Replacing ChannelParameters Spring beans
The ChannelParameters
objects are used to describe and construct the message channels.
The ChannelParameters contain information about the source file names, file formats, and how they are processed when loading into the datastore.
The ChannelParameters
objects are defined as Spring beans and can be customized by adding new beans.
These new beans can either create new ChannelParameters or replace existing ones.
The beans are identified by one of three annotations depending on which source they belong to:
Configuration Class | Annotation |
---|---|
ASourceConfig | @SourceConfigChannelParametersBean |
AConfigurationSourceConfig | @ConfigurationSourceConfigChannelParametersBean |
ASensiSourceConfig | @SensiSourceConfigChannelParametersBean |
For example the “sbmDeltaChannelParameter” bean is defined using:
@SensiSourceConfigChannelParametersBean
@Qualifier(SP_QUALIFIER__SBM_DELTA_CHANNEL_PARAMETER)
@OnInMemoryDatabase
public ChannelParameters sbmDeltaChannelParameter() {
return new ChannelParameters(SbmDeltaFileConstants.TOPIC_SENSITIVITIES, TRADE_BASE_STORE, FRTBDataLoadConstants.SB_DELTA_SENSITIVITIES_FILE_PATTERN,
SbmDeltaFileConstants.ALL_FIELDS, createDeltaCalculators(), this::createSbmDeltaTuplePublisher);
}
Replacing existing ChannelParameters beans
To replace an existing ChannelParameters bean, a new bean is created with the same qualifier. The @Primary
annotation will ensure that the new bean is
created instead of the old one.
It is often useful to use the old ChannelParameters' fields to fill fields which are unchanged by passing the old bean as a parameter of our new ChannelParameter.
For example, to replace the “sbmDeltaChannelParameter” bean above:
@SensiSourceConfigChannelParametersBean
@Qualifier(SP_QUALIFIER__SBM_DELTA_CHANNEL_PARAMETER)
@OnInMemoryDatabase
@Primary
public ChannelParameters customSbmDeltaChannelParameter(ChannelParameters sbmDeltaChannelParameter) {
// return new custom ChannelParameters object
}
With the existence of this bean, the original bean (sbmDeltaChannelParameter
) will not be created.
Creating new ChannelParameters beans
New ChannelParameters can be created and will be picked up automatically.
Like the beans defined in ASourceConfig
, ASensiSourceConfig
, and AConfigurationSourceConfig
, these beans should use one of the three annotations above and also provide a qualifier.
For example, to load a custom file into a custom store:
@SourceConfigChannelParametersBean
@Qualifier(SP_QUALIFIER__CUSTOM_CHANNEL_PARAMETER)
public ChannelParameters customChannelParameter() {
return new ChannelParameters("custom_store", "custom-topic", "custom.file-pattern" /* ... */);
}
ChannelParameters fields
The ChannelParameters beans contain the following fields:
Field | Description | Mandatory |
---|---|---|
storeName | Store that will be loaded | true |
topic | Topic name | true |
filePatternTopicProp | File pattern property | true |
fileColumns | The list of columns in the file | |
riskClass | Risk class | |
fileScanParameters | File scan parameter | |
calculators | List of column calculators | |
tuplePublisherFactory | Tuple publisher in form of a function | |
accumulate | Set to true to accumulate all tuples before publishing |
|
fileSeparator | File separator |
Available ChannelParameters Qualifiers
Below are all the qualifiers of existing ChannelParameters beans.
Topic Name | Qualifier | Configuration Class | Conditional |
---|---|---|---|
“SeniorityDescription” | “seniorityDescriptionChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“FXRates” | “fxStoreChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“FXHistorical” | “fxHistoricalChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“Scenarios” | “scenarioChannelParameter” | ASourceConfig | |
“IMAMultiplier” | “imaMultipleChannelParameter” | ASourceConfig | |
“LegalEntityAttributes” | “legalEntityAttributesChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“EquityBuckets” | “equityBucketsChannelParameter” | ASourceConfig | |
“CommodityBuckets” | “commodityBucketsChannelParameter” | ASourceConfig | |
“DrcSecNonCtpBuckets” | “drcSecNonCtpBucketsChannelParameter” | ASourceConfig | |
“EQUITY_BUCKET_DESCRIPTION” | “equityBucketsDescriptionChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“IMARiskFactors” | “imaRiskFactorsChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“IMARiskFactorsHistorical” | “imaRiskFactorsHistoricalChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“PLScenarios” | “plScenarioStoreChannelParameter” | ASourceConfig | |
“PLSummaryScenarios” | “plSummaryScenarioStoreChannelParameter” | ASourceConfig | |
“DRCScenarios” | “drcScenarioChannelParameter” | ASourceConfig | |
“CSR_BUCKET_DESCRIPTION_NONSEC” | “csRNSBucketDescriptionChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“CSR_BUCKET_DESCRIPTION_SECNONCTP” | “csrSecNonCtpBucketsDescriptionChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“CSR_BUCKET_DESCRIPTION_SECCTP” | “csrSecCtpBucketDescriptionChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“StressCalibrationScenarios” | “stressCalibrationChannelParameter” | ASourceConfig | |
