private void ProcessMarketChangeMessage(MarketChangeMessage message)
{
ChangeMessage <MarketChange> change = ChangeMessageFactory.ToChangeMessage(message);
change = MarketSubscriptionHandler.ProcessChangeMessage(change);
if (change != null)
{
ChangeHandler.OnMarketChange(change);
}
}
private void ProcessOrderChangeMessage(OrderChangeMessage message)
{
ChangeMessage <OrderMarketChange> change = ChangeMessageFactory.ToChangeMessage(message);
change = OrderSubscriptionHandler.ProcessChangeMessage(change);
if (change != null)
{
ChangeHandler.OnOrderChange(change);
}
}
public static ChangeMessage <OrderMarketChange> ToChangeMessage(OrderChangeMessage message)
{
ChangeMessage <OrderMarketChange> change = new ChangeMessage <OrderMarketChange>()
{
Id = (int)message.Id,
Pt = message.Pt,
Clk = message.Clk,
InitialClk = message.InitialClk,
ConflateMs = message.ConflateMs,
HeartbeatMs = message.HeartbeatMs,
};
change.Items = message.Oc;
switch (message.SegmentType)
{
case OrderChangeMessage.SegmentTypeEnum.SegStart:
change.SegmentType = SegmentType.SEG_START;
break;
case OrderChangeMessage.SegmentTypeEnum.SegEnd:
change.SegmentType = SegmentType.SEG_END;
break;
case OrderChangeMessage.SegmentTypeEnum.Seg:
change.SegmentType = SegmentType.SEG;
break;
}
switch (message.Ct)
{
case OrderChangeMessage.CtEnum.Heartbeat:
change.ChangeType = ChangeType.HEARTBEAT;
break;
case OrderChangeMessage.CtEnum.ResubDelta:
change.ChangeType = ChangeType.RESUB_DELTA;
break;
case OrderChangeMessage.CtEnum.SubImage:
change.ChangeType = ChangeType.SUB_IMAGE;
break;
}
return(change);
}
public void OnOrderChange(ChangeMessage <OrderMarketChange> change)
{
Console.WriteLine("<null change handler>.OnOrderChange: " + change);
}