public void ParseOrderbook1() { TimeSpan t = new TimeSpan(0, 07, 02, 04, 583); string data = "o;i388;s1;t070204.583;Of;"; Orderbook1 o = new Orderbook1(data); Assert.AreEqual(388, o.i); Assert.AreEqual(1, o.s); Assert.AreEqual(t, o.t); Assert.AreEqual(false, o.Of); }
public void ParseOrderbook11() { List <bTuple> btuplelist = new List <bTuple>() { new bTuple(1, 0.96m), new bTuple(2, 0.92m), new bTuple(3, 0.88m), new bTuple(4, 0.86m) }; TimeSpan t = new TimeSpan(0, 09, 29, 59, 751); string data = "o;i1664;s1;t092959.751;b1:0.96;b2:0.92;b3:0.88;b4:0.86;"; Orderbook1 o = new Orderbook1(data); Assert.AreEqual(1664, o.i); Assert.AreEqual(1, o.s); Assert.AreEqual(t, o.t); }
static void Main(string[] args) { string text = System.IO.File.ReadAllText("tip_20150730_all.log"); string[] tipMessages = text.Split('\n'); for (int i = 0; i < tipMessages.Length; i++) { string[] messagefields = tipMessages[i].Split(';'); if (messagefields[0] == "BDBu") { BasicDataBusinessDate bdbu = new BasicDataBusinessDate(tipMessages[i]); Console.WriteLine(bdbu.ToString()); } else if (messagefields[0] == "BDSr") { BasicDataSource bdsr = new BasicDataSource(tipMessages[i]); } else if (messagefields[0] == "BDTe") { BasicDataTableEntry bdte = new BasicDataTableEntry(tipMessages[i]); } else if (messagefields[0] == "BDTs") { BasicDataTickSizeTable bdts = new BasicDataTickSizeTable(tipMessages[i]); } else if (messagefields[0] == "BDTz") { BasicDataTickSizeEntry bdtz = new BasicDataTickSizeEntry(tipMessages[i]); } else if (messagefields[0] == "BDp") { BasicDataParticipant bdp = new BasicDataParticipant(tipMessages[i]); } else if (messagefields[0] == "BDCv") { BasicDataClearingVenue bdcv = new BasicDataClearingVenue(tipMessages[i]); } else if (messagefields[0] == "BDx") { BasicDataExchange bdx = new BasicDataExchange(tipMessages[i]); } else if (messagefields[0] == "BDm") { BasicDataMarket bdm = new BasicDataMarket(tipMessages[i]); } else if (messagefields[0] == "BDTd") { BasicDataNonTradingDays bdtd = new BasicDataNonTradingDays(tipMessages[i]); } else if (messagefields[0] == "BDTm") { BasicDataTradingScheme bdtm = new BasicDataTradingScheme(tipMessages[i]); } else if (messagefields[0] == "BDLi") { BasicDataList bdli = new BasicDataList(tipMessages[i]); } else if (messagefields[0] == "BDs") { BasicDataSector bds = new BasicDataSector(tipMessages[i]); } else if (messagefields[0] == "BDIs") { BasicDataIssuer bdis = new BasicDataIssuer(tipMessages[i]); } else if (messagefields[0] == "BDt") { BasicDataTradable bdt = new BasicDataTradable(tipMessages[i]); } else if (messagefields[0] == "BDTr") { BasicDataTradableSupplementary bdtr = new BasicDataTradableSupplementary(tipMessages[i]); } else if (messagefields[0] == "BDSh") { BasicDataShare bdsh = new BasicDataShare(tipMessages[i]); } else if (messagefields[0] == "BDDe") { BasicDataDerivative bdde = new BasicDataDerivative(tipMessages[i]); } else if (messagefields[0] == "BDEt") { BasicDataFund bdet = new BasicDataFund(tipMessages[i]); } else if (messagefields[0] == "BDRi") { BasicDataRight bdri = new BasicDataRight(tipMessages[i]); } else if (messagefields[0] == "BDUi") { BasicDataUnderlyingInfo bdui = new BasicDataUnderlyingInfo(tipMessages[i]); } else if (messagefields[0] == "m") { OrderbookSummary m = new OrderbookSummary(tipMessages[i]); } else if (messagefields[0] == "BDLm") { BasicDataListMember bdlm = new BasicDataListMember(tipMessages[i]); } else if (messagefields[0] == "BDSm") { BasicDataSectorMember bdsm = new BasicDataSectorMember(tipMessages[i]); } else if (messagefields[0] == "EOBd") { EndOfBasicData eobd = new EndOfBasicData(tipMessages[i]); } else if (messagefields[0] == "BDIn") { BasicDataIndex bdin = new BasicDataIndex(tipMessages[i]); } else if (messagefields[0] == "BDIp") { BasicDataIndexSupplementary bdip = new BasicDataIndexSupplementary(tipMessages[i]); } else if (messagefields[0] == "BDIm") { BasicDataIndexMember bdim = new BasicDataIndexMember(tipMessages[i]); } else if (messagefields[0] == "Is") { IndexSummary indexsum = new IndexSummary(tipMessages[i]); } else if (messagefields[0] == "Iw") { IndexWeight indexw = new IndexWeight(tipMessages[i]); } else if (messagefields[0] == "TRh") { CorporateAction trh = new CorporateAction(tipMessages[i]); } else if (messagefields[0] == "s") { StateChange s = new StateChange(tipMessages[i]); } else if (messagefields[0] == "r") { OrderbookReferencePrice r = new OrderbookReferencePrice(tipMessages[i]); } else if (messagefields[0] == "o") { Orderbook1 o = new Orderbook1(tipMessages[i]); } else if (messagefields[0] == "p") { Orderbook2 p = new Orderbook2(tipMessages[i]); } else if (messagefields[0] == "z") { Orderbook3 z = new Orderbook3(tipMessages[i]); } else if (messagefields[0] == "u") { TradeStatistics1 u = new TradeStatistics1(tipMessages[i]); } else if (messagefields[0] == "v") { TradeStatistics2 v = new TradeStatistics2(tipMessages[i]); } else if (messagefields[0] == "w") { TradeStatistics3 w = new TradeStatistics3(tipMessages[i]); } else if (messagefields[0] == "c") { CallInformation1 c = new CallInformation1(tipMessages[i]); } else if (messagefields[0] == "Cl") { CallInformation2 cl = new CallInformation2(tipMessages[i]); } else if (messagefields[0] == "k") { MBPOrderSnapshot k = new MBPOrderSnapshot(tipMessages[i]); } else if (messagefields[0] == "t") { Trade t = new Trade(tipMessages[i]); } else if (messagefields[0] == "l") { TurnoverListUpdate l = new TurnoverListUpdate(tipMessages[i]); } else if (messagefields[0] == "i") { IndexUpdate i1 = new IndexUpdate(tipMessages[i]); } else if (messagefields[0] == "q") { MarketMakerQuote1 q = new MarketMakerQuote1(tipMessages[i]); } else if (messagefields[0] == "y") { MarketMakerQuote2 y = new MarketMakerQuote2(tipMessages[i]); } else if (messagefields[0] == "n") { News n = new News(tipMessages[i]); } else { throw new Exception("Unknown TIP Message = " + tipMessages[i]); } } }