/// <summary>
/// A Message receive callback delegate that prints the SDT content
/// of received messages.
/// </summary>
/// <param name="source"></param>
/// <param name="args"></param>
public void PrintReceivedMessage(Object source, MessageEventArgs args)
{
IMessage message = args.Message;
ISDTContainer container = SDTUtils.GetContainer(message);
StringBuilder sb = new StringBuilder();
if (container is IMapContainer)
{
IMapContainer map = (IMapContainer)container;
sb.Append("map={");
while (map.HasNext())
{
KeyValuePair <string, ISDTField> entry = map.GetNext();
sb.Append(string.Format("\n\tkey={0} value={1}", entry.Key, entry.Value.Value.ToString()));
}
sb.Append("}\n");
}
else if (container is IStreamContainer)
{
IStreamContainer stream = (IStreamContainer)container;
sb.Append("stream={");
while (stream.HasNext())
{
ISDTField entry = stream.GetNext();
sb.Append(string.Format("\n\tvalue={0}", entry.Value.ToString()));
}
sb.Append("}\n");
}
SampleUtils.HandleMessageEvent(source, args);
Console.WriteLine(sb.ToString());
}
/// <summary>
/// Message event callback, this is where we handle message requests
/// </summary>
/// <param name="source"></param>
/// <param name="args"></param>
private void HandleRequestMessage(Object source, MessageEventArgs args)
{
// Received a request message
IMessage requestMessage = args.Message;
Console.WriteLine("\nReceived request message, trying to parse it");
// Parse it
ISDTContainer sdt_data = SDTUtils.GetContainer(requestMessage);
if (sdt_data is IStreamContainer)
{
IStreamContainer sdt_stream = (IStreamContainer)sdt_data;
ISDTField operation = sdt_stream.GetNext();
if (operation != null && operation.Type == SDTFieldType.INT8)
{
ISDTField leftOperand = sdt_stream.GetNext();
if (leftOperand != null && leftOperand.Type == SDTFieldType.INT32)
{
ISDTField rightOperand = sdt_stream.GetNext();
if (rightOperand != null && rightOperand.Type == SDTFieldType.INT32)
{
int enumVal = Int32.Parse(operation.Value.ToString());
Operation op = (Operation)enumVal;
Console.WriteLine(ARITHMETIC_EXPRESSION,
leftOperand.Value, op, rightOperand.Value, "?");
IMessage replyMessage =
ProcessArithmeticExpression((short)operation.Value, (Int32)leftOperand.Value, (Int32)rightOperand.Value);
try
{
Console.WriteLine("Sending replyMessage to requester...");
replyMessage.Destination = requestMessage.ReplyTo;
session.Send(replyMessage);
Console.WriteLine("Listening for request messages ... Press any key(except for Ctrl+C) to exit");
return;
}
catch (Exception ex)
{
PrintException(ex);
return;
}
finally
{
requestMessage.Dispose();
replyMessage.Dispose();
}
}
}
}
}
// If we reach this point, the message format is not expected.
