private static decimal DeserializeChange(BitArrayReader reader, RefPair <decimal, decimal> info)
{
info.First = reader.ReadDecimal(info.First);
return(info.First);
}
public static decimal ReadPrice(this BitArrayReader reader, decimal prevPrice, MetaInfo info, bool useLong = false)
{
var count = useLong ? reader.ReadLong() : reader.ReadInt();
return(prevPrice + count * info.PriceStep);
}
public static DateTimeOffset ReadTime(this BitArrayReader reader, ref DateTime prevTime, bool allowNonOrdered, bool isUtc, TimeSpan offset, bool allowDiffOffsets, bool isTickPrecision, ref TimeSpan prevOffset, bool bigRange = false)
{
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())
{
if (reader.Read())
{
time += reader.Read(5) * TimeSpan.TicksPerHour;
}
else
{
time += reader.ReadInt() * TimeSpan.TicksPerHour;
if (reader.Read())
{
time += reader.ReadInt() * TimeSpan.TicksPerDay;
}
}
time += reader.Read(6) * TimeSpan.TicksPerMinute;
time += reader.Read(6) * TimeSpan.TicksPerSecond;
}
else
{
time += reader.ReadInt() * TimeSpan.TicksPerSecond;
}
time += reader.ReadInt() * TimeSpan.TicksPerMillisecond;
if (isTickPrecision)
{
time += reader.ReadInt();
}
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));
}
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 string ReadString(this BitArrayReader reader)
{
throw new NotImplementedException();
}
private static decimal ReadPrice(this BitArrayReader reader, decimal prevPrice, decimal priceStep, bool useLong)
{
var count = useLong ? reader.ReadLong() : reader.ReadInt();
return(prevPrice + count * priceStep);
}
public static bool?ReadNullableBool(this BitArrayReader reader) => reader.Read() ? reader.Read() : (bool?)null;
public MarketDataEnumerator(BinaryMarketDataSerializer <TData, TMetaInfo> serializer, BitArrayReader reader, TMetaInfo metaInfo)
{
Serializer = serializer ?? throw new ArgumentNullException(nameof(serializer));
Index = -1;
Reader = reader ?? throw new ArgumentNullException(nameof(reader));
_originalMetaInfo = metaInfo ?? throw new ArgumentNullException(nameof(metaInfo));
}
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 void ReadSeqNum <TMessage>(this BitArrayReader reader, TMessage message, BinaryMetaInfo metaInfo)
where TMessage : ISeqNumMessage
{
metaInfo.FirstSeqNum += reader.ReadLong();
message.SeqNum = metaInfo.FirstSeqNum;
}
public static string ReadStringEx(this BitArrayReader reader)
{
return(reader.Read() ? reader.ReadString() : null);
}
public static decimal ReadDecimal(this BitArrayReader reader, decimal prevPrice)
{
var diff = reader.ReadDecimal();
return(prevPrice + diff);
}
public GREHeader(BitArrayReader dataGram, int nReceived)
{
}
public static Sides?ReadSide(this BitArrayReader reader)
{
return(reader.Read() ? (reader.Read() ? Sides.Buy : Sides.Sell) : (Sides?)null);
}
public static Sides?ReadNullableSide(this BitArrayReader reader) => reader.Read() ? reader.Read() ? Sides.Buy : Sides.Sell : (Sides?)null;
public static string ReadString(this BitArrayReader reader)
{
var len = reader.ReadInt();
return(Encoding.UTF8.GetString(reader.ReadArray(len).To <BitArray>().To <byte[]>()));
}
public static decimal?ReadNullableDecimal(this BitArrayReader reader) => reader.Read() ? reader.ReadDecimal() : (decimal?)null;
public MarketDataEnumerator(BinaryMarketDataSerializer <TData, TMetaInfo> serializer, BitArrayReader reader, TMetaInfo metaInfo)
{
if (serializer == null)
{
throw new ArgumentNullException("serializer");
}
if (reader == null)
{
throw new ArgumentNullException("reader");
}
if (metaInfo == null)
{
throw new ArgumentNullException("metaInfo");
}
Serializer = serializer;
Index = -1;
Reader = reader;
_originalMetaInfo = metaInfo;
}
public EIGRPHeader(BitArrayReader dataGram, int nReceived)
{
}
