public static OrderAddUpdateSummaryMessage Parse(string message)
{
var values = message.SplitFeedMessage();
// as this message type can service 4 different domain message types, it's sensible to keep the MessageType as part of the message
Enum.TryParse <Level2MessageType>(values[0], out var messageType);
var symbol = values[1];
UInt64.TryParse(values[2], NumberStyles.Any, CultureInfo.InvariantCulture, out var orderId);
var mmid = values[3];
Level2SideParser.TryParse(values[4], out var side);
double.TryParse(values[5], NumberStyles.Any, CultureInfo.InvariantCulture, out var price);
int.TryParse(values[6], NumberStyles.Any, CultureInfo.InvariantCulture, out var size);
UInt64.TryParse(values[7], NumberStyles.Any, CultureInfo.InvariantCulture, out var orderPriority);
int.TryParse(values[8], NumberStyles.Any, CultureInfo.InvariantCulture, out var precision);
TimeSpan.TryParseExact(values[9], UpdateMessageTimeFormat, CultureInfo.InvariantCulture, TimeSpanStyles.None, out var orderTime);
DateTime.TryParseExact(values[10], UpdateMessageDateFormat, CultureInfo.InvariantCulture, DateTimeStyles.None, out var orderDate);
return(new OrderAddUpdateSummaryMessage(
messageType,
symbol,
orderId,
mmid,
side,
price,
size,
orderPriority,
precision,
orderTime,
orderDate
));
}
public static PriceLevelDeleteMessage Parse(string message)
{
var values = message.SplitFeedMessage();
// as this message type can service 4 different domain message types, it's sensible to keep the MessageType as part of the message
Enum.TryParse<Level2MessageType>(values[0], out var messageType);
var symbol = values[1];
Level2SideParser.TryParse(values[2], out var side);
double.TryParse(values[3], NumberStyles.Any, CultureInfo.InvariantCulture, out var price);
TimeSpan.TryParseExact(values[4], UpdateMessageTimeFormat, CultureInfo.InvariantCulture, TimeSpanStyles.None, out var time);
DateTime.TryParseExact(values[5], UpdateMessageDateFormat, CultureInfo.InvariantCulture, DateTimeStyles.None, out var date);
return new PriceLevelDeleteMessage
(
messageType,
symbol,
side,
price,
time,
date
);
}
public static OrderDeleteMessage Parse(string message)
{
var values = message.SplitFeedMessage();
// as this message type can service 4 different domain message types, it's sensible to keep the MessageType as part of the message
Enum.TryParse <Level2MessageType>(values[0], out var messageType);
var symbol = values[1];
UInt64.TryParse(values[2], NumberStyles.Any, CultureInfo.InvariantCulture, out var orderId);
// values[3] is reserved in protocol 6.2
Level2SideParser.TryParse(values[4], out var side);
TimeSpan.TryParseExact(values[5], UpdateMessageTimeFormat, CultureInfo.InvariantCulture, TimeSpanStyles.None, out var orderTime);
DateTime.TryParseExact(values[6], UpdateMessageDateFormat, CultureInfo.InvariantCulture, DateTimeStyles.None, out var orderDate);
return(new OrderDeleteMessage
(
messageType,
symbol,
orderId,
side,
orderTime,
orderDate
));
}
