Added new overloads of the GetNextMessage method.

Benchmarks/Millistream.Streaming.Benchmarks/DecodingBenchmarks.cs

@@ -126,7 +126,7 @@ private static bool Consume(MarketDataFeed mdf, int consumeTimeout, int waitTime
 
                 if (ret == 1)
                 {
-                    while (mdf.GetNextMessage(out MessageReference mref, out _, out _))
+                    while (mdf.GetNextMessage(out MessageReference mref, out _))
                     {
                         if (mref == MessageReference.MDF_M_LOGONGREETING)
                             return true;
@@ -143,7 +143,7 @@ private static bool Consume(MarketDataFeed mdf, int consumeTimeout, int waitTime
 
         private static void OnDataReceived(object userData, MarketDataFeed<object, object> handle)
         {
-            while (handle.GetNextMessage(out int _, out _, out _))
+            while (handle.GetNextMessage(out ushort _, out _))
                 while (handle.GetNextField(out Field field, out _))
                     if (field == Field.MDF_F_REQUESTID)
                         s_dataCallbackInvoked = true;

README.md

@@ -10,15 +10,15 @@ An unofficial .NET wrapper for Millistream's low-latency, high-throughput and hi
 ## Installation
 Millistream.NET is distributed via [NuGet](https://www.nuget.org/packages/Millistream.Streaming). The native and wrapped API can be downloaded from [Millistream's official website](https://packages.millistream.com/). Binaries are available for Linux, macOS and Windows. They come in both 32- and 64-bit versions and should work on both little- and big-endian systems. Please refer to [the official documentation](https://packages.millistream.com/documents/MDF%20C%20API.pdf) for more information about the wrapped API itself. The NuGet package does not include any native assemblies. You will have to download and install these separately.
 ### Native Dependency
-On **Windows** you download and run an [.exe](https://packages.millistream.com/Windows/libmdf-1.0.25.exe) that will install the native `libmdf` core library along pre-built binaries of [zlib](http://zlib.net) and [OpenSSL](http://openssl.org/) (`libmdf` links against these). You can do this silently from a command prompt using Powershell:
+On **Windows** you download and run an [.exe](https://packages.millistream.com/Windows/libmdf-1.0.26.exe) that will install the native `libmdf` core library along pre-built binaries of [zlib](http://zlib.net) and [OpenSSL](http://openssl.org/) (`libmdf` links against these). You can do this silently from a command prompt using Powershell:
 
-    powershell (new-object System.Net.WebClient).DownloadFile('https://packages.millistream.com/Windows/libmdf-1.0.25.exe', 'libmdf-1.0.25.exe')
-    .\libmdf-1.0.25.exe /S
+    powershell (new-object System.Net.WebClient).DownloadFile('https://packages.millistream.com/Windows/libmdf-1.0.26.exe', 'libmdf-1.0.26.exe')
+    .\libmdf-1.0.26.exe /S
 
 On **macOS** you download and install a `.pkg` file, for example in a Bash shell:
 
-    curl -O https://packages.millistream.com/macOS/libmdf-1.0.23.pkg 
-    sudo installer -pkg libmdf-1.0.23.pkg -target /
+    curl -O https://packages.millistream.com/macOS/libmdf-1.0.26.pkg 
+    sudo installer -pkg libmdf-1.0.26.pkg -target /
 
 On **Linux**, the native API and the dependent libraries are available through your distribution repository. Below is an example of how to install everything needed using the `apt-get` command-line tool on Ubuntu:
 
@@ -71,8 +71,7 @@ Console.WriteLine($"{DateTime.Now.ToShortTimeString()} - Logged in");
 //6. Register a data callback (optional).
 mdf.DataCallback = (data, handle) =>
 {
-    while (handle.GetNextMessage(out MessageReference mref, out MessageClasses mclass,
-        out ulong insref))
+    while (handle.GetNextMessage(out MessageReference mref, out ulong insref))
     {
         Console.WriteLine($"{DateTime.Now.ToShortTimeString()} - " +
             $"Received an {mref} message with the following fields:");
@@ -134,8 +133,7 @@ static bool Consume(MarketDataFeed mdf, MessageReference messageReference)
         switch (ret)
         {
             case 1:
-                while (mdf.GetNextMessage(out MessageReference mref, out MessageClasses _,
-                    out ulong _))
+                while (mdf.GetNextMessage(out MessageReference mref, out ulong _))
                     if (mref == messageReference)
                         return true;
                 break;

