public IpV4Header(byte[] byBuffer, int nReceived)
{
_dataGram = new BitArrayReader(byBuffer);
try
{
// The first eight bits of the IP header contain the version and
// header length so we read them.
_version = (int)_dataGram.ReadInt(4);
_headerLength = (byte)(_dataGram.ReadByte(4) * 4);
_dscp = _dataGram.ReadByte(6);
_ecn = _dataGram.ReadByte(2);
_totalLength = _dataGram.ReadShort();
_identification = _dataGram.ReadShort();
_flags = _dataGram.ReadByte(3);
_fragmentOffset = _dataGram.ReadShort(13);
_timeToLive = _dataGram.ReadByte();
_protocolType = (Protocol)_dataGram.ReadByte();
_checksum = (short)_dataGram.ReadShort();
_srcIP = _dataGram.ReadInt().Reverse();
_destIP = _dataGram.ReadInt().Reverse();
_dataGram.CurrentPositionInBytes = _headerLength;
}
catch (Exception ex)
{
MessageBox.Show(ex.Message, "Network Sniffer", MessageBoxButtons.OK, MessageBoxIcon.Error);
}
}
public static DataType ReadBuildFrom(this BitArrayReader reader)
{
if (!reader.Read())
{
return(null);
}
switch (reader.ReadInt())
{
case 0:
return(DataType.Level1);
case 1:
return(DataType.MarketDepth);
case 2:
return(DataType.OrderLog);
case 3:
return(DataType.Ticks);
case 4:
return(DataType.Transactions);
case 5:
return(reader.ReadInt().ToDataType(reader.ReadLong(), reader.Read() ? reader.ReadDecimal(0) : 0M, reader.ReadInt()));
default:
throw new InvalidOperationException();
}
}
public static decimal ReadDecimal(this BitArrayReader reader, decimal prevPrice)
{
var isPos = reader.Read();
var diff = new decimal(new[] { reader.ReadInt(), reader.ReadInt(), reader.ReadInt(), reader.ReadInt() << 16 });
if (!isPos)
{
diff = -diff;
}
return(prevPrice + diff);
}
public static DateTimeOffset ReadTime(this BitArrayReader reader, ref DateTime prevTime, bool allowNonOrdered, bool isUtc, TimeSpan timeZone)
{
long time;
if (allowNonOrdered)
{
time = 0;
var sign = reader.Read() ? 1 : -1;
if (reader.Read())
{
time += (reader.Read() ? reader.Read(5) : reader.ReadInt()) * TimeSpan.TicksPerHour;
time += reader.Read(6) * TimeSpan.TicksPerMinute;
time += reader.Read(6) * TimeSpan.TicksPerSecond;
}
else
{
time += reader.ReadInt() * TimeSpan.TicksPerSecond;
}
time += reader.ReadInt() * TimeSpan.TicksPerMillisecond;
time = prevTime.Ticks + sign * time;
}
else
{
time = prevTime.Ticks;
if (reader.Read())
{
time -= time % TimeSpan.TicksPerDay;
time += reader.Read(5) * TimeSpan.TicksPerHour;
time += reader.Read(6) * TimeSpan.TicksPerMinute;
time += reader.Read(6) * TimeSpan.TicksPerSecond;
}
else
{
time += reader.ReadInt() * TimeSpan.TicksPerSecond;
}
time += reader.ReadInt() * TimeSpan.TicksPerMillisecond;
}
prevTime = new DateTime(time, isUtc ? DateTimeKind.Utc : DateTimeKind.Unspecified);
return(isUtc
? new DateTime(time + timeZone.Ticks).ApplyTimeZone(timeZone)
: prevTime.ApplyTimeZone(timeZone));
}
private static IEnumerable <QuoteChange> DeserializeQuotes(BitArrayReader reader, QuoteMetaInfo metaInfo, Sides side, bool useLong, bool nonAdjustPrice)
{
if (reader == null)
