Example #1
0
        public QueryFillsResponse QueryFill(RequestHeader header, QueryFillsRequest payload)
        {
            NetMQMessage response = Channels.SendRequest(BuildMessage(header, payload));

            ResponseHeader responseHeader = ResponseHeader.Parser.ParseFrom(response.Pop().ToByteArray());

            WriteLog(responseHeader.ToString());

            QueryFillsResponse responsePayload = QueryFillsResponse.Parser.ParseFrom(response.Pop().ToByteArray());

            WriteLog(responsePayload.ToString());
            FillsReceived?.Invoke(responsePayload);
            return(responsePayload);
        }
Example #2
0
 public QueryFillsResponse QueryFill(QueryFillsRequest payload)
 {
     return(QueryFill(Header(ID_S_Q_DEAL_REQT), payload));
 }