Samples/ConsoleApp/Program.cs

@@ -33,8 +33,7 @@
 //6. Register a data callback (optional).
 mdf.DataCallback = (data, handle) =>
 {
-    while (handle.GetNextMessage(out MessageReference mref, out MessageClasses mclass,
-        out ulong insref))
+    while (handle.GetNextMessage(out MessageReference mref, out ulong insref))
     {
         Console.WriteLine($"{DateTime.Now.ToShortTimeString()} - " +
             $"Received an {mref} message with the following fields:");
@@ -96,8 +95,7 @@ static bool Consume(MarketDataFeed mdf, MessageReference messageReference)
         switch (ret)
         {
             case 1:
-                while (mdf.GetNextMessage(out MessageReference mref, out MessageClasses _,
-                    out ulong _))
+                while (mdf.GetNextMessage(out MessageReference mref, out ulong _))
                     if (mref == messageReference)
                         return true;
                 break;

Source/Millistream.Streaming/IMarketDataFeed.cs

@@ -133,7 +133,7 @@ public interface IMarketDataFeed<TCallbackUserData, TStatusCallbackUserData>
         /// Consumes data sent from the server. If there currently is no data the function waits for <paramref name="timeout"/> number of seconds, if <paramref name="timeout"/> is zero (0) the function will return immediately. If <paramref name="timeout"/> is negative then the wait period is treated as number of microseconds instead of number of seconds (i.e. -1000 will wait a maximum of 1000µs).
         /// </summary>
         /// <param name="timeout">The wait period in seconds if positive. If negative, the value is treated as the number of microseconds to wait instead of the number of seconds.</param>
-        /// <returns>1 if data has been consumed that needs to be handled by <see cref="GetNextMessage(out int, out int, out ulong)" /> and no callback function has been registered. The function returns 0 on timeout or if a callback function is registered and there was data. On errors, -1 will be returned (and the connection will be dropped).</returns>
+        /// <returns>1 if data has been consumed that needs to be handled by <see cref="GetNextMessage(out ushort, out ulong)" /> and no callback function has been registered. The function returns 0 on timeout or if a callback function is registered and there was data. On errors, -1 will be returned (and the connection will be dropped).</returns>
         int Consume(int timeout);
 
         /// <summary>
@@ -145,6 +145,14 @@ public interface IMarketDataFeed<TCallbackUserData, TStatusCallbackUserData>
         /// <returns><see langword="true" /> if a message was returned (and the <paramref name="mref"/>, <paramref name="mclass"/> and <paramref name="insref"/> fields will be filled) or <see langword="false" /> if there are no more messages in the current consumed data (or an error occured).</returns>
         bool GetNextMessage(out int mref, out int mclass, out ulong insref);
 
+        /// <summary>
+        /// Fetches a message from the current consumed data if one is present and fills the output parameters with values representing the message fetched.
+        /// </summary>
+        /// <param name="mref">The fetched message reference. This should match a <see cref="MessageReference"/> value.</param>
+        /// <param name="insref">The fetched instrument reference, which is the unique id of an instrument.</param>
+        /// <returns><see langword="true" /> if a message was returned (and the <paramref name="mref"/> and <paramref name="insref"/> fields will be filled) or <see langword="false" /> if there are no more messages in the current consumed data (or an error occured).</returns>
+        bool GetNextMessage(out ushort mref, out ulong insref);
+
         /// <summary>
         /// Fetches a message from the current consumed data if one is present and fills the output parameters with values representing the message fetched.
         /// </summary>
@@ -154,6 +162,14 @@ public interface IMarketDataFeed<TCallbackUserData, TStatusCallbackUserData>
         /// <returns><see langword="true" /> if a message was returned (and the <paramref name="messageReference"/>, <paramref name="messageClasses"/> and <paramref name="insref"/> fields will be filled) or <see langword="false" /> if there are no more messages in the current consumed data (or an error occured).</returns>
         bool GetNextMessage(out MessageReference messageReference, out MessageClasses messageClasses, out ulong insref);
 