Console.WriteLine("Failed to parse the request message, here's a message dump:\n{0}", requestMessage.Dump());
requestMessage.Dispose(); /* A good practice*/
}
private void doRequest(Operation operation, int leftOperand, int rightOperand)
{
// Create the request message
IMessage requestMessage = ContextFactory.Instance.CreateMessage();
requestMessage.Destination = ContextFactory.Instance.CreateTopic(requestTopicStr);
requestMessage.DeliveryMode = MessageDeliveryMode.Direct; /* explicitly set to MessageDeliveryMode.Direct */
IStreamContainer stream = SDTUtils.CreateStream(requestMessage, 256);
stream.AddInt8((short)operation);
stream.AddInt32(leftOperand);
stream.AddInt32(rightOperand);
// Send the request message to the service or RRDirectReplier
IMessage replyMessage = null;
int timeout = 2000; /* 2 secs*/
Console.WriteLine("\nSending request message, waiting for {0} msecs for a reply (make sure that RRDirectReply is running) ...", timeout);
Console.WriteLine(ARITHMETIC_EXPRESSION,
leftOperand, operation.ToString(), rightOperand, "?");
if (session.SendRequest(requestMessage, out replyMessage, 2000) == ReturnCode.SOLCLIENT_OK)
{
// Got a reply, format and print the response message
Console.WriteLine("\nGot reply message");
IStreamContainer respStream = (IStreamContainer)SDTUtils.GetContainer(replyMessage);
if (respStream != null)
{
ISDTField status = respStream.GetNext();
if (status.Type == SDTFieldType.BOOL)
{
if (((bool)status.Value))
{
Console.WriteLine(ARITHMETIC_EXPRESSION,
leftOperand, operation.ToString(), rightOperand, respStream.GetNext().Value.ToString());
}
else
{
Console.WriteLine(ARITHMETIC_EXPRESSION,
leftOperand, operation.ToString(), rightOperand, "operation failed");
}
}
}
}
else
{
Console.WriteLine("Request failed");
}
if (requestMessage != null)
{
// It is a good practice to dispose of messages once done using them
requestMessage.Dispose();
}
}
public void Convert(IMessage from, Message to)
{
var streamContainer = SDTUtils.GetContainer(from) as IStreamContainer;
if (streamContainer != null)
{
using (streamContainer)
{
var list = new List <object>();
while (streamContainer.HasNext())
{
list.Add(streamContainer.GetNext().Value);
}
if (list.Count > 0)
{
to.Properties["SdtStreamContainer"] = list;
}
}
}
}
/// <summary>
/// Computes the results and stores it in a reply message
/// </summary>
/// <param name="operation"></param>
/// <param name="leftOperand"></param>
/// <param name="rightOperand"></param>
/// <returns></returns>
private IMessage ProcessArithmeticExpression(short operation, Int32 leftOperand, Int32 rightOperand)
{
// Create the reply message
IMessage replyMessage = ContextFactory.Instance.CreateMessage();
replyMessage.DeliveryMode = MessageDeliveryMode.Direct;
IStreamContainer stream = SDTUtils.CreateStream(replyMessage, 256);
double? result = null;
try
{
switch ((int)operation)
{
case (int)Operation.DIVIDE:
result = (double)((double)leftOperand / (double)rightOperand);
break;
case (int)Operation.MINUS:
result = (double)(leftOperand - rightOperand);
break;
case (int)Operation.PLUS:
result = (double)(leftOperand + rightOperand);
break;
case (int)Operation.TIMES:
result = (double)(leftOperand * rightOperand);
break;
default:
result = null;
break;
}
if (result == null)
{
stream.AddBool(false);
}
else
{
double val = result.Value;
if (double.IsNaN(val) || double.IsInfinity(val))
{
stream.AddBool(false);
}
else
{
stream.AddBool(true);
stream.AddDouble(val);
}
}
} catch (Exception) {
stream.Rewind();
stream.AddBool(false);
}
Operation opEnum = (Operation)((int)operation);
if (Enum.IsDefined(typeof(Operation), (Int32)operation))
{
Console.WriteLine(ARITHMETIC_EXPRESSION, leftOperand, opEnum, rightOperand,
(result == null ? "operation failed" : result.ToString()));
}
else
{
Console.WriteLine(ARITHMETIC_EXPRESSION, leftOperand, "UNKNOWN", rightOperand,
(result == null ? "operation failed" : result.ToString()));
}
return(replyMessage);
}
private void HandleMessageEvent(Object source, MessageEventArgs args)
{
using (IMessage requestMsg = args.Message)
{
try
{
string requestJSON = Encoding.ASCII.GetString(requestMsg.BinaryAttachment);
log.DebugFormat("OrderRequest Received. Topic: {0} - Contents: {1}", requestMsg.Destination.Name, requestJSON);
