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); }