private void QuotesLogin(MessageMbtQuotes message)
{
var writePacket = QuoteSocket.MessageFactory.Create();
string textMessage = "G|100=DEMOXJSP;8055=demo01\n";
if (debug)
{
log.Debug("Login response: " + textMessage);
}
writePacket.DataOut.Write(textMessage.ToCharArray());
QuotePacketQueue.Enqueue(writePacket, message.SendUtcTime);
}
private void SymbolRequest(MessageMbtQuotes message)
{
var symbolInfo = Factory.Symbol.LookupSymbol(message.Symbol);
log.Info("Received symbol request for " + symbolInfo);
ProviderSimulator.AddSymbol(symbolInfo.Symbol);
switch (message.FeedType)
{
case "20000": // Level 1
if (symbolInfo.QuoteType != QuoteType.Level1)
{
throw new ApplicationException("Requested data feed of Level1 but Symbol.QuoteType is " + symbolInfo.QuoteType);
}
break;
case "20001": // Level 2
if (symbolInfo.QuoteType != QuoteType.Level2)
{
throw new ApplicationException("Requested data feed of Level2 but Symbol.QuoteType is " + symbolInfo.QuoteType);
}
break;
case "20002": // Level 1 & Level 2
if (symbolInfo.QuoteType != QuoteType.Level2)
{
throw new ApplicationException("Requested data feed of Level1 and Level2 but Symbol.QuoteType is " + symbolInfo.QuoteType);
}
break;
case "20003": // Trades
if (symbolInfo.TimeAndSales != TimeAndSales.ActualTrades)
{
throw new ApplicationException("Requested data feed of Trades but Symbol.TimeAndSale is " + symbolInfo.TimeAndSales);
}
break;
case "20004": // Option Chains
break;
default:
throw new ApplicationException("Sorry, unknown data type: " + message.FeedType);
}
}