{
throw new ArgumentNullException(nameof(reader));
}
if (metaInfo == null)
{
throw new ArgumentNullException(nameof(metaInfo));
}
var list = new List <QuoteChange>();
var deltaCount = reader.ReadInt();
if (deltaCount == 0)
{
return(list);
}
for (var i = 0; i < deltaCount; i++)
{
var prevPrice = metaInfo.FirstPrice;
var price = reader.ReadPrice(ref prevPrice, metaInfo, useLong, nonAdjustPrice);
metaInfo.FirstPrice = prevPrice;
var volume = reader.ReadVolume(metaInfo);
list.Add(new QuoteChange(side, price, volume));
}
return(list);
}
public static decimal ReadPrice <T>(this BitArrayReader reader, decimal prevPrice, MetaInfo <T> info, bool useLong = false)
where T : MetaInfo <T>
{
var count = useLong ? reader.ReadLong() : reader.ReadInt();
return(prevPrice + count * info.PriceStep);
}
private static QuoteChange[] DeserializeQuotes(BitArrayReader reader, QuoteMetaInfo metaInfo, Sides side, bool useLong, bool nonAdjustPrice)
{
if (reader == null)
{
throw new ArgumentNullException(nameof(reader));
}
if (metaInfo == null)
{
throw new ArgumentNullException(nameof(metaInfo));
}
var deltaCount = reader.ReadInt();
if (deltaCount == 0)
{
return(ArrayHelper.Empty <QuoteChange>());
}
var quotes = new QuoteChange[deltaCount];
for (var i = 0; i < deltaCount; i++)
{
var prevPrice = metaInfo.FirstPrice;
var price = reader.ReadPrice(ref prevPrice, metaInfo, useLong, nonAdjustPrice);
metaInfo.FirstPrice = prevPrice;
var volume = reader.ReadVolume(metaInfo);
quotes[i] = new QuoteChange(side, price, volume);
}
return(quotes);
}
private static string ReadString(BitArrayReader reader, IList <string> items)
{
if (!reader.Read())
{
return(null);
}
return(items[reader.ReadInt()]);
}
public static int?ReadNullableInt(this BitArrayReader reader)
{
if (!reader.Read())
{
return(null);
}
return(reader.ReadInt());
}
public static DateTimeOffset ReadTime(this BitArrayReader reader, ref DateTime prevTime, bool allowNonOrdered, bool isUtc, TimeSpan offset, bool allowDiffOffsets, ref TimeSpan prevOffset)
{
if (allowDiffOffsets)
{
if (!reader.Read())
{
prevOffset = new TimeSpan(reader.ReadInt(), reader.Read() ? 0 : reader.ReadInt(), 0);
}
offset = prevOffset;
}
long time;
if (allowNonOrdered)
{
time = 0;
var sign = reader.Read() ? 1 : -1;
if (reader.Read())
{
time += (reader.Read() ? reader.Read(5) : reader.ReadInt()) * TimeSpan.TicksPerHour;
time += reader.Read(6) * TimeSpan.TicksPerMinute;
time += reader.Read(6) * TimeSpan.TicksPerSecond;
}
else
{
time += reader.ReadInt() * TimeSpan.TicksPerSecond;
}
time += reader.ReadInt() * TimeSpan.TicksPerMillisecond;
time = prevTime.Ticks + sign * time;
}
else
{
time = prevTime.Ticks;
if (reader.Read())
{
time -= time % TimeSpan.TicksPerDay;
time += reader.Read(5) * TimeSpan.TicksPerHour;
time += reader.Read(6) * TimeSpan.TicksPerMinute;
time += reader.Read(6) * TimeSpan.TicksPerSecond;
}
else
{
time += reader.ReadInt() * TimeSpan.TicksPerSecond;
}
time += reader.ReadInt() * TimeSpan.TicksPerMillisecond;
