Class: Bberg::Requests::ReferenceDataRequest

Inherits:
RefdataRequestBase show all
Defined in:
lib/bberg/requests/reference_data_request.rb

Overview

A class for preforming reference data requets.

Constant Summary collapse

DEFAULT_OPTIONS = 
Hash[
:fields => ["PX_SETTLE"]

Instance Method Summary collapse

Methods inherited from RefdataRequestBase

#convert_to_rb_date, #convert_to_rb_time, #convert_value_to_bberg, #create_ref_data_service, #get_correlation_id, #hash_merge_concat, #perform_request, #retrieve_response

Constructor Details

#initialize(session_options, identifiers, options_arg = {}) ⇒ ReferenceDataRequest

Create new instance.

Parameters:

  • session_options (Bberg::Native::SessionOptions) —

    to specify how to connect session.

  • identifiers (#each|String) —

    a list of identifiers for this request

  • options_arg (Hash) (defaults to: {}) —

    specification of what fields or other parameters to use for the request.



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# File 'lib/bberg/requests/reference_data_request.rb', line 21

def initialize(session_options, identifiers, options_arg = {})
  @session_options = session_options
  
  @identifiers = unless identifiers.respond_to? 'each'
    [identifiers]
  else
    identifiers
  end
  
  @options = DEFAULT_OPTIONS.merge(options_arg)
end

Instance Method Details

#create_request ⇒ Object

Create a reference data request.



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# File 'lib/bberg/requests/reference_data_request.rb', line 34

def create_request
  request = @svc.createRequest("ReferenceDataRequest")

  @identifiers.each {|identifier| request.append("securities", identifier) }
  
  @options.each do |key, value|
    next if key == :fields or key == :overrides
    request.set(key.to_s, convert_value_to_bberg(value))
  end
  
  @options[:fields].each {|f| request.append("fields", f) }
  
  overrides = request.getElement("overrides")
  @options[:overrides].each do |field_id, value|
    new_override = overrides.appendElement()
    new_override.setElement("fieldId", field_id.to_s)
    new_override.setElement("value", convert_value_to_bberg(value))
  end
  @request = request
end

#parse_response(event) ⇒ Hash

Parse event for ReferenceDataResponse.

Returns:

  • (Hash) —

    event parsed into a Hash format.



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# File 'lib/bberg/requests/reference_data_request.rb', line 57

def parse_response(event)
  iter = event.messageIterator()
  result = Hash.new
  
  while iter.hasNext()
    
    message = iter.next()
    raise Bberg::BbergException.new("Got a response with incorrect correlation id!") if message.correlationID != @req_id
    msg_type = message.messageType().toString()
    raise Bberg::BbergException.new("Expected message of type ReferenceDataResponse but got #{msg_type}") if msg_type != "ReferenceDataResponse"
    
    security_data_array = message.getElement("securityData")
    (0..(security_data_array.numValues - 1)).each do |sec_num|
      security_data = security_data_array.getValueAsElement(sec_num)
      security_name = security_data.getElementAsString("security")
      field_data = security_data.getElement("fieldData")

      result[security_name] ||= Hash.new
      
      (0..(field_data.numElements - 1)).each do |field_num|
        field_element = field_data.getElement(field_num)
        values = if field_element.isArray
          process_array_type(field_element)
        else
          get_element_values(field_data, field_num)
        end
        result[security_name][field_element.name.toString] = values
      end
    end
  end
  result
end