+        /// <summary>
+        /// Fetches a message from the current consumed data if one is present and fills the output parameters with values representing the message fetched.
+        /// </summary>
+        /// <param name="messageReference">The fetched message reference.</param>
+        /// <param name="insref">The fetched instrument reference, which is the unique id of an instrument.</param>
+        /// <returns><see langword="true" /> if a message was returned (and the <paramref name="messageReference"/> and <paramref name="insref"/> fields will be filled) or <see langword="false" /> if there are no more messages in the current consumed data (or an error occured).</returns>
+        bool GetNextMessage(out MessageReference messageReference, out ulong insref);
+
         /// <summary>
         /// Fetches the next field from the current message.
         /// </summary>

Source/Millistream.Streaming/Interop/NativeImplementation.cs

@@ -11,6 +11,7 @@ unsafe internal sealed class NativeImplementation
         internal readonly delegate* unmanaged[Cdecl]<IntPtr, void> mdf_destroy;
         internal readonly delegate* unmanaged[Cdecl]<IntPtr, int, int> mdf_consume;
         internal readonly delegate* unmanaged[Cdecl]<IntPtr, ref int, ref int, ref ulong, int> mdf_get_next_message;
+        internal readonly delegate* unmanaged[Cdecl]<IntPtr, ref ushort, ref ulong, int> mdf_get_next_message2;
         internal readonly delegate* unmanaged[Cdecl]<IntPtr, ref uint, ref IntPtr, int> mdf_get_next_field;
         internal readonly delegate* unmanaged[Cdecl]<IntPtr, MDF_OPTION, ref IntPtr, int> mdf_get_property;
         internal readonly delegate* unmanaged[Cdecl]<IntPtr, MDF_OPTION, ref int, int> mdf_get_int_property;
@@ -95,7 +96,9 @@ internal NativeImplementation(string libraryPath)
             mdf_message_get_num = (delegate* unmanaged[Cdecl]<IntPtr, int>)nativeLibrary.GetExport(lib, nameof(mdf_message_get_num));
             mdf_message_get_num_active = (delegate* unmanaged[Cdecl]<IntPtr, int>)nativeLibrary.GetExport(lib, nameof(mdf_message_get_num_active));
 
-            if (nativeLibrary.TryGetExport(lib, nameof(mdf_get_delay), out IntPtr address))
+            if (nativeLibrary.TryGetExport(lib, nameof(mdf_get_next_message2), out IntPtr address))
+                mdf_get_next_message2 = (delegate* unmanaged[Cdecl]<IntPtr, ref ushort, ref ulong, int>)address;
+            if (nativeLibrary.TryGetExport(lib, nameof(mdf_get_delay), out address))
                 mdf_get_delay = (delegate* unmanaged[Cdecl]<IntPtr, byte>)address;
             if (nativeLibrary.TryGetExport(lib, nameof(mdf_get_mclass), out address))
                 mdf_get_mclass = (delegate* unmanaged[Cdecl]<IntPtr, ulong>)address;

Source/Millistream.Streaming/MarketDataFeed.cs

@@ -384,7 +384,7 @@ public ulong MessageClass
         /// Consumes data sent from the server. If there currently is no data the function waits for <paramref name="timeout"/> number of seconds, if <paramref name="timeout"/> is zero (0) the function will return immediately. If <paramref name="timeout"/> is negative then the wait period is treated as number of microseconds instead of number of seconds (i.e. -1000 will wait a maximum of 1000µs).
         /// </summary>
         /// <param name="timeout">The wait period in seconds if positive. If negative, the value is treated as the number of microseconds to wait instead of the number of seconds.</param>
-        /// <returns>1 if data has been consumed that needs to be handled by <see cref="GetNextMessage(out int, out int, out ulong)" /> and no callback function has been registered. The function returns 0 on timeout or if a callback function is registered and there was data. On errors, -1 will be returned (and the connection will be dropped).</returns>
+        /// <returns>1 if data has been consumed that needs to be handled by <see cref="GetNextMessage(out ushort, out ulong)" /> and no callback function has been registered. The function returns 0 on timeout or if a callback function is registered and there was data. On errors, -1 will be returned (and the connection will be dropped).</returns>
         /// <exception cref="ObjectDisposedException">The <see cref="MarketDataFeed{TCallbackData,TStatusCallbackData}"/> instance has been disposed.</exception>
         /// <remarks>The corresponding native function is mdf_consume.</remarks>
         public int Consume(int timeout)
@@ -411,6 +411,31 @@ public bool GetNextMessage(out int mref, out int mclass, out ulong insref)
             return _nativeImplementation.mdf_get_next_message(_feedHandle, ref mref, ref mclass, ref insref) == 1;
         }
 
