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();
}
}
}
}