Version 2.3.0
This version wraps the new functionality in version 1.0.27 of the native libdmf library. The following members have been added to the MarketDataFeed class and the IMarketDataFeed interface:
- 5327a64 An
IntPtr Extract(out ushort mref, out ulong insref, out uint len)method that can be used to extract an unmanaged pointer to the current message from the feed handle - 5b75d1e An
int Inject(IntPtr ptr, uint len)method that injects a previously extracted message - 5b75d1e Another
int Inject(ReadOnlySpan<byte> data)overload to inject the byte data of a previously extracted message into the handle - 14a22c8 A read-only
ReadBufferSizeproperty that gets the number of bytes waiting to be processed in the internal read buffer after a call to theConsumemethod - 94f6522 A read-write
ReadBufferMaxSizeproperty that gets and sets the current size of the internal read buffer
Other changes in this release include this:
-
5ee24f5 The following
ReadOnlySpan<byte>method overloads of theMessageclass have been added to theIMessageinterface:bool AddNumeric(uint tag, ReadOnlySpan<byte> value);bool AddNumeric(Field tag, ReadOnlySpan<byte> value);bool AddString(uint tag, ReadOnlySpan<byte> value);bool AddString(uint tag, ReadOnlySpan<byte> value, int length);bool AddString(Field tag, ReadOnlySpan<byte> value);bool AddString(Field tag, ReadOnlySpan<byte> value, int length);bool AddDate(uint tag, ReadOnlySpan<byte> value);bool AddDate(Field tag, ReadOnlySpan<byte> value);bool AddTime(uint tag, ReadOnlySpan<byte> value);bool AddTime(Field tag, ReadOnlySpan<byte> value);bool AddList(uint tag, ReadOnlySpan<byte> value);bool AddList(Field tag, ReadOnlySpan<byte> value);
-
a959bd2 The following enumerations have been marked with the
[ObsoleteAttribute]and will probably be remove in a future version:CompressionLevelCorporateActionFieldMessageClassesMessageReferenceRequestClassRequestTypeTradeCodes
Fieldhas been replaced by astaticFieldsclass that contains constants for all fields.
SimilarlyMessageReferencehas been replaced by a staticMessageReferencesclass that contains constants for all message references,RequestClasshas been replaced by aRequestClassesclass with constants for all request classes andRequestTypehas been replaced by aRequestTypesclass that contains the constants for all request types. -
b758a9c
MDF_F_EVENTSTATUS,MDF_F_SMA20,MDF_F_SMA50,MDF_F_SMA200,MDF_F_RSI14,
MDF_F_MACD,MDF_F_TRADESTATEACTIONS,MDF_F_SHARECLASShave been added to the deprecatedFieldenumeration and as constants in the newFieldsclass -
ffec795 The finalizer of the
Messageclass no longer throws aNullReferenceExceptionwhen you pass an invalid native library path to the constructor overload that accepts astring