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 ManageableMarketDataSnapshot CreateSnapshot(RemoteViewClient client, IViewCycle cycle)
{
UniqueId clientId = client.GetUniqueId();
UniqueId cycleId = cycle.UniqueId;
var createTarget = _rest.Resolve("create", clientId.ToString(), cycleId.ToString());
return(createTarget.Get <ManageableMarketDataSnapshot>());
}
public PortfolioDocument Get(UniqueId uniqueId)
{
ArgumentChecker.NotNull(uniqueId, "uniqueId");
var resp = _restTarget.Resolve("portfolios").Resolve(uniqueId.ObjectID.ToString()).Get<PortfolioDocument>();
if (resp == null || resp.UniqueId == null || resp.Portfolio == null)
{
throw new ArgumentException("Not found", "uniqueId");
}
return resp;
}
public IDependencyGraph GetWholeGraph()
{
var dependencyGraph = _resolve.Resolve("wholeGraph").Get <IDependencyGraph>();
if (dependencyGraph == null)
{
throw new IllegalStateException("Null graph returned, perhaps the cycle dissapeared");
}
return(dependencyGraph);
}
public YieldCurveDefinitionDocument Add(YieldCurveDefinitionDocument document)
{
var created = _restTarget.Resolve("definitions").Post <YieldCurveDefinitionDocument>(document);
if (created.UniqueId == null)
{
throw new ArgumentException("No UID returned");
}
document.UniqueId = created.UniqueId;
return(document);
}
private static MQTopicTemplate GetTopicTemplate(RestTarget restTarget)
{
var specFudge = restTarget.Resolve("brokerUri").GetFudge();
var activeMQSpec = specFudge.GetString("value");
return(GetTopicTemplate(activeMQSpec, restTarget));
}
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));
}
private IFudgeFieldContainer GetComponentsMessage()
{
Logger.Info("Getting configuration info for {0}", _rootUri);
var msg = _rootRest.Resolve("components").GetFudge();
Logger.Debug("Components {0} {1}", _rootUri, msg);
return(msg);
}
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>());
}
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"));
}
private ClientResultStream StartResultStream()
{
var clientResultStream = new ClientResultStream(FudgeContext, _mqTemplate);
try
{
REST.Resolve("startJmsResultStream").PostFudge(new FudgeMsg(FudgeContext)
{
{ "destination", clientResultStream.QueueName }
});
clientResultStream.WaitForStartSignal();
return(clientResultStream);
}
catch
{
clientResultStream.Dispose();
throw;
}
}
private static MQTopicTemplate GetTopicTemplate(RestTarget restTarget)
{
var specFudge = restTarget.Resolve("brokerUri").GetFudge();
var activeMQSpec = specFudge.GetString("value");
return GetTopicTemplate(activeMQSpec, restTarget);
}
public IDependencyGraphExplorer GetDependencyGraphExplorer(string calcConfig)
{
return(new RemoteDependencyGraphExplorer(_rest.Resolve("graphs").Resolve(calcConfig)));
}
public void UpdateViewDefinition(UpdateViewDefinitionRequest request)
{
_rest.Resolve(request.Name).Put(request);
}
public IEnumerable <string> GetNames()
{
var fudgeMsg = _rest.Resolve("names").GetFudge();
return(fudgeMsg.Select(fudgeField => fudgeField.Value == IndicatorType.Instance ? null : (string)fudgeField.Value).ToList());
}
public SearchResult <MarketDataSnapshotDocument> Search(MarketDataSnapshotSearchRequest request)
{
return(_restTarget.Resolve("snapshotSearches").Post <SearchResult <MarketDataSnapshotDocument> >(request));
}
public FinancialClient(RestTarget rest, OpenGammaFudgeContext fudgeContext)
{
_rest = rest;
_fudgeContext = fudgeContext;
_heartbeatSender = new HeartbeatSender(TimeSpan.FromMinutes(5), _rest.Resolve("heartbeat"));
}
public ISecurity GetSecurity(UniqueId uid)
{
var target = _restTarget.Resolve("securities").Resolve("security").Resolve(uid.ToString());
return(target.Get <ISecurity>());
}
private FinancialClient GetOrCreateClient(string clientName)
{
return(new FinancialClient(_restTarget.Resolve("clients", clientName), _fudgeContext));
}
public InterpolatedYieldCurveSpecification BuildCurve(DateTimeOffset curveDate, YieldCurveDefinition curveDefinition)
{
RestTarget target = _rest.Resolve("builder").Resolve(UriEncoding.ToString(curveDate));
return(target.Post <InterpolatedYieldCurveSpecification>(curveDefinition));
}
public IEnumerable <ObjectId> GetDefinitionIDs()
{
var fudgeMsg = _rest.Resolve("ids").GetFudge();
return(fudgeMsg.GetAllByOrdinal(1).Select(f => (string)f.Value).Select(ObjectId.Parse).ToList());
}
public VolatilityCubeDefinition GetDefinition(Currency currency, string name)
{
return(_restTarget.Resolve("definitions", "searchSingle").WithParam("currency", currency.ISOCode).WithParam("name", name).Get <VolatilityCubeDefinition>());
}
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 ICompiledViewDefinitionWithGraphs GetCompiledViewDefinition()
{
return(new RemoteCompiledViewDefinitionWithGraphs(_location.Resolve("compiledViewDefinition")));
}
private void AddValue(AddValueRequest addValueRequest)
{
_rest.Resolve("add").Post(addValueRequest);
}
public FinancialClient(RestTarget rest, OpenGammaFudgeContext fudgeContext)
{
_rest = rest;
_fudgeContext = fudgeContext;
_heartbeatSender = new HeartbeatSender(TimeSpan.FromMinutes(5), _rest.Resolve("heartbeat"));
}
public RemoteViewClient CreateClient(UserPrincipal userPrincipal)
{
var clientUri = _rest.Resolve("clients").Create(userPrincipal);
return(new RemoteViewClient(_fudgeContext, clientUri, _mqTemplate, this));
}
public SearchResult <SecurityDocument> Search(SecuritySearchRequest request)
{
return(_restTarget.Resolve("securitySearches").Post <SearchResult <SecurityDocument> >(request));
}
public ICurrencyMatrix GetCurrencyMatrix(string name)
{
return(_rest.Resolve("currencyMatrices").Resolve(name).Get <ICurrencyMatrix>());
}