private void ProcessOrderChangeMessage(OrderChangeMessage message)
{
ChangeMessage <OrderMarketChange> change = ChangeMessageFactory.ToChangeMessage(message);
change = OrderSubscriptionHandler.ProcessChangeMessage(change);
if (change != null)
{
ChangeHandler.OnOrderChange(change);
}
}
/// <summary>
/// Process a line of json
/// </summary>
/// <exception cref="JsonException">Thrown if line was invalid json</exception>
/// <param name="line"></param>
public ResponseMessage ReceiveLine(string line)
{
//clear last response
ResponseMessage message = null;
LastResponseTime = DateTime.UtcNow;
var time = Stopwatch.StartNew();
string operation = GetOperation(new JsonTextReader(new StringReader(line)));
switch (operation)
{
case RESPONSE_CONNECTION:
Trace.TraceInformation("ESA->Client: {0}", line);
ConnectionMessage connectionMessage = ReadResponseMessage <ConnectionMessage>(line);
message = connectionMessage;
ProcessConnectionMessage(connectionMessage);
break;
case RESPONSE_STATUS:
Trace.TraceInformation("ESA->Client: {0}", line);
StatusMessage statusMessage = ReadResponseMessage <StatusMessage>(line);
message = statusMessage;
ProcessStatusMessage(statusMessage);
break;
case RESPONSE_MARKET_CHANGE_MESSAGE:
TraceChange(line);
MarketChangeMessage marketChangeMessage = ReadResponseMessage <MarketChangeMessage>(line);
message = marketChangeMessage;
ProcessMarketChangeMessage(marketChangeMessage);
break;
case RESPONSE_ORDER_CHANGE_MESSAGE:
TraceChange(line);
OrderChangeMessage orderChangeMessage = ReadResponseMessage <OrderChangeMessage>(line);
message = orderChangeMessage;
ProcessOrderChangeMessage(orderChangeMessage);
break;
default:
Trace.TraceError("ESA->Client: Unknown message type: {0}, message:{1}", operation, line);
break;
}
time.Stop();
return(message);
}
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);
}