}
prevTime = new DateTime(time, isUtc ? DateTimeKind.Utc : DateTimeKind.Unspecified);
return((isUtc ? new DateTime(time + offset.Ticks) : prevTime).ApplyTimeZone(offset));
}
public static T?ReadNullableInt <T>(this BitArrayReader reader)
where T : struct
{
if (!reader.Read())
{
return(null);
}
return(reader.ReadInt().To <T?>());
}
private static QuoteChange[] DeserializeQuotes(BitArrayReader reader, QuoteMetaInfo metaInfo, bool useLong, bool nonAdjustPrice)
{
if (reader == null)
{
throw new ArgumentNullException(nameof(reader));
}
if (metaInfo == null)
{
throw new ArgumentNullException(nameof(metaInfo));
}
var deltaCount = reader.ReadInt();
if (deltaCount == 0)
{
return(ArrayHelper.Empty <QuoteChange>());
}
var quotes = new QuoteChange[deltaCount];
for (var i = 0; i < deltaCount; i++)
{
var prevPrice = metaInfo.FirstPrice;
var price = reader.ReadPrice(ref prevPrice, metaInfo, useLong, nonAdjustPrice);
metaInfo.FirstPrice = prevPrice;
var volume = reader.ReadVolume(metaInfo);
var ordersCount = metaInfo.Version >= MarketDataVersions.Version56
? reader.ReadNullableInt()
: null;
var condition = metaInfo.Version >= MarketDataVersions.Version57
? reader.Read() ? (QuoteConditions)reader.ReadInt() : default
: default;
quotes[i] = new QuoteChange(price, volume, ordersCount, condition);
}
return(quotes);
}
public IcmpHeader(BitArrayReader dataGram, int nReceived)
{
// ICMP type
_Type = dataGram.ReadByte();
// ICMP subtype
_Code = dataGram.ReadByte();
// Error checking data, calculated from the ICMP header and data, with value 0 substituted for this field. The Internet Checksum is used, specified in RFC 1071
_Checksum = dataGram.ReadShort();
// Four-bytes field, contents vary based on the ICMP type and code.
_Header = dataGram.ReadInt();
}
public TcpHeader(BitArrayReader dataGram, int nReceived)
{
_dataGram = dataGram;
try
{
// The first sixteen bits contain the source port.
_sourcePort = _dataGram.ReadShort();
// The next sixteen contain the destiination port.
_destinationPort = _dataGram.ReadShort();
// Next thirty two have the sequence number.
_sequenceNumber = _dataGram.ReadInt();
// Next thirty two have the acknowledgement number.
_acknowledgementNumber = _dataGram.ReadInt();
// The next sixteen bits hold the flags and the data offset.
_headerLength = _dataGram.ReadByte(4);
_dataGram.SkipBits(3);
_nFlags = _dataGram.ReadShort(9);
// The next sixteen contain the window size.
_window = _dataGram.ReadShort();
// In the next sixteen we have the checksum.
_checksum = (short)_dataGram.ReadShort();
// The following sixteen contain the urgent pointer.
_urgentPointer = _dataGram.ReadShort();
//// The data offset indicates where the data begins, so using it we
//// calculate the header length.
//_headerLength = (byte)(_dataOffset >> 12);
_headerLength *= 4;
//// Message length = Total length of the TCP packet - Header length.
//_messageLength = (ushort)(nReceived - _headerLength);
//// Copy the TCP data into the data buffer.
