public void ParseMBPOrderSnapshot()
{
List <RBpTuple> rbptuplelist = new List <RBpTuple>()
{
new RBpTuple(1, 0.96m), new RBpTuple(2, 0.92m), new RBpTuple(3, 0.88m), new RBpTuple(4, 0.86m)
};
List <RBvTuple> rbvtuplelist = new List <RBvTuple>()
{
new RBvTuple(1, 300), new RBvTuple(2, 400), new RBvTuple(3, 200), new RBvTuple(4, 100)
};
TimeSpan t = new TimeSpan(0, 09, 29, 59, 763);
string data = "k;s1;i1664;t092959.763;RBp1:0.96;RBv1:300;RBp2:0.92;RBv2:400;RBp3:0.88;RBv3:200;RBp4:0.86;RBv4:100;";
MBPOrderSnapshot k = new MBPOrderSnapshot(data);
Assert.AreEqual(1, k.s);
Assert.AreEqual(1664, k.i);
Assert.AreEqual(t, k.t);
for (int i = 0; i < rbptuplelist.Count; i++)
{
Assert.AreEqual(rbptuplelist[i].RBpInt, k.RBptuple[i].RBpInt);
Assert.AreEqual(rbptuplelist[i].RBpDecimal, k.RBptuple[i].RBpDecimal);
}
for (int j = 0; j < rbvtuplelist.Count; j++)
{
Assert.AreEqual(rbvtuplelist[j].RBvInt, k.RBvtuple[j].RBvInt);
Assert.AreEqual(rbvtuplelist[j].RBvDecimal, k.RBvtuple[j].RBvDecimal);
}
}
static void Main(string[] args)
{
string text = System.IO.File.ReadAllText("tip_20150730_all.log");
string[] tipMessages = text.Split('\n');
for (int i = 0; i < tipMessages.Length; i++)
{
string[] messagefields = tipMessages[i].Split(';');
if (messagefields[0] == "BDBu")
{
BasicDataBusinessDate bdbu = new BasicDataBusinessDate(tipMessages[i]);
Console.WriteLine(bdbu.ToString());
}
else if (messagefields[0] == "BDSr")
{
BasicDataSource bdsr = new BasicDataSource(tipMessages[i]);
}
else if (messagefields[0] == "BDTe")
{
BasicDataTableEntry bdte = new BasicDataTableEntry(tipMessages[i]);
}
else if (messagefields[0] == "BDTs")
{
BasicDataTickSizeTable bdts = new BasicDataTickSizeTable(tipMessages[i]);
}
else if (messagefields[0] == "BDTz")
{
BasicDataTickSizeEntry bdtz = new BasicDataTickSizeEntry(tipMessages[i]);
}
else if (messagefields[0] == "BDp")
{
BasicDataParticipant bdp = new BasicDataParticipant(tipMessages[i]);
}
else if (messagefields[0] == "BDCv")
{
BasicDataClearingVenue bdcv = new BasicDataClearingVenue(tipMessages[i]);
}
else if (messagefields[0] == "BDx")
{
BasicDataExchange bdx = new BasicDataExchange(tipMessages[i]);
}
else if (messagefields[0] == "BDm")
{
BasicDataMarket bdm = new BasicDataMarket(tipMessages[i]);
}
else if (messagefields[0] == "BDTd")
{
BasicDataNonTradingDays bdtd = new BasicDataNonTradingDays(tipMessages[i]);
}
else if (messagefields[0] == "BDTm")
{
BasicDataTradingScheme bdtm = new BasicDataTradingScheme(tipMessages[i]);
}
else if (messagefields[0] == "BDLi")
{
BasicDataList bdli = new BasicDataList(tipMessages[i]);
}
else if (messagefields[0] == "BDs")
{
BasicDataSector bds = new BasicDataSector(tipMessages[i]);
}
else if (messagefields[0] == "BDIs")
{
BasicDataIssuer bdis = new BasicDataIssuer(tipMessages[i]);
}
else if (messagefields[0] == "BDt")
{
BasicDataTradable bdt = new BasicDataTradable(tipMessages[i]);
}
else if (messagefields[0] == "BDTr")
{
BasicDataTradableSupplementary bdtr = new BasicDataTradableSupplementary(tipMessages[i]);
}
else if (messagefields[0] == "BDSh")
{
BasicDataShare bdsh = new BasicDataShare(tipMessages[i]);
}
