public override void ReadBytes(byte[] buffer, int offset)
{
StartR(buffer, offset);
ClientId = _br.ReadString();
MuxId = _br.ReadString();
LastBar = new BarData
{
Symbol = _br.ReadString(),
BaseType = _br.ReadInt32(),
TradeDate = DateTimeExtensions.DeSerialize(_br.ReadString()),
OpenPrice = _br.ReadSingle(),
HighPrice = _br.ReadSingle(),
LowPrice = _br.ReadSingle(),
ClosePrice = _br.ReadSingle(),
VolumeF = _br.ReadDouble(),
VolumeS = _br.ReadInt64(),
VolumeT = _br.ReadInt64(),
AdjustD = _br.ReadSingle(),
AdjustS = _br.ReadSingle(),
};
Subscribe = _br.ReadBoolean();
RequestId = _br.ReadString();
StopR();
}
public override void ReadBytes(byte[] buffer, int offset)
{
StartR(buffer, offset);
ClientId = _br.ReadString();
MuxId = _br.ReadString();
RequestId = _br.ReadString();
BaseType = _br.ReadInt32();
Snapshot = new SymbolSnapshot()
{
Id = _br.ReadInt32(),
Symbol = _br.ReadString(),
Timestamp = DateTimeExtensions.DeSerialize(_br.ReadString()),
Open = _br.ReadDouble(),
High = _br.ReadDouble(),
Low = _br.ReadDouble(),
Close = _br.ReadDouble(),
Quantity = _br.ReadInt32(),
Buyer = _br.ReadInt32(),
Seller = _br.ReadInt32(),
BidPrice = _br.ReadDouble(),
BidSize = _br.ReadInt32(),
AskPrice = _br.ReadDouble(),
AskSize = _br.ReadInt32(),
VolumeFinancial = _br.ReadDouble(),
VolumeTrades = _br.ReadInt32(),
VolumeStocks = _br.ReadInt32(),
};
StopR();
}
public override void ReadBytes(byte[] buffer, int offset)
{
StartR(buffer, offset);
RequestId = _br.ReadString();
ClientId = _br.ReadString();
MuxId = _br.ReadString();
Data = new BarData
{
Symbol = _br.ReadString(),
BaseType = _br.ReadInt32(),
TradeDate = DateTimeExtensions.DeSerialize(_br.ReadString()),
OpenPrice = _br.ReadSingle(),
HighPrice = _br.ReadSingle(),
LowPrice = _br.ReadSingle(),
ClosePrice = _br.ReadSingle(),
VolumeF = _br.ReadDouble(),
VolumeS = _br.ReadInt64(),
VolumeT = _br.ReadInt64(),
AdjustD = _br.ReadSingle(),
AdjustS = _br.ReadSingle()
};
Data.TradeDateTicks = Data.TradeDate.Ticks;
BarIndex = _br.ReadInt32();
TotalBarsCount = _br.ReadInt32();
StopR();
}
public override void ReadBytes(byte[] buffer, int offset)
{
StartR(buffer, offset);
RequestId = _br.ReadString();
ClientId = _br.ReadString();
MuxId = _br.ReadString();
LastUpdate = DateTimeExtensions.DeSerialize(_br.ReadString());
StopR();
}
public override void ReadBytes(byte[] buffer, int offset)
{
StartR(buffer, offset);
Ping = new Ping
{
RequestTimeStamp = DateTimeExtensions.DeSerialize(_br.ReadString()),
AnswerTimeStamp = DateTimeExtensions.DeSerialize(_br.ReadString()),
IntervalKeepAliveMillis = _br.ReadInt32()
};
StopR();
}
public override void ReadBytes(byte[] buffer, int offset)
{
StartR(buffer, offset);
ClientId = _br.ReadString();
RequestId = _br.ReadString();
MuxId = _br.ReadString();
Request = new CommandRequest
{
CommandID = _br.ReadInt32(),
Date = DateTimeExtensions.DeSerialize(_br.ReadString()),
Parameters = _br.ReadString()
};
StopR();
}
public override void ReadBytes(byte[] buffer, int offset)
{
StartR(buffer, offset);
TickData = new TickData
{
Id = _br.ReadInt32(),
Symbol = _br.ReadString(),
TradeDate = DateTimeExtensions.DeSerialize(_br.ReadString()),
Price = _br.ReadSingle(),
Quantity = _br.ReadInt32(),
Buyer = _br.ReadInt32(),
Seller = _br.ReadInt32()
};
StopR();
}
public override void ReadBytes(byte[] buffer, int offset)
{
StartR(buffer, offset);
ClientId = _br.ReadString();
MuxId = _br.ReadString();
RequestCount = _br.ReadInt32();
Request = new List <HistoryRequest>();
for (int i = 0; i < RequestCount; i++)
{
Request.Add(new HistoryRequest
{
RequestId = _br.ReadString(),
Symbol = _br.ReadString(),
Periodicity = (Periodicity)_br.ReadInt16(),
LastRecordTime = DateTimeExtensions.DeSerialize(_br.ReadString()),
LastRecordValue = _br.ReadSingle(),
BarSize = _br.ReadInt32(),
BarCount = _br.ReadInt32()
});
}
StopR();
}