private static MQTopicTemplate GetTopicTemplate(RestTarget restTarget)
{
var specFudge = restTarget.Resolve("brokerUri").GetFudge();
var activeMQSpec = specFudge.GetString("value");
return(GetTopicTemplate(activeMQSpec, restTarget));
}
public ILocalDateDoubleTimeSeries GetHistoricalTimeSeries(UniqueId uid)
{
RestTarget target = _rest.Resolve("hts")
.Resolve(uid.ObjectID.ToString(), uid.IsVersioned ? new[] { Tuple.Create("version", uid.Version) } : new Tuple <string, string>[] { });
return(target.Get <ILocalDateDoubleTimeSeries>("timeSeries"));
}
public HeartbeatSender(TimeSpan period, RestTarget heartbeatRest)
{
_period = period;
_heartbeatRest = heartbeatRest;
_registeredWaitHandle = ThreadPool.RegisterWaitForSingleObject(_disposeEvent, SendHeartBeats, null, _period, false);
}
public Tuple <UniqueId, ILocalDateDoubleTimeSeries> GetHistoricalTimeSeries(ExternalIdBundle identifierBundle, DateTimeOffset identifierValidityDate, string dataSource, string dataProvider, string dataField, DateTimeOffset start, bool includeStart, DateTimeOffset end, bool includeEnd)
{
RestTarget target = _rest.Resolve("htsSearches", "single");
target = identifierBundle.Identifiers.Aggregate(target, (current, id) => current.WithParam("id", id.ToString()));
target = target.WithParam("idValidityDate", identifierValidityDate != default(DateTimeOffset) ? EncodeDate(identifierValidityDate) : "ALL");
if (dataSource != null)
{
target = target.WithParam("dataSource", dataSource);
}
if (dataProvider != null)
{
target = target.WithParam("dataProvider", dataProvider);
}
if (dataField != null)
{
target = target.WithParam("dataField", dataField);
}
if (start != default(DateTimeOffset))
{
target = target.WithParam("start", EncodeDate(start));
target = target.WithParam("includeStart", includeStart);
}
if (end != default(DateTimeOffset))
{
target = target.WithParam("end", EncodeDate(end));
target = target.WithParam("includeEnd", includeEnd);
}
return(DecodePairMessage(target.GetFudge()));
}
public SearchResult<PortfolioDocument> GetHistory(PortfolioHistoryRequest request)
{
//request
var versionsTarget = _restTarget.Resolve("portfolios", request.ObjectId.ToString(), "versions");
RestTarget target = RestUtils.EncodeQueryParams(versionsTarget, request);
return target.Get<SearchResult<PortfolioDocument>>();
}
private static MQTopicTemplate GetTopicTemplate(string activeMQSpec, RestTarget restTarget)
{
var fudgeMsg = restTarget.Resolve("topicName").GetFudge();
var topicName = fudgeMsg.GetString("value");
var template = new MQTemplate(activeMQSpec);
return new MQTopicTemplate(template, topicName);
}
public HeartbeatSender(TimeSpan period, RestTarget heartbeatRest)
{
_period = period;
_heartbeatRest = heartbeatRest;
_registeredWaitHandle = ThreadPool.RegisterWaitForSingleObject(_disposeEvent, SendHeartBeats, null, _period, false);
}
private static MQTopicTemplate GetTopicTemplate(string activeMQSpec, RestTarget restTarget)
{
var fudgeMsg = restTarget.Resolve("topicName").GetFudge();
var topicName = fudgeMsg.GetString("value");
var template = new MQTemplate(activeMQSpec);
return(new MQTopicTemplate(template, topicName));
}
public RemoteEngineContextFactory(OpenGammaFudgeContext fudgeContext, Uri rootUri)
{
_fudgeContext = fudgeContext;
_rootUri = rootUri;
_rootRest = new RestTarget(_fudgeContext, rootUri);
_componentsMessage = new Lazy<IFudgeFieldContainer>(GetComponentsMessage);
_componentRepository = new Lazy<ComponentRepository>(() => GetComponentRepository(_componentsMessage.Value));
}
public RemoteEngineContextFactory(OpenGammaFudgeContext fudgeContext, Uri rootUri)
{
_fudgeContext = fudgeContext;
_rootUri = rootUri;
_rootRest = new RestTarget(_fudgeContext, rootUri);
_componentsMessage = new Lazy <IFudgeFieldContainer>(GetComponentsMessage);
_componentRepository = new Lazy <ComponentRepository>(() => GetComponentRepository(_componentsMessage.Value));
