public QueryFillsResponse QueryFill(RequestHeader header, QueryFillsRequest payload) { NetMQMessage response = Channels.SendRequest(BuildMessage(header, payload)); ResponseHeader responseHeader = ResponseHeader.Parser.ParseFrom(response.Pop().ToByteArray()); WriteLog(responseHeader.ToString()); QueryFillsResponse responsePayload = QueryFillsResponse.Parser.ParseFrom(response.Pop().ToByteArray()); WriteLog(responsePayload.ToString()); FillsReceived?.Invoke(responsePayload); return(responsePayload); }
public QueryFillsResponse QueryFill(QueryFillsRequest payload) { return(QueryFill(Header(ID_S_Q_DEAL_REQT), payload)); }