bool
DepthFeedSubscriber::handle_message(BufferPtr& bp, size_t bytes_transferred)
{
// Decode the message
QuickFAST::Codecs::DataSourceBuffer source(bp->c_array(), bytes_transferred);
QuickFAST::Codecs::SingleMessageConsumer consumer;
QuickFAST::Codecs::GenericMessageBuilder builder(consumer);
decoder_.decodeMessage(source, builder);
QuickFAST::Messages::Message& msg(consumer.message());
// Examine message contents
uint64_t seq_num, msg_type, timestamp;
const QuickFAST::StringBuffer* string_buffer;
size_t bids_length, asks_length;
std::string symbol;
if (!msg.getUnsignedInteger(id_seq_num_, ValueType::UINT32, seq_num)) {
std::cout << "Could not get seq num from msg" << std::endl;
return false;
}
if (seq_num != expected_seq_) {
std::cout << "ERROR: Got Seq num " << seq_num << ", expected "
<< expected_seq_ << std::endl;
return false;
}
if (!msg.getUnsignedInteger(id_msg_type_, ValueType::UINT32, msg_type)) {
std::cout << "Could not get msg type from msg" << std::endl;
return false;
}
if (!msg.getString(id_symbol_, ValueType::ASCII, string_buffer)) {
std::cout << "Could not get symbol from msg" << std::endl;
return false;
}
if (!msg.getUnsignedInteger(id_timestamp_, ValueType::UINT32, timestamp)) {
std::cout << "Could not get timestamp from msg" << std::endl;
return false;
}
bool result = false;
symbol = (std::string)*string_buffer;
switch (msg_type) {
case MSG_TYPE_DEPTH:
result = handle_depth_message(symbol, seq_num, timestamp, msg);
break;
case MSG_TYPE_TRADE:
result = handle_trade_message(symbol, seq_num, timestamp, msg);
break;
default:
std::cout << "ERROR: Unknown message type " << msg_type
<< " seq num " << seq_num << std::endl;
return false;
}
++expected_seq_;
return result;
}
