public static decimal ReadVolume(this BitArrayReader reader, BinaryMetaInfo info)
{
if (info.Version < MarketDataVersions.Version44)
{
if (reader.Read())
{
return(reader.ReadLong());
}
else
{
throw new NotSupportedException(LocalizedStrings.Str1011);
}
}
else
{
if (reader.Read())
{
return(reader.ReadLong() * info.VolumeStep);
}
else
{
return(info.FirstFractionalVolume = reader.ReadDecimal(info.FirstFractionalVolume));
}
}
}
public static decimal ReadPriceEx(this BitArrayReader reader, BinaryMetaInfo info, bool useLong, bool largeDecimal)
{
if (info.Version < MarketDataVersions.Version41)
{
var prevPrice = info.FirstPrice;
return(info.FirstPrice = reader.ReadPrice(ref prevPrice, info));
}
else
{
if (reader.TryReadLargeDecimal(largeDecimal, out var price))
{
return(price);
}
if (reader.Read())
{
var prevPrice = info.FirstPrice;
return(info.FirstPrice = reader.ReadPrice(ref prevPrice, info, useLong));
}
else
{
return(info.FirstFractionalPrice = reader.ReadDecimal(info.FirstFractionalPrice));
}
}
}
private static decimal?ReadCommission(BitArrayReader reader, TransactionSerializerMetaInfo metaInfo)
{
if (!reader.Read())
{
return(null);
}
return(metaInfo.FirstCommission = reader.ReadDecimal(metaInfo.FirstCommission));
}
private static bool TryReadLargeDecimal(this BitArrayReader reader, bool largeDecimal, out decimal value)
{
if (largeDecimal)
{
if (reader.Read())
{
value = reader.ReadDecimal();
return(true);
}
}
value = default;
return(false);
}
public static decimal ReadPriceEx <T>(this BitArrayReader reader, BinaryMetaInfo <T> info)
where T : BinaryMetaInfo <T>
{
if (info.Version < MarketDataVersions.Version41)
{
return(info.FirstPrice = reader.ReadPrice(info.FirstPrice, info));
}
else
{
if (reader.Read())
{
return(info.FirstPrice = reader.ReadPrice(info.FirstPrice, info));
}
else
{
return(info.FirstNonSystemPrice = reader.ReadDecimal(info.FirstNonSystemPrice));
}
}
}
public static decimal ReadPriceEx(this BitArrayReader reader, BinaryMetaInfo info)
{
if (info.Version < MarketDataVersions.Version41)
{
var prevPrice = info.FirstPrice;
return(info.FirstPrice = reader.ReadPrice(ref prevPrice, info));
}
else
{
if (reader.Read())
{
var prevPrice = info.FirstPrice;
return(info.FirstPrice = reader.ReadPrice(ref prevPrice, info));
}
else
{
return(info.FirstFractionalPrice = reader.ReadDecimal(info.FirstFractionalPrice));
}
}
}
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();
}
}
private static decimal DeserializeChange(BitArrayReader reader, RefPair <decimal, decimal> info)
{
info.First = reader.ReadDecimal(info.First);
return(info.First);
}
public static decimal?ReadNullableDecimal(this BitArrayReader reader) => reader.Read() ? reader.ReadDecimal() : (decimal?)null;
public static decimal ReadDecimal(this BitArrayReader reader, decimal prevPrice)
{
var diff = reader.ReadDecimal();
return(prevPrice + diff);
}
