public IMessageIn Visit(OrderReceived msg)
{
msg.OrderId = (string)_data["order_id"];
msg.Size = (decimal?)_data["size"];
msg.Price = (decimal?)_data["price"];
msg.Funds = (decimal?)_data["funds"];
msg.OrderType = ParseOrderType((string)_data["order_type"]);
msg.ClientOrderId = (string)_data["client_oid"];
return(msg);
}
public static IMessageIn Parse(string serialized)
{
var data = Json.ParseObject(serialized);
Condition.Requires(data, "data").IsNotNull();
string type = (string)data["type"];
Condition.Requires(type, "type").IsNotNull();
IMessageIn res = null;
switch (type)
{
case "received":
res = new OrderReceived();
break;
case "open":
res = new OrderOpen();
break;
case "done":
res = new OrderDone();
break;
case "match":
res = new OrderMatch();
break;
case "change":
res = new OrderChange();
break;
default:
throw new ArgumentException("Unexpected message type: " + type);
}
var parser = new MessageParser(data);
parser.ParseCommon(res);
return(res.Visit(parser));
}
public object Visit(WebSocket.OrderReceived msg)
{
return(null);
}
