/// <summary>
/// Heartbeart Timer
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void _heartbeatTimer_Elapsed(object sender, ElapsedEventArgs e)
{
// Stop the Timer
_heartbeatTimer.Stop();
if (!_socket.Connected)
{
return;
}
// Send Heartbeat Msg
var request = new Messages.Heartbeat();
SendData(request);
// Heartbeat Management
_heartbeatSendCount++;
if (_heartbeatsMissed > 0)
{
var errmsg = "WARNING - " + _heartbeatsMissed + " Heartbeats have been Missed";
OnErrorEvent(new ErrorEventArgs(null, errmsg));
}
// Check for Heartbeat Errors
_heartbeatsMissed += Math.Abs(_heartbeatSendCount - _heartbeatReceiveCount);
if (_heartbeatsMissed > Protocol.HeartbeatLossMaximum)
{
var msg = $"Exceeded HEARTBEAT_LOSS_MAXIMUM {Protocol.HeartbeatLossMaximum}";
OnErrorEvent(new ErrorEventArgs(null, msg));
Disconnect();
}
// Restart the Timer
_heartbeatTimer.Start();
}
private void _receiveWorker_DoWork(object sender, DoWorkEventArgs e)
{
while (true)
{
while (_receiveQueue.Count > 0)
{
// Dequeue
_receiveQueue.TryDequeue(out var packet);
if (packet == null)
{
return;
}
// Message Processing
var message = Utils.GetString(packet);
var messageType = Utils.GetMessageType(packet);
OnMessageReceiveEvent(messageType.ToString());
OnRawMessageReceiveEvent(packet, messageType);
// ReSharper disable once SwitchStatementMissingSomeCases
switch (messageType)
{
case Protocol.MessageType.GeneralLogMessage:
{
var response = JsonConvert.DeserializeObject <Messages.GeneralLogMessage>(message);
OnInformationEvent(response.MessageText);
break;
}
case Protocol.MessageType.Heartbeat:
{
LatestHeartbeatReceived = JsonConvert.DeserializeObject <Messages.Heartbeat>(message);
if (LatestHeartbeatReceived.NumDroppedMessages > 0)
{
OnInformationEvent("DTC Server Reports " +
LatestHeartbeatReceived.NumDroppedMessages +
" Dropped Heartbeats");
}
_heartbeatReceiveCount++;
_heartbeatsMissed = 0;
break;
}
case Protocol.MessageType.LogonResponse:
{
if (!_loginComplete)
{
LogonResponse = JsonConvert.DeserializeObject <Messages.LogonResponse>(message);
// Flag Login as Complete
_loginComplete = true;
_heartbeatTimer.Start();
}
break;
}
case Protocol.MessageType.MarketDataSnapshot:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.MarketDataUpdateBidAsk:
{
var response = JsonConvert.DeserializeObject <Messages.MarketDataUpdateBidAsk>(message);
OnMarketDataBidAskEvent(response);
break;
}
case Protocol.MessageType.MarketDataUpdateBidAskCompact:
{
var response = JsonConvert.DeserializeObject <Messages.MarketDataUpdateBidAskCompact>(message);
OnMarketDataBidAskEvent(new Messages.MarketDataUpdateBidAsk(response));
break;
}
case Protocol.MessageType.MarketDataUpdateSessionHigh:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.MarketDataUpdateSessionHighInt:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.MarketDataUpdateLastTradeSnapshot:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.MarketDataUpdateSessionLow:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.MarketDataUpdateSessionLowInt:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.MarketDataUpdateSessionNumTrades:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.MarketDataUpdateSessionOpen:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.MarketDataUpdateSessionOpenInt:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.MarketDataUpdateSessionSettlement:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.MarketDataUpdateSessionSettlementInt:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.MarketDataUpdateSessionVolume:
{
/* No Action - Output Handled by Raw Message Event */
break;
}
case Protocol.MessageType.SecurityDefinitionReject:
{
var response = JsonConvert.DeserializeObject <Messages.SecurityDefinitionReject>(message);
var error = "Security Definition Request " + response.RequestID +
" was rejected with message '" + response.RejectText + "'";
OnErrorEvent(new ErrorEventArgs(null, error));
break;
}
case Protocol.MessageType.SecurityDefinitionResponse:
{
var response =
JsonConvert.DeserializeObject <Messages.SecurityDefinitionResponse>(message);
OnSymbolInformationEvent(response);
break;
}
default:
{
// Unsupported Message Type
OnErrorEvent(new ErrorEventArgs(null,
"Message Type " + messageType.ToString() + " Not Supported"));
break;
}
}
}
Thread.Sleep(1);
}
}
