public void OnNext(byte[] data, long sequence, bool endOfBatch)
{
object getObject = StreamConversion.ByteArrayToObject(data);
if (getObject is Order)
{
_receviedOrder = getObject as Order;
}
if (getObject is Trade)
{
_receivedTrade = getObject as Trade;
}
if (getObject is LimitOrderBook)
{
_receivedLimitOrderBook = getObject as LimitOrderBook;
}
if (getObject is Depth)
{
_receivedDepth = getObject as Depth;
}
if (getObject is BBO)
{
_receivedBbo = getObject as BBO;
}
}
/// <summary>
/// Deep copy
/// </summary>
/// <returns></returns>
public object Clone()
{
// using (MemoryStream stream = new MemoryStream())
//{
if (this.GetType().IsSerializable)
{
return(StreamConversion.ByteArrayToObject(StreamConversion.ObjectToByteArray(this)));
}
return(null);
// }
}
public void OnNext(byte[] data, long sequence, bool endOfBatch)
{
try
{
object obj = StreamConversion.ByteArrayToObject(data);
_persistRepository.AddUpdate(obj);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "OnNext");
}
}
/// <summary>
/// Event handler for the LimitOrderBook changed event published by the output disruptor
/// </summary>
/// <param name="data"></param>
/// <param name="sequence"></param>
/// <param name="endOfBatch"></param>
public void OnNext(byte[] data, long sequence, bool endOfBatch)
{
object getObject = StreamConversion.ByteArrayToObject(data);
if (getObject is LimitOrderBook)
{
this.OnOrderBookChanged(getObject as LimitOrderBook);
}
else
{
throw new FormatException("Expected a type of CoinExchange.TradesDomain.Model.OrderMatchingEngine.LimitOrderBook but was " + getObject.GetType());
}
}
/// <summary>
/// Load last snaphost
/// </summary>
/// <returns></returns>
public ExchangeEssentialsList LoadLastSnapshot()
{
Snapshot snapshot = null;
var initialize = _store.Advanced.GetFrom(Constants.LastSnapshotSearch).GroupBy(i => i.StreamId).Select(g => g.First()).ToList();
for (int i = 0; i < initialize.Count; i++)
{
snapshot = _store.Advanced.GetSnapshot(initialize[i].StreamId, int.MaxValue);
}
_lastSnaphot = snapshot;
if (snapshot != null)
{
JObject jObject = JObject.Parse(snapshot.Payload.ToString());
byte[] array = jObject["$value"].ToObject <byte[]>();
object list = StreamConversion.ByteArrayToObject(array);
ExchangeEssentialsList exchangeEssentialsList = list as ExchangeEssentialsList;
_loadFrom = exchangeEssentialsList.LastSnapshotDateTime;
return(exchangeEssentialsList);
}
return(null);
}