OrderRequest request = JsonConvert.DeserializeObject <OrderRequest>(requestJSON);
#region create settlement message
IMessage settlementMsg = ContextFactory.Instance.CreateMessage();
settlementMsg.Destination = ContextFactory.Instance.CreateTopic(_config.ExchSettlementTopicPrefix + request.settlementExch + "/" + request.account + "/" + request.instrument);
Settlement settlement = new Settlement(request);
settlement.executionExch = _config.ExchName;
string settlementJSON = JsonConvert.SerializeObject(settlement);
//settlementMsg.BinaryAttachment = Encoding.ASCII.GetBytes(settlementJSON);
SDTUtils.SetText(settlementMsg, settlementJSON);
log.DebugFormat("Publishing Settlement message. Topic: {0} - Contents: {1}", settlementMsg.Destination.Name, settlementJSON);
SendMessage(settlementMsg);
#endregion
#region create MD trade message
Trade trade = new Trade(request);
IMessage tradeMsg = ContextFactory.Instance.CreateMessage();
tradeMsg.Destination = ContextFactory.Instance.CreateTopic(_config.ExchTradeTopicPrefix + trade.Sec + "/TRADES");
string tradeJSON = "[" + JsonConvert.SerializeObject(trade) + "]";
tradeMsg.BinaryAttachment = Encoding.ASCII.GetBytes(tradeJSON);
log.DebugFormat("Publishing Trade message. Topic: {0} - Contents: {1}", tradeMsg.Destination.Name, tradeJSON);
SendMessage(tradeMsg);
#endregion
#region create OrderRequest Response
OrderResponse response = new OrderResponse(request);
response.executionExch = _config.ExchName;
response.orderId = _config.ExchName + "_" + DateTime.Now.ToString("yyyyMMdd") + "_" + (sequenceNumber++).ToString().PadLeft(10, '0');
//Prepare Response for OrderRequest message by reusing the Request message
string responseJSON = JsonConvert.SerializeObject(response);
requestMsg.BinaryAttachment = Encoding.ASCII.GetBytes(responseJSON);
requestMsg.Destination = ContextFactory.Instance.CreateTopic(_config.ExchOrdResponseTopic + response.account + "/" + response.instrument);
log.DebugFormat("Publishing Response message. Topic: {0} - Contents: {1}", requestMsg.Destination.Name, responseJSON);
SendMessage(requestMsg);
#endregion
settlementMsg.Dispose();
requestMsg.Dispose();
}
catch (Exception e)
{
log.ErrorFormat("Error", e);
}
}
}
private void doRequest(IDestination requestDestination, IDestination replyToQueue, Operation operation, int leftOperand, int rightOperand)
{
// Create the request message
IMessage requestMessage = ContextFactory.Instance.CreateMessage();
requestMessage.Destination = requestDestination;
requestMessage.DeliveryMode = MessageDeliveryMode.Persistent;
requestMessage.ReplyTo = replyToQueue;
IStreamContainer stream = SDTUtils.CreateStream(requestMessage, 256);
stream.AddInt8((short)operation);
stream.AddInt32(leftOperand);
stream.AddInt32(rightOperand);
// Send the request message to the service or RRDirectReplier
int timeout = 2000; /* 2 secs*/
Console.WriteLine("\nSending request message, waiting for {0} msecs for a reply (make sure that RRGuaranteedReplier is running) ...", timeout);
session.Send(requestMessage);
Console.WriteLine(ARITHMETIC_EXPRESSION,
leftOperand, operation.ToString(), rightOperand, "?");
if (waitForReply.WaitOne(timeout))
{
// Got a reply, format and print the response message
Console.WriteLine("\nGot reply message");
IStreamContainer respStream = (IStreamContainer)SDTUtils.GetContainer(replyMessage);
if (respStream != null)
{
ISDTField status = respStream.GetNext();
if (status.Type == SDTFieldType.BOOL)
{
if (((bool)status.Value))
{
Console.WriteLine(ARITHMETIC_EXPRESSION,
leftOperand, operation.ToString(), rightOperand, respStream.GetNext().Value.ToString());
}
else
{
Console.WriteLine(ARITHMETIC_EXPRESSION,
leftOperand, operation.ToString(), rightOperand, "operation failed");
}
}
else
{
Console.WriteLine("Failed to parse the request message, here's a message dump:\n{0}", replyMessage.Dump());
}
}
else
{
Console.WriteLine("Failed to parse the request message, here's a message dump:\n{0}", replyMessage.Dump());
}
}
else
{
Console.WriteLine(string.Format("Failed to receive a reply within {0} msecs", timeout));
}
// It is a good practice to dispose of messages once done using them
if (requestMessage != null)
{
requestMessage.Dispose();
}
if (replyMessage != null)
{
replyMessage.Dispose();
}
}
/// <summary>
/// The main function in the sample.
