public static bool TryParse(string message, out IntervalMessage intervalMessage)
{
DateTime timestamp = default;
double high = default;
double low = default;
double open = default;
double close = default;
long totalVolume = default;
long periodVolume = default;
int numberOfTrades = default;
var values = message.SplitFeedMessage();
var parsed = values.Length >= 8 &&
DateTime.TryParseExact(values[0], IntervalDateTimeFormat, CultureInfo.InvariantCulture, DateTimeStyles.None, out timestamp) &
double.TryParse(values[1], NumberStyles.Any, CultureInfo.InvariantCulture, out high) &
double.TryParse(values[2], NumberStyles.Any, CultureInfo.InvariantCulture, out low) &
double.TryParse(values[3], NumberStyles.Any, CultureInfo.InvariantCulture, out open) &
double.TryParse(values[4], NumberStyles.Any, CultureInfo.InvariantCulture, out close) &
long.TryParse(values[5], NumberStyles.Any, CultureInfo.InvariantCulture, out totalVolume) &
long.TryParse(values[6], NumberStyles.Any, CultureInfo.InvariantCulture, out periodVolume) &
int.TryParse(values[7], NumberStyles.Any, CultureInfo.InvariantCulture, out numberOfTrades);
intervalMessage = new IntervalMessage(timestamp, high, low, open, close, totalVolume, periodVolume, numberOfTrades);
return(parsed);
}
private static bool TryParseInner(string message, out IntervalMessage intervalMessage, bool hasRequestId)
{
var messageDataIdIndex = hasRequestId ? 1 : 0;
var indexBase = messageDataIdIndex;
var values = message.SplitFeedMessage();
if (values[messageDataIdIndex] == HistoricalMessageHandler.HistoricalDataId)
{
// protocol 6.2
return(TryParseInnerParser(values, hasRequestId, ++indexBase, out intervalMessage));
}
// protocol <6.2
return(TryParseInnerParser(values, hasRequestId, indexBase, out intervalMessage));
}
private static bool TryParseInnerParser(string[] values, bool hasRequestId, int indexBase, out IntervalMessage intervalMessage)
{
intervalMessage = null;
DateTime timestamp = default;
double high = default;
double low = default;
double open = default;
double close = default;
long totalVolume = default;
long periodVolume = default;
int numberOfTrades = default;
var parsed =
DateTime.TryParseExact(values[indexBase + 0], IntervalDateTimeFormat, CultureInfo.InvariantCulture, DateTimeStyles.None, out timestamp) &&
double.TryParse(values[indexBase + 1], NumberStyles.Any, CultureInfo.InvariantCulture, out high) &&
double.TryParse(values[indexBase + 2], NumberStyles.Any, CultureInfo.InvariantCulture, out low) &&
double.TryParse(values[indexBase + 3], NumberStyles.Any, CultureInfo.InvariantCulture, out open) &&
double.TryParse(values[indexBase + 4], NumberStyles.Any, CultureInfo.InvariantCulture, out close) &&
long.TryParse(values[indexBase + 5], NumberStyles.Any, CultureInfo.InvariantCulture, out totalVolume) &&
long.TryParse(values[indexBase + 6], NumberStyles.Any, CultureInfo.InvariantCulture, out periodVolume) &&
int.TryParse(values[indexBase + 7], NumberStyles.Any, CultureInfo.InvariantCulture, out numberOfTrades);
if (parsed)
{
intervalMessage = new IntervalMessage(
timestamp,
high,
low,
open,
close,
totalVolume,
periodVolume,
numberOfTrades,
hasRequestId ? values[0] : null);
}
return(parsed);
}
public static bool TryParseWithRequestId(string message, out IntervalMessage intervalMessage)
{
return(TryParseInner(message, out intervalMessage, true));
}
public static bool TryParse(string message, out IntervalMessage intervalMessage)
{
return(TryParseInner(message, out intervalMessage, false));
}
