public virtual bool SendMessage(MessageTypes type, long source, long dest, long msgid, string request, string response)
{
if (_tl == null)
{
return(false);
}
if (!_tl.RequestFeatureList.Contains(type))
{
SendDebug(type.ToString() + " not supported by " + _tl.Name);
return(false);
}
try
{
// prepare message
switch (type)
{
case MessageTypes.DOMREQUEST:
request = request.Replace(Book.EMPTYREQUESTOR, _tl.Name);
break;
case MessageTypes.BARREQUEST:
{
BarRequest br = BarRequest.Deserialize(request);
br.Client = _tl.Name;
request = BarRequest.Serialize(br);
}
break;
case MessageTypes.FEATUREREQUEST:
request = _tl.Name;
break;
case MessageTypes.IMBALANCEREQUEST:
request = _tl.Name;
break;
}
// send it
long result = _tl.TLSend(type, request);
string res = result.ToString();
// pass along result
if ((SendMessageResponse != null) && (result != 0))
{
SendMessageResponse(type, source, dest, msgid, request, ref res);
}
return(true);
}
catch (Exception ex)
{
debug("Error on: " + type.ToString() + source + dest + msgid + request + response);
debug(ex.Message + ex.StackTrace);
}
return(false);
}
/// <summary>
/// send a message to providers
/// </summary>
/// <param name="type"></param>
/// <param name="source"></param>
/// <param name="dest"></param>
/// <param name="msgid"></param>
/// <param name="message"></param>
/// <param name="result"></param>
/// <returns></returns>
public long TLSend(MessageTypes type, long source, long dest, long msgid, string message, ref string result)
{
v(type.ToString() + " sending to all providers: " + message);
for (int i = 0; i < _pcon.Count; i++)
{
if (_pcon[i].RequestFeatureList.Contains(type))
{
// prepare message
switch (type)
{
case MessageTypes.DOMREQUEST:
message = message.Replace(Book.EMPTYREQUESTOR, _pcon[i].Name);
break;
case MessageTypes.BARREQUEST:
{
BarRequest br = BarRequest.Deserialize(message);
br.Client = _pcon[i].Name;
message = BarRequest.Serialize(br);
}
break;
case MessageTypes.FEATUREREQUEST:
message = _pcon[i].Name;
break;
}
long res = _pcon[i].TLSend(type, message);
result = res.ToString();
if (gotUnknownMessage != null)
{
gotUnknownMessage(type, source, dest, msgid, message, ref result);
}
return(res);
}
else if (VerboseDebugging)
{
v(_pcon[i].BrokerName + " " + _pcon[i].Name + " does not support feature " + type + ", dropping message.");
}
}
return(0);
}
public void BarsBackSerializeDeSerialize()
{
// build request
var br = new BarRequest(sym, 300, 300, 100, string.Empty);
// verify it
Assert.IsTrue(br.isValid, "original not valid");
Assert.AreEqual(300, br.Interval, "interval missing");
Assert.AreEqual(sym, br.symbol, "symbol missing");
Assert.AreEqual(100, br.BarsBack, "bars back missing");
// serialize request
var msg = br.Serialize();
// deserialize
var copy = BarRequest.Deserialize(msg);
// verify valid
Assert.IsTrue(copy.isValid, "copy not valid");
// verify same
Assert.AreEqual(br.symbol, copy.symbol, "symbol mismatch");
Assert.AreEqual(br.BarsBack, copy.BarsBack, "symbol mismatch");
Assert.AreEqual(br.Interval, copy.Interval, "symbol mismatch");
}
