/// <summary>
/// Process replies on the request socket.
/// Heartbeats, errors, and subscribing to real time data streams.
/// </summary>
private void _reqSocket_ReceiveReady(object sender, NetMQSocketEventArgs e)
{
using (var ms = new MemoryStream())
{
lock (_reqSocketLock)
{
string reply = _reqSocket.ReceiveString();
if (reply == null)
{
return;
}
reply = _reqSocket.ReceiveString();
switch (reply)
{
case "PONG": //reply to heartbeat message
_lastHeartBeat = DateTime.Now;
break;
case "ERROR": //something went wrong
{
//first the message
string error = _reqSocket.ReceiveString();
//then the request
byte[] buffer = _reqSocket.Receive();
var request = MyUtils.ProtoBufDeserialize <RealTimeDataRequest>(buffer, ms);
//error event
RaiseEvent(Error, this, new ErrorArgs(-1, "Real time data request error: " + error, request.RequestID));
return;
}
case "SUCCESS": //successful request to start a new real time data stream
{
//receive the request
byte[] buffer = _reqSocket.Receive();
var request = MyUtils.ProtoBufDeserialize <RealTimeDataRequest>(buffer, ms);
//Add it to the active streams
lock (_realTimeDataStreamsLock)
{
RealTimeDataStreams.Add(request);
}
//request worked, so we subscribe to the stream
_subSocket.Subscribe(BitConverter.GetBytes(request.Instrument.ID.Value));
}
break;
case "CANCELED": //successful cancelation of a real time data stream
{
//also receive the symbol
string symbol = _reqSocket.ReceiveString();
//nothing to do?
}
break;
}
}
}
}