public void CheckActualBytes()
{
var t = new FudgeTime(1, 2, 3, 123456789, 60, FudgeDateTimePrecision.Microsecond);
var stream = new MemoryStream();
var writer = new FudgeBinaryWriter(stream);
TimeFieldType.Instance.WriteValue(writer, t);
Assert.Equal("04-90-0e-8b-07-5b-cd-15", stream.ToArray().ToNiceString()); // 04 = timezone, 9 = accuracy, 00e8b = seconds, 075bcd15 = nanos
}
public void CheckActualBytes()
{
Func <FudgeDate, string> toByteString = d =>
{
var stream = new MemoryStream();
var writer = new FudgeBinaryWriter(stream);
DateFieldType.Instance.WriteValue(writer, d);
return(stream.ToArray().ToNiceString());
};
// Using examples from Confluence at http://www.fudgemsg.org/display/FDG/DateTime+encoding
Assert.Equal("00-0f-b4-3f", toByteString(new FudgeDate(20100131)));
Assert.Equal("00-0f-a1-00", toByteString(new FudgeDate(20000800)));
Assert.Equal("a4-72-80-00", toByteString(new FudgeDate(-3000000, 0, 0)));
}
/// <inheritdoc/>
public void StartMessage()
{
if (stack.Count > 0)
{
throw new InvalidOperationException("Attempting to start message when already started.");
}
memStream = new MemoryStream();
memWriter = new FudgeBinaryWriter(memStream);
taxonomy = null;
if (TaxonomyId.HasValue && context.TaxonomyResolver != null)
{
taxonomy = context.TaxonomyResolver.ResolveTaxonomy(TaxonomyId.Value);
}
stack.Push(new State(0, 0, false, false, 0));
}
/// <inheritdoc/>
public void EndMessage()
{
if (stack.Count != 1)
{
throw new InvalidOperationException("Ending message before all sub-messages ended");
}
var state = stack.Pop();
int totalMessageSize = state.FinalMessageContentsSize;
WriteMsgEnvelopeHeader(outputWriter, TaxonomyId ?? 0, totalMessageSize, EnvelopeVersion);
memStream.Position = 0;
WriteMemStreamToOutput();
// Tidy up
sizePositions.Clear();
memStream = null;
memWriter = null;
}
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);
}