static void Main(string[] args)
{
//Instantiate new instance of Message parser
//and also subscribe to its message parsing event
MessageParser msgParser = new MessageParser();
msgParser.MessageParsed += new MessageParsedHandler(msgParser_MessageParsed);
MarketDataInfo msftData = new MarketDataInfo("MSFT", 21.5, 22.5);
MarketDataInfo ibmData = new MarketDataInfo("IBM", 23.5, 24.5);
MarketDataInfo geData = new MarketDataInfo("GE", 25.5, 26.5);
//Single Message Scenario
Console.WriteLine("Single Message Scenario");
byte[] buffer = msgParser.Serialize(msftData);
msgParser.DeSerialize(buffer);
//Large Buffer Scenario
Console.WriteLine("Large Buffer Scenario");
int typeSize = Marshal.SizeOf(typeof(MarketDataInfo));
byte[] largeBuffer = new byte[typeSize * 3];
byte[] ibmBuffer = msgParser.Serialize(ibmData);
byte[] geBuffer = msgParser.Serialize(geData);
Array.Copy(buffer, 0, largeBuffer, 0, typeSize);
Array.Copy(ibmBuffer, 0, largeBuffer, buffer.Length, typeSize);
Array.Copy(geBuffer, 0, largeBuffer, buffer.Length + ibmBuffer.Length, typeSize);
msgParser.DeSerialize(largeBuffer);
//Small Buffer Scenario
Console.WriteLine("Small Buffer Scenario");
byte[] smallBuffer1 = new byte[22];
byte[] smallBuffer2 = new byte[22];
Array.Copy(buffer, 0, smallBuffer1, 0, 22);
Array.Copy(buffer, 22, smallBuffer2, 0, 22);
msgParser.DeSerialize(smallBuffer1);
msgParser.DeSerialize(smallBuffer2);
}
private static void msgParser_MessageParsed(MessageHeader header)
{
MarketDataInfo dataInfo = header as MarketDataInfo;
Console.WriteLine("{0} {1} {2}", dataInfo.InstrumentName, dataInfo.BidPrice, dataInfo.AskPrice);
}
