internal MarketDataTypeTick(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
TickType = TickType.MarketDataType;
MarketDataType = r.ReadEnum <MarketDataType>();
}
internal SizeTick(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
TickType = r.ReadEnum <TickType>();
Size = r.ReadLong();
}
internal NewsBulletin(ResponseReader r)
{
r.IgnoreVersion();
MessageId = r.ReadInt();
Type = r.ReadEnum <NewsBulletinType>();
Message = r.ReadString();
Origin = r.ReadString();
}
internal AccountSummary(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Account = r.ReadString();
Tag = r.ReadString();
Value = r.ReadString();
Currency = r.ReadString();
}
internal AccountUpdateMulti(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Account = r.ReadString();
ModelCode = r.ReadString();
Key = r.ReadString();
Value = r.ReadString();
Currency = r.ReadString();
}
internal static Tick Create(ResponseReader r)
{
r.IgnoreVersion();
int requestId = r.ReadInt();
TickType tickType = r.ReadEnum <TickType>();
double value = r.ReadDouble();
if (tickType == TickType.Halted)
{
return(new HaltedTick(requestId, tickType, value == 0 ? HaltType.NotHalted : HaltType.GeneralHalt));
}
return(new GenericTick(requestId, tickType, value));
}
internal RealtimeBar(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Time = Instant.FromUnixTimeSeconds(long.Parse(r.ReadString(), NumberFormatInfo.InvariantInfo));
Open = r.ReadDouble();
High = r.ReadDouble();
Low = r.ReadDouble();
Close = r.ReadDouble();
Volume = r.ReadLong();
Wap = r.ReadDouble();
Count = r.ReadInt();
}
internal ExchangeForPhysicalTick(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
TickType = r.ReadEnum <TickType>();
BasisPoints = r.ReadDouble();
FormattedBasisPoints = r.ReadString();
ImpliedFuturesPrice = r.ReadDouble();
HoldDays = r.ReadInt();
FutureLastTradeDate = r.ReadString();
DividendImpact = r.ReadDouble();
DividendsToLastTradeDate = r.ReadDouble();
}
internal MarketDepth(ResponseReader r, bool isLevel2)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Position = r.ReadInt();
MarketMaker = isLevel2 ? r.ReadString() : string.Empty;
Operation = r.ReadEnum <MarketDepthOperation>();
Side = r.ReadEnum <MarketDepthSide>();
Price = r.ReadDouble();
Size = r.ReadLong();
if (isLevel2 && r.Builder.SupportsServerVersion(ServerVersion.SMART_DEPTH))
{
IsSmartDepth = r.ReadBool();
}
}
internal static Tick Create(ResponseReader r)
{
r.IgnoreVersion();
int requestId = r.ReadInt();
TickType tickType = r.ReadEnum <TickType>();
string str = r.ReadString();
if (tickType == TickType.RealtimeVolume)
{
return(new RealtimeVolumeTick(requestId, str));
}
if (tickType == TickType.LastTimeStamp)
{
return(new TimeTick(requestId, str));
}
return(new StringTick(requestId, tickType, str));
}
internal CommissionReport(ResponseReader r)
{
r.IgnoreVersion();
ExecutionId = r.ReadString();
Commission = r.ReadDouble();
Currency = r.ReadString();
RealizedPnl = r.ReadDouble();
Yield = r.ReadDouble();
YieldRedemptionDate = r.ReadInt();
if (Execution.Executions.TryGetValue(ExecutionId, out Execution? execution))
{
Execution = execution;
OrderId = execution.OrderId;
RequestId = execution.RequestId;
}
}
internal OrderStatusReport(ResponseReader r)
{
if (!r.Builder.SupportsServerVersion(ServerVersion.MARKET_CAP_PRICE))
{
r.IgnoreVersion();
}
OrderId = r.ReadInt();
Status = r.ReadStringEnum <OrderStatus>();
Filled = r.ReadDouble();
Remaining = r.ReadDouble();
AverageFillPrice = r.ReadDouble();
PermanentId = r.ReadInt();
ParentId = r.ReadInt();
LastFillPrice = r.ReadDouble();
ClientId = r.ReadInt();
WhyHeld = r.ReadString();
if (r.Builder.SupportsServerVersion(ServerVersion.MARKET_CAP_PRICE))
{
MktCapPrice = r.ReadDouble();
}
}
internal ContractDetailsEnd(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
}
internal DisplayGroupUpdate(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
ContractInfo = r.ReadString();
}
internal FundamentalData(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Data = r.ReadString();
}
internal DisplayGroups(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Groups = r.ReadString();
}
internal SnapshotEndTick(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
}
internal ExecutionEnd(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
}
internal ScannerParameters(ResponseReader r)
{
r.IgnoreVersion();
Parameters = r.ReadString();
}
internal AccountPositionMultiEnd(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
}
internal ManagedAccounts(ResponseReader r)
{
r.IgnoreVersion();
Accounts = r.ReadString();
}
internal FinancialAdvisor(ResponseReader r)
{
r.IgnoreVersion();
DataType = r.ReadEnum <FinancialAdvisorDataType>();
Data = r.ReadString();
}
internal NextId(ResponseReader r)
{
r.IgnoreVersion();
Id = r.ReadInt();
}
internal VerifyMessageApi(ResponseReader r)
{
r.IgnoreVersion();
Data = r.ReadString();
}
internal VerifyAndAuthorizeMessageApi(ResponseReader r)
{
r.IgnoreVersion();
ApiData = r.ReadString();
XyzChallenge = r.ReadString();
}
internal VerifyAndAuthorizeCompleted(ResponseReader r)
{
r.IgnoreVersion();
IsSuccessful = r.ReadBool();
ErrorText = r.ReadString();
}
internal AccountSummaryEnd(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
}
internal CurrentTime(ResponseReader r)
{
r.IgnoreVersion();
Time = Instant.FromUnixTimeSeconds(long.Parse(r.ReadString(), NumberFormatInfo.InvariantInfo));
}