long tl_newUnknownRequest(MessageTypes t, string msg)
{
v("message: " + t.ToString() + " data: " + msg);
switch (t)
{
case MessageTypes.DOMREQUEST:
{
string client = string.Empty;
int depth = 0;
if (Book.ParseDOMRequest(msg, ref depth, ref client))
{
debug("depth set to: " + depth + " by client: " + client);
tickdepth = depth;
}
break;
}
case MessageTypes.DAYHIGH:
{
decimal price = 0;
highs.TryGetValue(msg, out price);
return(WMUtil.pack(price));
}
case MessageTypes.DAYLOW:
{
decimal price = 0;
lows.TryGetValue(msg, out price);
return(WMUtil.pack(price));
}
}
return((long)MessageTypes.UNKNOWN_MESSAGE);
}
public void Packing()
{
decimal normal = 37.56m;
long packed = WMUtil.pack(normal);
decimal unpacked = WMUtil.unpack(packed);
Assert.That(normal == unpacked, normal.ToString() + " -> " + unpacked.ToString());
}
long IQFeedHelper_newUnknownRequest(MessageTypes t, string msg)
{
switch (t)
{
case MessageTypes.DAYHIGH:
{
// get index for request
int idx = _highs.getindex(msg);
// ignore if no index
if (idx == GenericTracker.UNKNOWN)
{
return(0);
}
decimal v = _highs[idx];
// ensure we have a high
if (v == decimal.MinValue)
{
return(0);
}
return(WMUtil.pack(v));
}
case MessageTypes.DAYLOW:
{
// get index for request
int idx = _highs.getindex(msg);
// ignore if no index
if (idx == GenericTracker.UNKNOWN)
{
return(0);
}
decimal v = _highs[idx];
// ensure we have a high
if (v == decimal.MaxValue)
{
return(0);
}
return(WMUtil.pack(v));
}
case MessageTypes.BARREQUEST:
{
BarRequest br = BarImpl.ParseBarRequest(msg);
RequestBars(br);
return((long)MessageTypes.OK);
}
}
return((long)MessageTypes.FEATURE_NOT_IMPLEMENTED);
}