private void WriteMemStreamToOutput()
{
if (memStream.Length > int.MaxValue)
{
throw new InvalidOperationException("Message size exceeded 2GB, this is not supported by Fudge.");
}
int memStreamLength = (int)memStream.Length;
var reader = new FudgeBinaryReader(memStream);
int currentPos = 0;
for (int i = 0; i < sizePositions.Count; i++)
{
int sizePos = sizePositions[i];
Debug.Assert(sizePos >= currentPos);
// Copy up to the size
currentPos += CopyStream(reader, outputWriter, sizePos - currentPos, copyBuffer);
// Now read the size, which was written as four bytes
int size = reader.ReadInt32();
currentPos += 4;
// And write it out at the correct length
WriteVariableSize(outputWriter, size);
}
// Copy anything left
CopyStream(reader, outputWriter, memStreamLength - currentPos, copyBuffer);
}
protected static FudgeMsg CycleMessage(FudgeMsg msg, string filename) //throws IOException
{
Assembly assembly = Assembly.GetExecutingAssembly();
Stream stream = assembly.GetManifestResourceStream("Fudge.Tests.Resources." + filename);
BinaryReader referenceReader = new FudgeBinaryReader(stream);
Stream memoryStream = new MemoryStream();
// set the last parameter of the following line to true to see the full diff report between streams and not fail at the first difference.
BinaryWriter bw = new StreamComparingBinaryNBOWriter(referenceReader, memoryStream, false);
fudgeContext.Serialize(msg, bw);
bw.Close();
// Reload as closed above
stream = assembly.GetManifestResourceStream("Fudge.Tests.Resources." + filename);
FudgeMsg outputMsg = fudgeContext.Deserialize(stream).Message; // Load the message from the resource rather than our output
return(outputMsg);
}
private static int FudgeCycle(bool useNames, bool useOrdinals)
{
MemoryStream outputStream = new MemoryStream();
var bw = new FudgeBinaryWriter(outputStream);
SmallFinancialTick tick = new SmallFinancialTick();
FudgeMsg msg = new FudgeMsg(fudgeContext);
if (useNames && useOrdinals)
{
msg.Add("ask", (short)1, tick.Ask);
msg.Add("askVolume", (short)2, tick.AskVolume);
msg.Add("bid", (short)3, tick.Bid);
msg.Add("bidVolume", (short)4, tick.BidVolume);
msg.Add("ts", (short)5, tick.Timestamp);
}
else if (useNames)
{
msg.Add("ask", tick.Ask);
msg.Add("askVolume", tick.AskVolume);
msg.Add("bid", tick.Bid);
msg.Add("bidVolume", tick.BidVolume);
msg.Add("ts", tick.Timestamp);
}
else if (useOrdinals)
{
msg.Add(1, tick.Ask);
msg.Add(2, tick.AskVolume);
msg.Add(3, tick.Bid);
msg.Add(4, tick.BidVolume);
msg.Add(5, tick.Timestamp);
}
fudgeContext.Serialize(msg, bw);
byte[] data = outputStream.ToArray();
MemoryStream inputstream = new MemoryStream(data);
var br = new FudgeBinaryReader(inputstream);
msg = fudgeContext.Deserialize(inputstream).Message;
tick = new SmallFinancialTick();
if (useOrdinals)
{
tick.Ask = msg.GetDouble(1).Value;
tick.AskVolume = msg.GetDouble(2).Value;
tick.Bid = msg.GetDouble(3).Value;
tick.BidVolume = msg.GetDouble(4).Value;
tick.Timestamp = msg.GetLong(5).Value;
}
else if (useNames)
{
tick.Ask = msg.GetDouble("ask").Value;
tick.AskVolume = msg.GetDouble("askVolume").Value;
tick.Bid = msg.GetDouble("bid").Value;
tick.BidVolume = msg.GetDouble("bidVolume").Value;
tick.Timestamp = msg.GetLong("ts").Value;
}
else
{
throw new InvalidOperationException("Names or ordinals, pick at least one.");
}
return(data.Length);
}
