private string Benchmark(StreamReader sr, out double kbPerSec)
{
kbPerSec = 0;
string rawMsg = sr.ReadLine();
Stopwatch stopwatch = Stopwatch.StartNew();
for (int i = 0; i < N_CYCLES; ++i)
{
Message msg = new Message(rawMsg);
if (i % n == 0)
{
progressBar.Increment(1);
Application.DoEvents();
}
msg.Dispose();
}
stopwatch.Stop();
double performance = 0;
if (0 != stopwatch.ElapsedMilliseconds)
{
performance = Math.Floor((double)N_CYCLES * 1000 / stopwatch.ElapsedMilliseconds);
}
kbPerSec = (sr.BaseStream.Length * performance) / 1024;
return(performance.ToString());
}
private static void ReplayLog(string file, string filter, Session session)
{
using (StreamReader sr = new StreamReader(file))
{
while (sr.Peek() >= 0)
{
string line = sr.ReadLine();
int messageStartIndex = line.IndexOf("8=FIX.", StringComparison.Ordinal);
if (-1 != messageStartIndex)
{
line = line.Substring(messageStartIndex);
}
Message msg = new Message(line);
if (msg.Type == MsgType.Logon || msg.Type == MsgType.Logout ||
msg.Type == MsgType.Heartbeat || msg.Type == MsgType.Test_Request ||
msg.Type == MsgType.Resend_Request || msg.Type == MsgType.Sequence_Reset ||
msg.Type == MsgType.Reject
)
{
continue;
}
if ("*" != filter)
{
if (msg.Type != filter)
{
continue;
}
}
session.Send(msg);
}
}
}
private bool IsStale(FIXForge.NET.FIX.Message message)
{
// Simple sending time based filtering of stale messages.
DateTime previousSendingTime = message.GetTimestamp(Tags.SendingTime).ToUniversalTime();
TimeSpan keepingTime = TimeSpan.FromMinutes(30);
bool isStale = (DateTime.UtcNow - previousSendingTime) >= keepingTime;
return(isStale);
// More advanced filtering could take into account the message type and/or application-level contents.
}