public static MdpMessage GetMessage(byte[] data) { MessageType type = GetType(data); MdpMessage mes = null; if (type == MessageType.SecurityDefinition) { mes = new SecurityDefinition(); } else if (type == MessageType.SecurityStatus) { mes = new StatusUpdate(); } else if (type == MessageType.MarketDataSnapshotFullRefresh) { mes = new SnapshotUpdate(); } else if (type == MessageType.MarketDataIncrementalRefresh) { mes = new IncrementalUpdate(); } mes.Decode(data); return(mes); }
public static List <Security> Load(string file) { var securities = new List <Security>(); using (var streamReader = new StreamReader(new FileStream(file, FileMode.Open, FileAccess.Read, FileShare.Read))) { string line; while ((line = streamReader.ReadLine()) != null) { var x = new SecurityDefinition(); x.Decode(Encoding.UTF8.GetBytes(line)); securities.Add(x.ToSecurity()); } } return(securities); }
public static Security Load(string file, string contract) { using (var streamReader = new StreamReader(new FileStream(file, FileMode.Open, FileAccess.Read, FileShare.Read))) { string line; while ((line = streamReader.ReadLine()) != null) { var x = new SecurityDefinition(); x.Decode(Encoding.UTF8.GetBytes(line)); var sec = x.ToSecurity(); if (sec.Contract == contract) { return(sec); } } } return(null); }