}
protected RestfulJmsResultConsumerBase(OpenGammaFudgeContext fudgeContext, RestTarget clientUri, MQTemplate mqTemplate, Action <object, TListener> resultAction)
{
FudgeContext = fudgeContext;
_mqTemplate = mqTemplate;
REST = clientUri;
_listenerReference = new ListenerReference(resultAction); //TODO: check that this doesn't reference us
_heartbeatSender = new HeartbeatSender(TimeSpan.FromSeconds(10), REST.Resolve("heartbeat"));
}
public static RestTarget EncodeQueryParams(RestTarget baseTarget, object bean)
{
//TODO [DOTNET-14] could use fudge encoder proper if we encoded IDs properly
var ret = baseTarget;
foreach (var property in bean.GetType().GetProperties())
{
ret = ret.WithParam(EncodePropName(property), EncodeParamValue(GetPropertyValue(bean, property)));
}
return ret;
}
public static RestTarget EncodeQueryParams(RestTarget baseTarget, object bean)
{
//TODO [DOTNET-14] could use fudge encoder proper if we encoded IDs properly
var ret = baseTarget;
foreach (var property in bean.GetType().GetProperties())
{
ret = ret.WithParam(EncodePropName(property), EncodeParamValue(GetPropertyValue(bean, property)));
}
return(ret);
}
public IAvailableOutputs GetPortfolioOutputs(UniqueId portfolioId, string timeStamp = "now")
{
ArgumentChecker.NotNull(portfolioId, "portfolioId");
ArgumentChecker.NotNull(timeStamp, "timeStamp");
RestTarget target = _restTarget.Resolve("portfolio").Resolve(timeStamp);
if (_maxNodes > 0)
{
target = target.Resolve("nodes", _maxNodes.ToString());
}
if (_maxPositions > 0)
{
target = target.Resolve("positions", _maxPositions.ToString());
}
target = target.Resolve(portfolioId.ToString());
return(target.Get <IAvailableOutputs>());
}
public ILocalDateDoubleTimeSeries GetHistoricalTimeSeries(UniqueId uid, DateTimeOffset start, bool includeStart, DateTimeOffset end, bool includeEnd)
{
var args = new List <Tuple <string, string> >();
if (uid.IsVersioned)
{
args.Add(Tuple.Create(uid.ToString(), uid.Version));
}
if (start != default(DateTimeOffset))
{
args.Add(Tuple.Create("start", DateToString(start.Date)));
args.Add(Tuple.Create("includeStart", includeStart.ToString()));
}
if (end != default(DateTimeOffset))
{
args.Add(Tuple.Create("end", DateToString(end.Date)));
args.Add(Tuple.Create("includeEnd", includeEnd.ToString()));
}
RestTarget target = _rest.Resolve("hts")
.Resolve(uid.ObjectID.ToString(), args.ToArray());
return(target.Get <ILocalDateDoubleTimeSeries>("timeSeries"));
}
public RemoteChangeManger(RestTarget restTarget, OpenGammaFudgeContext fudgeContext)
{
_topicTemplate = new Lazy<MQTopicTemplate>(() => GetTopicTemplate(restTarget));
_fudgeDecoder = new FudgeMessageDecoder(fudgeContext, false);
}
public FinancialUser(OpenGammaFudgeContext fudgeContext, RestTarget restTarget, string userName)
{
_fudgeContext = fudgeContext;
_restTarget = restTarget;
_userName = userName;
}
public RemoteMarketDataSnapshotter(RestTarget rest)
{
_rest = rest;
}
public RemoteCompiledViewDefinitionWithGraphs(RestTarget rest)
{
_rest = rest;
}
public RemoteInterpolatedYieldCurveSpecificationBuilder(RestTarget rest)
{
_rest = rest;
}
public RemoteViewDefinitionRepository(RestTarget rest)
{
_rest = rest;
}
public RemoteMarketDataSnapshotMaster(RestTarget restTarget, OpenGammaFudgeContext fudgeContext)
{
_restTarget = restTarget;
_fudgeContext = fudgeContext;
}
public RemoteSecuritySource(RestTarget restTarget)
{
_restTarget = restTarget;
}
public RemoteInterpolatedYieldCurveSpecificationBuilder(RestTarget rest)
{
_rest = rest;
}
public RemoteAvailableOutputs(RestTarget restTarget)
{
_restTarget = restTarget;
}
public RemoteViewCycle(RestTarget location)
{
_location = location;
}
public RemoteViewCycle(RestTarget location)
{
_location = location;
}
public FinancialUser(OpenGammaFudgeContext fudgeContext, RestTarget restTarget, string userName)
