public void MultipleMessages()
{
// get some data
Tick k1 = TickImpl.NewTrade(sym, p, size);
// encode it
byte[] data1 = Message.sendmessage(MessageTypes.TICKNOTIFY, TickImpl.Serialize(k1));
// get some data
Tick k2 = TickImpl.NewTrade(sym, p * 2, size * 2);
// encode it
byte[] data2 = Message.sendmessage(MessageTypes.TICKNOTIFY, TickImpl.Serialize(k2));
// get some data
Tick k3 = TickImpl.NewTrade(sym, p * 3, size * 3);
// encode it
byte[] data3 = Message.sendmessage(MessageTypes.TICKNOTIFY, TickImpl.Serialize(k3));
// prepare a continuous bitstream to hold all data
byte[] streamlike = new byte[data1.Length + data2.Length + data3.Length];
// roll all data into stream
Array.Copy(data1, 0, streamlike, 0, data1.Length);
Array.Copy(data2, 0, streamlike, data1.Length, data2.Length);
Array.Copy(data3, 0, streamlike, data1.Length + data2.Length, data3.Length);
// decode all messages from stream
int offset = 0;
Message[] msgs = Message.gotmessages(ref streamlike, ref offset);
// ensure we got correct amount/type
Assert.AreEqual(3, msgs.Length);
Assert.AreEqual(MessageTypes.TICKNOTIFY, msgs[0].Type);
Assert.AreEqual(MessageTypes.TICKNOTIFY, msgs[1].Type);
Assert.AreEqual(MessageTypes.TICKNOTIFY, msgs[2].Type);
// decode to ticks
Tick c1 = TickImpl.Deserialize(msgs[0].Content);
Tick c2 = TickImpl.Deserialize(msgs[1].Content);
Tick c3 = TickImpl.Deserialize(msgs[2].Content);
// verify ticks
Assert.AreEqual(k1.symbol, c1.symbol, TickImpl.Serialize(k1) + "=>" + TickImpl.Serialize(c1));
Assert.AreEqual(k1.trade, c1.trade, TickImpl.Serialize(k1) + "=>" + TickImpl.Serialize(c1));
Assert.AreEqual(k1.size, c1.size, TickImpl.Serialize(k1) + "=>" + TickImpl.Serialize(c1));
Assert.AreEqual(k2.symbol, c2.symbol, TickImpl.Serialize(k2) + "=>" + TickImpl.Serialize(c2));
Assert.AreEqual(k2.trade, c2.trade, TickImpl.Serialize(k2) + "=>" + TickImpl.Serialize(c2));
Assert.AreEqual(k2.size, c2.size, TickImpl.Serialize(k2) + "=>" + TickImpl.Serialize(c2));
Assert.AreEqual(k3.symbol, c3.symbol, TickImpl.Serialize(k3) + "=>" + TickImpl.Serialize(c3));
Assert.AreEqual(k3.trade, c3.trade, TickImpl.Serialize(k3) + "=>" + TickImpl.Serialize(c3));
Assert.AreEqual(k3.size, c3.size, TickImpl.Serialize(k3) + "=>" + TickImpl.Serialize(c3));
Assert.AreEqual(0, offset);
}
public void EncodeDecode()
{
// get some data
Tick k = TickImpl.NewTrade(sym, p, size);
// encode it
byte[] data = Message.sendmessage(MessageTypes.TICKNOTIFY, TickImpl.Serialize(k));
// decode it
Message m = Message.gotmessage(data);
Tick c = TickImpl.Deserialize(m.Content);
// verify
Assert.AreEqual(k.symbol, c.symbol, TickImpl.Serialize(k) + "=>" + TickImpl.Serialize(c));
Assert.AreEqual(k.trade, c.trade, TickImpl.Serialize(k) + "=>" + TickImpl.Serialize(c));
Assert.AreEqual(k.size, c.size, TickImpl.Serialize(k) + "=>" + TickImpl.Serialize(c));
}
public void SerializationPerformance()
{
const int OPS = 10000;
const string SYM = "TST";
Tick [] attempts = TradeLink.Research.RandomTicks.GenerateSymbol(SYM, OPS);
bool v = true;
DateTime start = DateTime.Now;
for (int i = 0; i < attempts.Length; i++)
{
Tick k = attempts[i];
Tick m = TickImpl.Deserialize(TickImpl.Serialize(k));
v &= m.trade == k.trade;
}
double time = DateTime.Now.Subtract(start).TotalSeconds;
Assert.IsTrue(v);
Assert.LessOrEqual(time, .20);
Console.WriteLine(string.Format("Tick serialization: {0:n2} {1:n0}t/s", time, OPS / time));
}