//_nFlags = _dataOffset & 0x3F;
_dataGram.CurrentPositionInBytes = _headerLength;
}
catch (Exception ex)
{
MessageBox.Show(ex.Message, "Network Sniffer" + (nReceived), MessageBoxButtons.OK, MessageBoxIcon.Error);
}
}
public IgmpHeader(BitArrayReader dataGram, int nReceived)
{
// ICMP type
_Type = dataGram.ReadByte();
// ICMP subtype
_MaxRespCode = dataGram.ReadByte();
// Error checking data, calculated from the ICMP header and data, with value 0 substituted for this field. The Internet Checksum is used, specified in RFC 1071
_Checksum = dataGram.ReadShort();
_GroupAddress = new IPAddress(dataGram.ReadInt().Reverse());
if (_Type == 0x11)
{
_Resv = dataGram.ReadByte(4);
_SFlag = dataGram.ReadByte(1);
_QRV = dataGram.ReadByte(3);
_QQIC = dataGram.ReadByte();
_NumberofSources = dataGram.ReadShort();
}
// Four-bytes field, contents vary based on the ICMP type and code.
//_Header = (uint)IPAddress.NetworkToHostOrder(binaryReader.ReadInt32());
}
private static IEnumerable <QuoteChange> DeserializeQuotes(BitArrayReader reader, QuoteMetaInfo metaInfo, Sides side)
{
if (reader == null)
{
throw new ArgumentNullException("reader");
}
if (metaInfo == null)
{
throw new ArgumentNullException("metaInfo");
}
var list = new List <QuoteChange>();
var deltaCount = reader.ReadInt();
if (deltaCount == 0)
{
return(list);
}
var prevPrice = metaInfo.FirstPrice;
for (var i = 0; i < deltaCount; i++)
{
metaInfo.FirstPrice = reader.ReadPrice(metaInfo.FirstPrice, metaInfo);
var volume = reader.ReadVolume(metaInfo);
list.Add(new QuoteChange(side, metaInfo.FirstPrice, volume));
}
metaInfo.FirstPrice = prevPrice;
return(list);
}
private static QuoteChange[] DeserializeQuotes(BitArrayReader reader, QuoteMetaInfo metaInfo, bool useLong, bool nonAdjustPrice)
{
if (reader == null)
{
throw new ArgumentNullException(nameof(reader));
}
if (metaInfo == null)
{
throw new ArgumentNullException(nameof(metaInfo));
}
var count = reader.ReadInt();
if (count == 0)
{
return(ArrayHelper.Empty <QuoteChange>());
}
var is56 = metaInfo.Version >= MarketDataVersions.Version56;
var is57 = metaInfo.Version >= MarketDataVersions.Version57;
var is58 = metaInfo.Version >= MarketDataVersions.Version58;
var quotes = new QuoteChange[count];
for (var i = 0; i < count; i++)
{
var prevPrice = metaInfo.FirstPrice;
var price = reader.ReadPrice(ref prevPrice, metaInfo, useLong, nonAdjustPrice);
metaInfo.FirstPrice = prevPrice;
var volume = reader.ReadVolume(metaInfo);
var ordersCount = is56
? reader.ReadNullableInt()
: null;
var condition = is57
? (QuoteConditions)(reader.ReadNullableInt() ?? 0)
: default;
var quote = new QuoteChange(price, volume, ordersCount, condition);
if (is58)
{
if (reader.Read())
{
quote.Action = (QuoteChangeActions)reader.ReadInt();
}
if (reader.Read())
{
quote.StartPosition = reader.ReadInt();
}
if (reader.Read())
{
quote.EndPosition = reader.ReadInt();
}
}
quotes[i] = quote;
}
return(quotes);
}
public static DateTimeOffset?ReadDto(this BitArrayReader reader)
{
return(reader.Read() ? reader.ReadLong().To <DateTime>().ApplyTimeZone(new TimeSpan(reader.ReadInt(), reader.ReadInt(), 0)) : (DateTimeOffset?)null);
}
public static string ReadString(this BitArrayReader reader)
{
var len = reader.ReadInt();
return(Encoding.UTF8.GetString(reader.ReadArray(len).To <BitArray>().To <byte[]>()));
}
private static decimal ReadPrice(this BitArrayReader reader, decimal prevPrice, decimal priceStep, bool useLong)
{
var count = useLong ? reader.ReadLong() : reader.ReadInt();
return(prevPrice + count * priceStep);
}