/// </summary>
/// <param name="args"></param>
public override void SampleCall(string[] args)
{
#region Parse Arguments
ArgParser cmdLineParser = new ArgParser();
if (!cmdLineParser.Parse(args))
{
// parse failed
PrintUsage(INVALID_ARGUMENTS_ERROR);
return;
}
#endregion
#region Initialize properties from command line
// Initialize the properties.
ContextProperties contextProps = new ContextProperties();
SessionProperties sessionProps = SampleUtils.NewSessionPropertiesFromConfig(cmdLineParser.Config);
#endregion
// Define IContext and ISession and ITopic.
IContext context = null;
ISession session = null;
ITopic topic = null;
try
{
InitContext(cmdLineParser.LogLevel);
Console.WriteLine("About to create the Context ...");
context = ContextFactory.Instance.CreateContext(contextProps, null);
Console.WriteLine("Context successfully created. ");
Console.WriteLine("About to create the Session ...");
session = context.CreateSession(sessionProps,
PrintReceivedMessage,
SampleUtils.HandleSessionEvent);
Console.WriteLine("Session successfully created.");
Console.WriteLine("About to connect the Session ...");
if (session.Connect() == ReturnCode.SOLCLIENT_OK)
{
Console.WriteLine("Session successfully connected");
Console.WriteLine(GetRouterInfo(session));
}
topic = ContextFactory.Instance.CreateTopic(SampleUtils.SAMPLE_TOPIC);
Console.WriteLine("About to subscribe to topic " + SampleUtils.SAMPLE_TOPIC);
if (session.Subscribe(topic, true) == ReturnCode.SOLCLIENT_OK)
{
Console.WriteLine("Successfully added topic subscription");
}
// Create the message independent stream.
IStreamContainer stream = SDTUtils.CreateStream(1024);
// Populate the stream.
stream.AddDouble(3.141592654);
stream.AddString("message");
// Create the message-independent map.
IMapContainer map = SDTUtils.CreateMap(1024);
// Add a well known integer to the map.
map.AddInt32("mersenne", 43112609);
// Create the message.
IMessage message = ContextFactory.Instance.CreateMessage();
// Set the message delivery options.
message.DeliveryMode = MessageDeliveryMode.Direct;
message.Destination = topic;
int numMsgsToSend = 10;
Console.WriteLine(string.Format("About to send {0} messages ...", numMsgsToSend));
for (int i = 0; i < numMsgsToSend; i++)
{
// Overwrite the "message" field, set the container, and send.
map.DeleteField("message");
map.AddString("message", "message" + (i + 1));
// Set the user property map to the map.
message.UserPropertyMap = map;
SDTUtils.SetSDTContainer(message, stream);
session.Send(message);
}
// Dispose of the map, stream, and message.
map.Dispose();
stream.Dispose();
message.Dispose();
Thread.Sleep(500); // wait for 0.5 seconds
Console.WriteLine("\nDone");
}
catch (Exception ex)
{
PrintException(ex);
}
finally
{
if (session != null)
{
if (topic != null)
{
session.Unsubscribe(topic, true);
}
session.Dispose();
}
if (context != null)
{
context.Dispose();
}
// Must cleanup after.
CleanupContext();
}
}