{
_fudgeContext = fudgeContext;
_restTarget = restTarget;
_userName = userName;
}
public RemoteCurrencyMatrixSource(RestTarget rest)
{
_rest = rest;
}
public RemoteManagableViewDefinitionRepository(RestTarget rest)
: base(rest)
{
_rest = rest;
}
public RemoteDependencyGraphExplorer(RestTarget resolve)
{
_resolve = resolve;
}
public RemoteViewProcessor(OpenGammaFudgeContext fudgeContext, RestTarget rest, MQTemplate mqTemplate)
{
_fudgeContext = fudgeContext;
_rest = rest;
_mqTemplate = mqTemplate;
}
public RemoteVolatilityCubeDefinitionSource(RestTarget restTarget)
{
_restTarget = restTarget;
}
public RemoteSecurityMaster(RestTarget restTarget)
{
_restTarget = restTarget;
}
public RemoteViewClient(OpenGammaFudgeContext fudgeContext, RestTarget clientUri, MQTemplate mqTemplate, RemoteViewProcessor viewProcessor) : base(fudgeContext, clientUri, mqTemplate, (o, l) => new ResultEvent(o).ApplyTo(l))
{
_viewProcessor = viewProcessor;
}
public RemoteViewDefinitionRepository(RestTarget rest)
{
_rest = rest;
}
public InterpolatedYieldCurveSpecification BuildCurve(DateTimeOffset curveDate, YieldCurveDefinition curveDefinition)
{
RestTarget target = _rest.Resolve("builder").Resolve(UriEncoding.ToString(curveDate));
return(target.Post <InterpolatedYieldCurveSpecification>(curveDefinition));
}
public RemoteChangeManger(RestTarget restTarget, OpenGammaFudgeContext fudgeContext)
{
_topicTemplate = new Lazy <MQTopicTemplate>(() => GetTopicTemplate(restTarget));
_fudgeDecoder = new FudgeMessageDecoder(fudgeContext, false);
}
public RemoteNamedMarketDataSpecificationRepository(RestTarget rest)
{
_rest = rest;
}
public RemoteLiveDataInjector(RestTarget rest)
{
_rest = rest;
}
public RemotePortfolioMaster(RestTarget restTarget, OpenGammaFudgeContext fudgeContext)
{
_restTarget = restTarget;
_fudgeContext = fudgeContext;
}
public RemoteSecurityMaster(RestTarget restTarget)
{
_restTarget = restTarget;
}
public RemotePortfolioMaster(RestTarget restTarget, OpenGammaFudgeContext fudgeContext)
{
_restTarget = restTarget;
_fudgeContext = fudgeContext;
}
public RemoteAvailableOutputs(RestTarget restTarget)
{
_restTarget = restTarget;
}
public RemoteMarketDataSnapshotter(RestTarget rest)
{
_rest = rest;
}
public InterpolatedYieldCurveDefinitionMaster(RestTarget restTarget)
{
_restTarget = restTarget;
}
private static MQTopicTemplate GetTopicTemplate(RestTarget restTarget)
{
var specFudge = restTarget.Resolve("brokerUri").GetFudge();
var activeMQSpec = specFudge.GetString("value");
return GetTopicTemplate(activeMQSpec, restTarget);
}
public RemoteSecuritySource(RestTarget restTarget)
{
_restTarget = restTarget;
}
public RemoteViewCycleReference(RestTarget location)
{
_location = location;
_heartbeatSender = new HeartbeatSender(TimeSpan.FromSeconds(2.5), _location);
}
public RemoteNamedMarketDataSpecificationRepository(RestTarget rest)
{
_rest = rest;
}
public RemoteViewProcessor(OpenGammaFudgeContext fudgeContext, RestTarget rest, MQTemplate mqTemplate)
{
_fudgeContext = fudgeContext;
_rest = rest;
_mqTemplate = mqTemplate;
}
public FinancialClient(RestTarget rest, OpenGammaFudgeContext fudgeContext)
{
_rest = rest;
_fudgeContext = fudgeContext;
_heartbeatSender = new HeartbeatSender(TimeSpan.FromMinutes(5), _rest.Resolve("heartbeat"));
}
public FinancialClient(RestTarget rest, OpenGammaFudgeContext fudgeContext)
{
_rest = rest;
_fudgeContext = fudgeContext;
_heartbeatSender = new HeartbeatSender(TimeSpan.FromMinutes(5), _rest.Resolve("heartbeat"));
}
public RemoteHistoricalTimeSeriesSource(OpenGammaFudgeContext fudgeContext, RestTarget rest)
{
_fudgeContext = fudgeContext;
_rest = rest;
}
public RemoteLiveDataInjector(RestTarget rest)
{
_rest = rest;
}
public RemoteHistoricalTimeSeriesSource(OpenGammaFudgeContext fudgeContext, RestTarget rest)
{
_fudgeContext = fudgeContext;
_rest = rest;
}
