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@github-actions github-actions released this 06 Mar 20:10
v2.3.0
0a8ba34

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 ReadBufferSize property that gets the number of bytes waiting to be processed in the internal read buffer after a call to the Consume method
  • 94f6522 A read-write ReadBufferMaxSize property 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 the Message class have been added to the IMessage interface:

    • 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:

    • CompressionLevel
    • CorporateAction
    • Field
    • MessageClasses
    • MessageReference
    • RequestClass
    • RequestType
    • TradeCodes

    Field has been replaced by a static Fields class that contains constants for all fields.
    Similarly MessageReference has been replaced by a static MessageReferences class that contains constants for all message references, RequestClass has been replaced by a RequestClasses class with constants for all request classes and RequestType has been replaced by a RequestTypes class that contains the constants for all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_SHARECLASS have been added to the deprecated Field enumeration and as constants in the new Fields class

  • ffec795 The finalizer of the Message class no longer throws a NullReferenceException when you pass an invalid native library path to the constructor overload that accepts a string

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