public static MdpMessage GetMessage(byte[] data)
{
MessageType type = GetType(data);
MdpMessage mes = null;
if (type == MessageType.SecurityDefinition)
{
mes = new SecurityDefinition();
}
else if (type == MessageType.SecurityStatus)
{
mes = new StatusUpdate();
}
else if (type == MessageType.MarketDataSnapshotFullRefresh)
{
mes = new SnapshotUpdate();
}
else if (type == MessageType.MarketDataIncrementalRefresh)
{
mes = new IncrementalUpdate();
}
mes.Decode(data);
return(mes);
}
public static List <Security> Load(string file)
{
var securities = new List <Security>();
using (var streamReader = new StreamReader(new FileStream(file, FileMode.Open, FileAccess.Read, FileShare.Read)))
{
string line;
while ((line = streamReader.ReadLine()) != null)
{
var x = new SecurityDefinition();
x.Decode(Encoding.UTF8.GetBytes(line));
securities.Add(x.ToSecurity());
}
}
return(securities);
}
public static Security Load(string file, string contract)
{
using (var streamReader = new StreamReader(new FileStream(file, FileMode.Open, FileAccess.Read, FileShare.Read)))
{
string line;
while ((line = streamReader.ReadLine()) != null)
{
var x = new SecurityDefinition();
x.Decode(Encoding.UTF8.GetBytes(line));
var sec = x.ToSecurity();
if (sec.Contract == contract)
{
return(sec);
}
}
}
return(null);
}