private void QuotesLogin(PacketMBTQuotes packet)
{
if (quoteState != ServerState.Startup)
{
CloseWithQuotesError(packet, "Invalid login request. Already logged in.");
}
quoteState = ServerState.LoggedIn;
var writePacket = quoteSocket.CreatePacket();
string message = "G|100=DEMOXJSP;8055=demo01\n";
if (debug)
{
log.Debug("Login response: " + message);
}
writePacket.DataOut.Write(message.ToCharArray());
quotePacketQueue.Enqueue(writePacket);
}
private void CloseWithQuotesError(PacketMBTQuotes packet, string message)
{
}
private unsafe Yield SymbolRequest(PacketMBTQuotes packet)
{
var data = packet.Data;
data.Position += 2;
SymbolInfo symbolInfo = null;
fixed(byte *bptr = data.GetBuffer())
{
byte *ptr = bptr + data.Position;
while (ptr - bptr < data.Length)
{
int key = packet.GetKey(ref ptr);
switch (key)
{
case 1003: // Symbol
var symbol = packet.GetString(ref ptr);
symbolInfo = Factory.Symbol.LookupSymbol(symbol);
log.Info("Received symbol request for " + symbolInfo);
AddSymbol(symbol, OnHeartbeat, OnTick, OnPhysicalFill, OnRejectOrder);
break;
case 2000: // Type of data.
var feedType = packet.GetString(ref ptr);
switch (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;
}
break;
}
}
}
return(Yield.DidWork.Repeat);
}