+        /// <summary>
+        /// Fetches a message from the current consumed data if one is present and fills the output parameters with values representing the message fetched.
+        /// </summary>
+        /// <param name="mref">The fetched message reference. This should match a <see cref="MessageReference"/> value.</param>
+        /// <param name="insref">The fetched instrument reference, which is the unique id of an instrument.</param>
+        /// <returns><see langword="true" /> if a message was returned (and the <paramref name="mref"/> and <paramref name="insref"/> fields will be filled) or <see langword="false" /> if there are no more messages in the current consumed data (or an error occured).</returns>
+        /// <exception cref="ObjectDisposedException">The <see cref="MarketDataFeed{TCallbackData,TStatusCallbackData}"/> instance has been disposed.</exception>
+        /// <remarks>The corresponding native function is mdf_get_next_message2. If this function isn't included in the installed version of the native library, the mdf_get_next_message function will be called instead.</remarks>
+        public bool GetNextMessage(out ushort mref, out ulong insref)
+        {
+            mref = default;
+            insref = default;
+            ThrowIfDisposed();
+
+            if (_nativeImplementation.mdf_get_next_message2 == default)
+            {
+                bool ret = GetNextMessage(out int messageReference, out _, out insref);
+                if (messageReference >= ushort.MinValue && messageReference <= ushort.MaxValue)
+                    mref = (ushort)messageReference;
+                return ret;
+            }
+
+            return _nativeImplementation.mdf_get_next_message2(_feedHandle, ref mref, ref insref) == 1;
+        }
+
         /// <summary>
         /// Fetches a message from the current consumed data if one is present and fills the output parameters with values representing the message fetched.
         /// </summary>
@@ -440,6 +465,32 @@ public bool GetNextMessage(out MessageReference messageReference, out MessageCla
             return ret;
         }
 
+        /// <summary>
+        /// Fetches a message from the current consumed data if one is present and fills the output parameters with values representing the message fetched.
+        /// </summary>
+        /// <param name="messageReference">The fetched message reference.</param>
+        /// <param name="insref">The fetched instrument reference, which is the unique id of an instrument.</param>
+        /// <returns><see langword="true" /> if a message was returned (and the <paramref name="messageReference"/> and <paramref name="insref"/> fields will be filled) or <see langword="false" /> if there are no more messages in the current consumed data (or an error occured).</returns>
+        /// <exception cref="ObjectDisposedException">The <see cref="MarketDataFeed{TCallbackData,TStatusCallbackData}"/> instance has been disposed.</exception>
+        /// <exception cref="InvalidOperationException">An unknown/undefined message reference was fetched.</exception>
+        /// <remarks>The corresponding native function is mdf_get_next_message.</remarks>
+        public bool GetNextMessage(out MessageReference messageReference, out ulong insref)
+        {
+            bool ret = GetNextMessage(out ushort mref, out insref);
+            switch (ret)
+            {
+                case true:
+                    if (!s_messageReferences.Contains(mref))
+                        throw new InvalidOperationException($"{mref} is an unknown message reference.");
+                    messageReference = (MessageReference)mref;
+                    break;
+                default:
+                    messageReference = default;
+                    break;
+            }
+            return ret;
+        }
+
         /// <summary>
         /// Fetches the next field from the current message.
         /// </summary>

Tests/Millistream.Streaming.IntegrationTests/MarketDataFeedTests.cs

@@ -464,7 +464,7 @@ bool ConsumeAndCount(string requestId)
 
                     if (ret == 1)
                     {
-                        while (mdf.GetNextMessage(out int mref, out int _, out ulong instrumentReference))
+                        while (mdf.GetNextMessage(out ushort mref, out ulong instrumentReference))
                         {
                             while (mdf.GetNextField(out uint field, out ReadOnlySpan<byte> value))
                             {
@@ -610,8 +610,8 @@ private static bool Consume(MarketDataFeed mdf, MessageReference messageReferenc
                 switch (ret)
                 {
                     case 1:
-                        while (mdf.GetNextMessage(out int mref, out int _, out ulong _))
-                            if (mref == (int)messageReference)
+                        while (mdf.GetNextMessage(out MessageReference mref, out ulong _))
+                            if (mref == messageReference)
                                 return true;
                         break;
                     case -1: