public static MdpMessage GetMessage(byte[] data)
{
MessageType type = GetType(data);
MdpMessage mes = null;
if (type == MessageType.SecurityDefinition)
{
mes = new SecurityDefinition();
}
else if (type == MessageType.SecurityStatus)
{
mes = new StatusUpdate();
}
else if (type == MessageType.MarketDataSnapshotFullRefresh)
{
mes = new SnapshotUpdate();
}
else if (type == MessageType.MarketDataIncrementalRefresh)
{
mes = new IncrementalUpdate();
}
mes.Decode(data);
return(mes);
}
private void HandleMessage(MdpMessage message)
{
if (message is MdpHeartbeat && HeartbeatReceived != null)
{
HeartbeatReceived(this, (MdpHeartbeat)message);
}
else if (message is SecurityDefinition && SecurityDefinitionReceived != null)
{
SecurityDefinitionReceived(this, (SecurityDefinition)message);
}
else if (message is StatusUpdate && StatusUpdateReceived != null)
{
StatusUpdateReceived(this, (StatusUpdate)message);
}
else if (message is SnapshotUpdate && SnapshotUpdateReceived != null)
{
SnapshotUpdateReceived(this, (SnapshotUpdate)message);
}
else if (message is IncrementalUpdate && IncrementalUpdateReceived != null)
{
IncrementalUpdateReceived(this, (IncrementalUpdate)message);
}
//lastSequenceNumberProcessed = message.Header.SequenceNumber;
}
public async void Send(MdpMessage message)
{
//message.Header.SequenceNumber = nextSequenceNumberToSend;
nextSequenceNumberToSend++;
message.Validate();
byte[] data = message.Encode();
Console.WriteLine($"S -> {message.GetType().Name} {message}");
Console.WriteLine(message.ToRawString());
await udpClient.SendAsync(data, data.Length, ipEndPoint);
lastMessageSent = DateTime.UtcNow;
}
private bool ValidateHeader(MdpMessage message)
{
//if (message.Header.SequenceNumber < nextSequenceNumberToReceive)
// return false;
//if (message.Header.SequenceNumber > nextSequenceNumberToReceive)
{
// TODO: Handle skipped incoming message
//return false;
}
nextSequenceNumberToReceive++;
return(true);
}
private void Process(byte[] data)
{
var message = MdpMessage.GetMessage(data);
if (message == null)
{
// error
return;
}
message.Validate();
Console.WriteLine($"C <- {message.GetType().Name} {message}");
lastMessageReceived = DateTime.UtcNow;
if (!ValidateHeader(message))
{
return;
}
HandleMessage(message);
}