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);
}
