public void Subscribe(string topic, Action <MPSMessage> handler)
{
// Mock testing of subscription.
for (int i = 1; i <= 1500; i++)
{
Trade T = new Trade();
if (i % 3 == 1)
{
T.Type = TradeType.EQ;
}
else if (i % 3 == 2)
{
T.Type = TradeType.FX;
}
else
{
T.Type = TradeType.Opt;
}
T.TradeID = i;
TradeMessageHeader header = new TradeMessageHeader()
{
MessageKey = i, MessageType = TradeMessageType.Added, SequenceNumber = i
};
MPSMessage message = new MPSMessage()
{
Header = header, Payload = T
};
handler.Invoke(message);
}
}
public void MPSMessageHander(MPSMessage message)
{
// pre-checks
// Push message to the queue
// Optional ACK. This would mean local resilience would be required for processing queue.
TradeMessageHeader header = message.Header as TradeMessageHeader;
ITrade trade = message.Payload as ITrade;
if (header == null)
{
logger.Error($"Failed to parse message with header key: {message.Header.MessageKey}");
return;
}
if (trade == null)
{
logger.Error($"Failed to parse message with header key: {header.MessageKey} and sequence no: {header.SequenceNumber}");
return;
}
TradeMessage tradeMessage = new TradeMessage()
{
Header = header, Trade = trade
};
try
{
AddMessage(tradeMessage);
}
catch (Exception ex)
{
logger.Warn(ex, $"Error while adding message with sequence number {tradeMessage.Header.SequenceNumber} to queue. Retrying ...");
if (!RetryHandler(AddMessage, tradeMessage))
{
logger.Error($"Retries failed for sequence number : {tradeMessage.Header.SequenceNumber}");
}
}
}
