// Accept a request to cancel a real time data stream
// Obviously we only actually cancel it if
private void HandleRealTtimeDataCancelRequest()
{
bool hasMore;
var buffer = _requestSocket.ReceiveFrameBytes(out hasMore);
// Receive the instrument
using (var ms = new MemoryStream())
{
var instrument = MyUtils.ProtoBufDeserialize <Instrument>(buffer, ms);
var freqBuff = _requestSocket.ReceiveFrameBytes(out hasMore);
BarSize frequency = MyUtils.ProtoBufDeserialize <BarSize>(freqBuff, ms);
if (instrument.ID != null)
{
_broker.CancelRTDStream(instrument.ID.Value, frequency);
}
// Two part message:
// 1: MessageType.RTDCanceled
// 2: the instrument symbol
// 3: the frequency
_requestSocket.SendMoreFrame(MessageType.RTDCanceled);
_requestSocket.SendMoreFrame(instrument.Symbol);
_requestSocket.SendFrame(freqBuff);
}
}
// Accept a request to cancel a real time data stream
// Obviously we only actually cancel it if
private void HandleRealTtimeDataCancelRequest()
{
bool hasMore;
var buffer = _requestSocket.ReceiveFrameBytes(out hasMore);
// Receive the instrument
using (var ms = new MemoryStream()) {
var instrument = MyUtils.ProtoBufDeserialize <Instrument>(buffer, ms);
if (instrument.ID != null)
{
_broker.CancelRTDStream(instrument.ID.Value);
}
// Two part message:
// 1: "CANCELED"
// 2: the symbol
_requestSocket.SendMoreFrame("CANCELED");
_requestSocket.SendFrame(instrument.Symbol);
}
}
// Accept a request to cancel a real time data stream
// Obviously we only actually cancel it if
private void HandleRealTtimeDataCancelRequest()
{
bool hasMore;
var buffer = _requestSocket.ReceiveFrameBytes(out hasMore);
// Receive the instrument
using (var ms = new MemoryStream())
{
//todo change to id and freq
var instrument = MyUtils.ProtoBufDeserialize <Instrument>(buffer, ms);
if (instrument.ID != null)
{
_broker.CancelRTDStream(instrument.ID.Value);
}
// Two part message:
// 1: MessageType.RTDCanceled
// 2: the instrument symbol
//todo do we need to reply here?
_requestSocket.SendMoreFrame(MessageType.RTDCanceled);
_requestSocket.SendFrame(instrument.Symbol);
}
}