else if (messagefields[0] == "BDDe")
{
BasicDataDerivative bdde = new BasicDataDerivative(tipMessages[i]);
}
else if (messagefields[0] == "BDEt")
{
BasicDataFund bdet = new BasicDataFund(tipMessages[i]);
}
else if (messagefields[0] == "BDRi")
{
BasicDataRight bdri = new BasicDataRight(tipMessages[i]);
}
else if (messagefields[0] == "BDUi")
{
BasicDataUnderlyingInfo bdui = new BasicDataUnderlyingInfo(tipMessages[i]);
}
else if (messagefields[0] == "m")
{
OrderbookSummary m = new OrderbookSummary(tipMessages[i]);
}
else if (messagefields[0] == "BDLm")
{
BasicDataListMember bdlm = new BasicDataListMember(tipMessages[i]);
}
else if (messagefields[0] == "BDSm")
{
BasicDataSectorMember bdsm = new BasicDataSectorMember(tipMessages[i]);
}
else if (messagefields[0] == "EOBd")
{
EndOfBasicData eobd = new EndOfBasicData(tipMessages[i]);
}
else if (messagefields[0] == "BDIn")
{
BasicDataIndex bdin = new BasicDataIndex(tipMessages[i]);
}
else if (messagefields[0] == "BDIp")
{
BasicDataIndexSupplementary bdip = new BasicDataIndexSupplementary(tipMessages[i]);
}
else if (messagefields[0] == "BDIm")
{
BasicDataIndexMember bdim = new BasicDataIndexMember(tipMessages[i]);
}
else if (messagefields[0] == "Is")
{
IndexSummary indexsum = new IndexSummary(tipMessages[i]);
}
else if (messagefields[0] == "Iw")
{
IndexWeight indexw = new IndexWeight(tipMessages[i]);
}
else if (messagefields[0] == "TRh")
{
CorporateAction trh = new CorporateAction(tipMessages[i]);
}
else if (messagefields[0] == "s")
{
StateChange s = new StateChange(tipMessages[i]);
}
else if (messagefields[0] == "r")
{
OrderbookReferencePrice r = new OrderbookReferencePrice(tipMessages[i]);
}
else if (messagefields[0] == "o")
{
Orderbook1 o = new Orderbook1(tipMessages[i]);
}
else if (messagefields[0] == "p")
{
Orderbook2 p = new Orderbook2(tipMessages[i]);
}
else if (messagefields[0] == "z")
{
Orderbook3 z = new Orderbook3(tipMessages[i]);
}
else if (messagefields[0] == "u")
{
TradeStatistics1 u = new TradeStatistics1(tipMessages[i]);
}
else if (messagefields[0] == "v")
{
TradeStatistics2 v = new TradeStatistics2(tipMessages[i]);
}
else if (messagefields[0] == "w")
{
TradeStatistics3 w = new TradeStatistics3(tipMessages[i]);
}
else if (messagefields[0] == "c")
{
CallInformation1 c = new CallInformation1(tipMessages[i]);
}
else if (messagefields[0] == "Cl")
{
CallInformation2 cl = new CallInformation2(tipMessages[i]);
}
else if (messagefields[0] == "k")
{
MBPOrderSnapshot k = new MBPOrderSnapshot(tipMessages[i]);
}
else if (messagefields[0] == "t")
{
Trade t = new Trade(tipMessages[i]);
}
else if (messagefields[0] == "l")
{
TurnoverListUpdate l = new TurnoverListUpdate(tipMessages[i]);
}
else if (messagefields[0] == "i")
{
IndexUpdate i1 = new IndexUpdate(tipMessages[i]);
}
else if (messagefields[0] == "q")
{
MarketMakerQuote1 q = new MarketMakerQuote1(tipMessages[i]);
}
else if (messagefields[0] == "y")
{
MarketMakerQuote2 y = new MarketMakerQuote2(tipMessages[i]);
}
else if (messagefields[0] == "n")
{
News n = new News(tipMessages[i]);
}
else
{
throw new Exception("Unknown TIP Message = " + tipMessages[i]);
}
}
}