“FXRates” | “fxLocalCloneChannelParameter” | ASourceConfig | @OnDirectQueryDatabase |
“BookParentChild” | “bookParentChildChannelParameter” | ASourceConfig | |
“LegalEntityParentChild” | “legalEntityParentChildChannelParameter” | ASourceConfig | |
“RiskFactorDescriptionOverrides” | “riskFactorDescriptionChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“UnderlyingDescriptionOverrides” | “underlyingDescriptionOverridesChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“ObligorOverrides” | “obligorOverridesChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“TrancheOverrides” | “trancheOverridesChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“RRAOOverrides” | “rraoOverridesChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“LegalEntityImports” | “inMemoryLegalEntityImportsChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“LegalEntityImports” | “onDirectQueryLegalEntityImportsChannelParameter” | ASourceConfig | @OnDirectQueryDatabase |
“PLTrades” | “plChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“PLSummary” | “plSummaryChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“DRC_SCENARIO_COUNT” | “drcScenarioCountChannelParameter” | ASourceConfig | |
“Trade_Attributes” | “tradeAttributesChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“DRC” | “drcChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“DRC” | “drcTradeChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“DRC_NONLINEAR_RECOVERY” | “drcNonLinearRecoveryChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“IMA_Trades” | “imaTradesChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“IMA_Summary” | “imaSummaryChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“IMA_DRC_Summary” | “imaDrcSummaryChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“StressCalibration_Trades” | “stressCalibrationTradesChannelParameter” | ASourceConfig | @OnInMemoryDatabase |
“CommodityBucketRiskWeights” | “commodityBucketsRiskWeightChannelParameter” | AConfigurationSourceConfig | |
“CommodityIntraBucketCorrelations” | “commodityIntraBucketCorrelationsChannelParameter” | AConfigurationSourceConfig | |
“DRCWeight” | “drcWeightChannelParameter” | AConfigurationSourceConfig | |
“EquityBucketsRiskWeight” | “equityBucketsRiskWeightChannelParameter” | AConfigurationSourceConfig | |
“ERBARiskWeight” | “erbaRiskWeightChannelParameter” | AConfigurationSourceConfig | |
“FRTBParameters” | “frtbParametersChannelParameter” | AConfigurationSourceConfig | |
“Calendar” | “calendarChannelParameter” | AConfigurationSourceConfig | |
“FXDeltaSpecialCrosses” | “fxDeltaSpecialCrossesChannelParameter” | AConfigurationSourceConfig | |
“GIRRDeltaWeighting” | “girrDeltaWeightingChannelParameter” | AConfigurationSourceConfig | |
“GIRRMajorCurrency” | “girrMajorCurrencyChannelParameter” | AConfigurationSourceConfig | |
“InstrumentToLGD” | “instrumentToLgdChannelParameter” | AConfigurationSourceConfig | |
“LiquidityHorizons” | “liquidityHorizonsChannelParameter” | AConfigurationSourceConfig | |
“ObligorToRiskWeight” | “obligorToRiskWeightChannelParameter” | AConfigurationSourceConfig | |
“OptionResidualMaturityVertices” | “optionResidualMaturityVerticesChannelParameter” | AConfigurationSourceConfig | |
“ParameterSet” | “parameterSetChannelParameter” | AConfigurationSourceConfig | |
“VegaRiskWeights” | “vegaLiquidityHorizonsChannelParameter” | AConfigurationSourceConfig | |
“Vertices” | “verticesChannelParameter” | AConfigurationSourceConfig | |
“FXRiskWeightOverrides” | “fxRiskWeightOverridesChannelParameter” | AConfigurationSourceConfig | |
“GIRRCorrelationOverrides” | “girrCorrelationOverridesChannelParameter” | AConfigurationSourceConfig | |
“SensitivityScaling” | “sensitivityScalingChannelParameter” | AConfigurationSourceConfig | |
“CSR_BUCKET_NONSEC” | “csrNsBucketsChannelParameter” | AConfigurationSourceConfig | |
“CSR_BUCKET_SECNONCTP” | “csrSecNonCtpBucketsChannelParameter” | AConfigurationSourceConfig | |
“CSR_BUCKET_SECCTP” | “csrSecCtpBucketsChannelParameter” | AConfigurationSourceConfig | |
“CSR_BUCKET_RISK_WEIGHTS_NONSEC” | “csrNsBucketsRiskWeightChannelParameter” | AConfigurationSourceConfig | |
“CSR_BUCKET_RISK_WEIGHTS_SECNONCTP” | “csrSecNonCtpBucketsRiskWeightChannelParameter” | AConfigurationSourceConfig | |
“CSR_BUCKET_RISK_WEIGHTS_SECCTP” | “csrSecCtpBucketsRiskWeightChannelParameter” | AConfigurationSourceConfig | |
“CSR_Bucket_Correlations_NONSEC” | “csrNsBucketsCorrelationsChannelParameter” | AConfigurationSourceConfig | |
“SBM_Delta_Sensi” | “sbmDeltaChannelParameter” | ASensiSourceConfig | @OnInMemoryDatabase |
“SBM_Vega_Sensi” | “sbmVegaChannelParameter” | ASensiSourceConfig | @OnInMemoryDatabase |
“SBM_Curvature_Sensi” | “sbmCurvatureChannelParameter” | ASensiSourceConfig | @OnInMemoryDatabase |
“CRIF” | “crifChannelParameter” | ASensiSourceConfig | @OnInMemoryDatabase |
“SBM_Update_Optionality” | “updateOptionalityChannelParameter” | ASensiSourceConfig | @OnInMemoryDatabase |