def subscribe_forward_assets(discount_curve, feed_server_proxy):
# create update event for discount curve
discount_curve.forward_rate_update_event = Event()
# spawn forward_rate_update_event listening loop
gevent.spawn(respond_to_forward_rate_updates, discount_curve)
# loop over all forward rate points and subscribe to corresponding asset data feed
for frp in discount_curve.forward_rate_points:
# request uuid for forward rate point for feed_proxy id purposes
assign_uuid(frp)
# create update closure
rate_update_closure = forward_rate_update_closure(frp, discount_curve.forward_rate_update_event)
#subscribe to data feed
feed_server_proxy.subscribe_to_market_data(frp.asset_id, frp.uuid, rate_update_closure, SUBTYPE_MID)
def subscribe_driver_to_asset_updates(driver, feed_proxy):
# create private update event
driver.update_event = Event()
# get uuid for driver to pass to feed_proxy
assign_uuid(driver)
# start update event response loop
driver.greenlets = []
driver.greenlets.append(gevent.spawn(respond_to_driver_updates, driver))
# create closure with driver update method for callback on asset_feed update
callback = driver_update_closure(driver)
# subscribe to asset feed
if driver.asset_id is not None:
feed_proxy.subscribe_to_market_data(driver.asset_id, driver.uuid, callback, SUBTYPE_MID)
