsg(s.Context);
foreach (var value in dict)
{
valuesMessage.Add(1, keyMsgGen(value.Key));
if (value.Value == null)
{
valuesMessage.Add(2, IndicatorType.Instance);
}
else
{
valuesMessage.Add(2, valueMsgGen(value.Value));
}
}
return(valuesMessage);
}
protected override void SerializeImpl(ExternalIdBundle obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
foreach (var identifier in obj.Identifiers)
{
msg.Add("ID", identifier);
}
}
/// <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 serializer)
{
msg.Add("number", number);
}
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 IFudgeFieldContainer ToFudgeMsg(IFudgeSerializer serializer)
{
return null;
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, typeof(MissingMarketDataSentinel));
}
/// <inheritdoc/>
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
helper.Serialize(msg, obj, surrogate.GetObjectData);
}
public static IFudgeFieldContainer ToFudgeMsg(IFudgeSerializer serializer)
{
// Shouldn't be static
return null;
}
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);
}
/// <inheritdoc/>
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
IFudgeSerializable ser = (IFudgeSerializable)obj;
ser.Serialize(msg, serializer);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
throw new NotImplementedException();
}
/// <inheritdoc/>
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
helper.Serialize(obj, msg, serializer);
}
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
throw new NotImplementedException();
}
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);
}
public void Serialize(IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
msg.Add("ticker", Ticker);
msg.Add("bid", Bid);
msg.Add("offer", Offer);
}
public virtual void Serialize(IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
msg.Add("name", Name);
msg.AddIfNotNull("mainAddress", MainAddress);
}
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);
}
/// <inheritdoc/>
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
toFudgeMsgMethod.Invoke(obj, new object[] { msg, serializer });
}
public void Serialize(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
msg.Add(1, Enum.GetName(typeof(SurrogateEnumTest), obj));
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
throw new NotImplementedException();
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteInline(a, "identifiers", _identifiers.ToList());
a.Add("searchType", EnumBuilder<ExternalIdSearchType>.GetJavaName(_searchType));
}
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 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(IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
msg.AddIfNotNull("message", Message);
msg.AddIfNotNull("other", Other);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
if (_overrideValue != null)
{
a.Add("overrideValue", _overrideValue);
}
if (_marketValue != null)
{
a.Add("marketValue", _marketValue);
}
}
