public void ProcessMessages(byte[] messageBytes, int count)
{
var messages = Encoding.ASCII.GetString(messageBytes, 0, count).SplitFeedLine();
for (var i = 0; i < messages.Length; i++)
{
var message = messages[i];
// Try parsing the IntervalBarMessage pattern
if (IntervalBarMessage.TryParse(message, out var intervalBarMessage))
{
IntervalBar?.Invoke(intervalBarMessage);
continue;
}
// Check with other pattern possible
switch (message[0])
{
case 'S': // A system message
ProcessSystemMessage(message);
break;
case 'E': // An error message
ProcessErrorMessage(message);
break;
case 'n': // Symbol not found message
ProcessSymbolNotFoundMessage(message);
break;
default:
throw new Exception("Unknown type of derivative message received.");
}
}
}
protected override bool HasIntervalBar(string msg)
{
if (IntervalBarMessage.TryParse(msg, out IntervalBarMessage <decimal> intervalBarMessage))
{
IntervalBar?.Invoke(intervalBarMessage);
return(true);
}
return(false);
}
private bool HasIntervalBar(string msg)
{
if (IntervalBarMessage.TryParse(msg, out IntervalBarMessage intervalBarMessage))
{
IntervalBar?.Invoke(intervalBarMessage);
return(true);
}
return(false);
}
public void Should_Parse_Without_RequestId(string cultureName)
{
// Arrange
TestHelper.SetThreadCulture(cultureName);
var message = "TESTREQUEST,BC,AAPL,2018-01-01 09:30:00,100.01,101.23,99.98,100.93,143562,745,0";
// Act
var intervalBarMessage = new IntervalBarMessage(IntervalBarType.C, "AAPL", new DateTime(2018, 1, 1, 9, 30, 0), 100.01, 101.23, 99.98, 100.93, 143562, 745, 0, "TESTREQUEST");
var intervalBarMessageParsed = IntervalBarMessage.ParseWithRequestId(message);
// Assert
Assert.AreEqual(intervalBarMessage, intervalBarMessageParsed);
}
/// <summary>
/// Call to trigger the BarReceived event.
/// </summary>
/// <param name="bar">The new bar to send to BarReceived.</param>
protected virtual void OnIntervalBar(IntervalBarMessage bar)
{
BarReceived.SafeTrigger(bar);
}
