コード例 #1
0
        private void PullSocketReceiveReady(object sender, NetMQSocketEventArgs e)
        {
            lock (pullSocketLock)
            {
                if (pullSocket != null)
                {
                    var message = pullSocket.ReceiveMultipartMessage(2);
                    if (message.FrameCount < 2)
                    {
                        logger.Error("Messages Server: Received corrupted message.");
                        return;
                    }

                    var receivedObject = message[1].Buffer;

                    switch ((PushMessageType)BitConverter.ToInt16(message[0].Buffer, 0))
                    {
                    case PushMessageType.OpenOrderPush:
                        Task.Factory.StartNew(() =>
                        {
                            using (var ms = new MemoryStream(receivedObject))
                            {
                                repository.AddNewOpenOrderMessage(
                                    MyUtils.ProtoBufDeserialize <OpenOrder>(ms));
                            }
                        });
                        break;

                    case PushMessageType.CommissionPush:
                        Task.Factory.StartNew(() =>
                        {
                            using (var ms = new MemoryStream(receivedObject))
                            {
                                var commissionMessage =
                                    MyUtils.ProtoBufDeserialize <CommissionMessage>(ms);
                                repository.AddCommissionMessage(commissionMessage);
                            }
                        });
                        break;

                    case PushMessageType.ExecutionPush:
                        Task.Factory.StartNew(() =>
                        {
                            using (var ms = new MemoryStream(receivedObject))
                            {
                                repository.AddExecutionMessage(
                                    MyUtils.ProtoBufDeserialize <ExecutionMessage>(ms));
                            }
                        });
                        break;

                    case PushMessageType.OrderStatusPush:
                        Task.Factory.StartNew(() =>
                        {
                            using (var ms = new MemoryStream(receivedObject))
                            {
                                repository.AddNewOrderStatusMessage(
                                    MyUtils.ProtoBufDeserialize <OrderStatusMessage>(ms));
                            }
                        });
                        break;

                    case PushMessageType.LiveTradePush:
                        Task.Factory.StartNew(() =>
                        {
                            using (var ms = new MemoryStream(receivedObject))
                            {
                                repository.AddOrUpdateLiveTrade(
                                    MyUtils.ProtoBufDeserialize <LiveTrade>(ms));
                            }
                        });
                        break;

                    case PushMessageType.AccountUpdatePush:
                        Task.Factory.StartNew(() =>
                        {
                            using (var ms = new MemoryStream(receivedObject))
                            {
                                repository.UpdateAccountSummary(
                                    MyUtils.ProtoBufDeserialize <AccountSummaryUpdate>(ms));
                            }
                        });
                        break;

                    case PushMessageType.EquityUpdatePush:
                        Task.Factory.StartNew(() =>
                        {
                            using (var ms = new MemoryStream(receivedObject))
                            {
                                repository.UpdateEquity(
                                    MyUtils.ProtoBufDeserialize <Equity>(ms));
                            }
                        });
                        break;

                    default:
                        throw new ArgumentOutOfRangeException();
                    }
                }
            }
        }