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)
{
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)
{
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)
{
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)
{
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 a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, typeof(LocalDate));
a.Add("date", new FudgeDate(_date));
}
protected override void SerializeImpl(UserMarketDataSpecification obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
serializer.WriteTypeHeader(msg, obj.GetType());
serializer.WriteInline(msg, "userSnapshotId", obj.UserSnapshotID);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, typeof(MissingMarketDataSentinel));
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, typeof(MissingMarketDataSentinel));
}
protected override void SerializeImpl(object obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
serializer.WriteTypeHeader(msg, typeof(T));
msg.Add(1, GetJavaName((T)obj));
}
protected override void SerializeImpl(CombinedMarketDataSpecification obj, IAppendingFudgeFieldContainer msg, IFudgeSerializer serializer)
{
serializer.WriteTypeHeader(msg, obj.GetType());
serializer.WriteInline(msg, "preferredSpecification", obj.PreferredSpecification);
serializer.WriteInline(msg, "fallbackSpecification", obj.FallbackSpecification);
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, typeof(InfiniteViewCycleExecutionSequence));
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, typeof(InfiniteViewCycleExecutionSequence));
}
public void ToFudgeMsg(IAppendingFudgeFieldContainer a, IFudgeSerializer s)
{
s.WriteTypeHeader(a, typeof(Tenor));
a.Add("tenor", _period);
}
