// funkcja pomocnicza konwertująca dane z Fixml.MDEntry na DTO.MarketStatsData
private static MarketStatsData MarketData_GetStatsData(MDEntry entry)
{
var stats = new MarketStatsData();
switch (entry.EntryType)
{
case MDEntryType.Vol:
stats.TotalVolume = entry.Size;
stats.TotalTurnover = entry.Turnover;
break;
case MDEntryType.Open:
stats.OpeningPrice = entry.Price;
stats.OpeningTurnover = entry.Turnover ?? 0;
break;
case MDEntryType.Close:
stats.ClosingPrice = entry.Price;
stats.ClosingTurnover = entry.Turnover ?? 0;
break;
case MDEntryType.High:
stats.HighestPrice = entry.Price;
break;
case MDEntryType.Low:
stats.LowestPrice = entry.Price;
break;
case MDEntryType.Ref:
stats.ReferencePrice = entry.Price;
break;
}
return(stats);
}
// funkcja pomocnicza konwertująca obiekt Fixml.MDEntry na DTO.MarketData
private static MarketData MarketData_GetData(MDEntry entry)
{
var data = new MarketData();
data.Instrument = entry.Instrument.Convert();
switch (entry.EntryType)
{
case MDEntryType.Buy: data.BuyOffer = MarketData_GetOfferData(entry); break;
case MDEntryType.Sell: data.SellOffer = MarketData_GetOfferData(entry); break;
case MDEntryType.Trade: data.Trade = MarketData_GetTradeData(entry); break;
case MDEntryType.Lop: data.OpenInt = entry.Size; break;
case MDEntryType.Vol:
case MDEntryType.Open:
case MDEntryType.Close:
case MDEntryType.High:
case MDEntryType.Low:
case MDEntryType.Ref: data.Stats = MarketData_GetStatsData(entry); break;
default: return(null); // pozostałe pomijamy
}
return(data);
}
protected override QuotSnapExtInfo300611 deserialize(byte[] bytes)
{
if (bytes == null || bytes.Length < 4)
{
return(null);
}
QuotSnapExtInfo300611 rtn = new QuotSnapExtInfo300611();
Array.Reverse(bytes, 0, 4);
rtn.NoMDEntries = BitConverter.ToUInt32(bytes, 0);
if (rtn.NoMDEntries > 0)
{
rtn.MDEntries = new MDEntry[rtn.NoMDEntries];
int startIndex = 4;
for (int entryIndex = 0; entryIndex < rtn.NoMDEntries; entryIndex++)
{
if (bytes.Length - startIndex >= mdEntrySize)
{
var mdEntryBytes = bytes.Skip(startIndex).Take(mdEntrySize).ToArray();
MDEntry mdEntry = BigEndianStructHelper <MDEntry> .BytesToStruct(mdEntryBytes, MsgConsts.MsgEncoding);
startIndex += mdEntrySize;
rtn.MDEntries[entryIndex] = mdEntry;
}
else
{
return(null);
}
}
}
return(rtn);
}
// funkcja pomocnicza konwertująca dane z Fixml.MDEntry na DTO.MarketTradeData
private static MarketTradeData MarketData_GetTradeData(MDEntry entry)
{
var trade = new MarketTradeData();
trade.Time = entry.DateTime;
trade.Price = (decimal)entry.Price;
trade.Quantity = entry.Size ?? 0; // może być null dla notowań indeksów
return(trade);
}
protected override QuotSnapExtInfo300111 deserialize(byte[] bytes)
{
if (bytes == null || bytes.Length < 4)
{
return(null);
}
QuotSnapExtInfo300111 rtn = new QuotSnapExtInfo300111();
Array.Reverse(bytes, 0, 4);
rtn.NoMDEntries = BitConverter.ToUInt32(bytes, 0);
if (rtn.NoMDEntries > 0)
{
rtn.MDEntries = new MDEntry[rtn.NoMDEntries];
int startIndex = 4;
for (int entryIndex = 0; entryIndex < rtn.NoMDEntries; entryIndex++)
{
if (bytes.Length - startIndex >= mdEntrySize)
{
var mdEntryBytes = bytes.Skip(startIndex).Take(mdEntrySize).ToArray();
MDEntry mdEntry = new MDEntry();
mdEntry.Entry = BigEndianStructHelper <MDEntryWithoutOrders> .BytesToStruct(mdEntryBytes, MsgConsts.MsgEncoding);
startIndex += mdEntrySize;
if (mdEntry.Entry.NoOrders > 0)
{
if (bytes.Length - startIndex >= orderSize * mdEntry.Entry.NoOrders)
{
mdEntry.Orders = new Order[mdEntry.Entry.NoOrders];
for (int orderIndex = 0; orderIndex < mdEntry.Entry.NoOrders; orderIndex++)
{
var orderBytes = bytes.Skip(startIndex).Take(orderSize).ToArray();
Order order = BigEndianStructHelper <Order> .BytesToStruct(orderBytes, MsgConsts.MsgEncoding);
mdEntry.Orders[orderIndex] = order;
startIndex += orderSize;
}
}
else
{
return(null);
}
}
rtn.MDEntries[entryIndex] = mdEntry;
}
else
{
return(null);
}
}
}
return(rtn);
}
// funkcja pomocnicza konwertująca dane z Fixml.MDEntry na DTO.MarketOfferData
private static MarketOfferData MarketData_GetOfferData(MDEntry entry)
{
var offer = new MarketOfferData();
offer.Level = (int)entry.Level;
offer.Update = (entry.UpdateAction != MDUpdateAction.New);
if (entry.UpdateAction != MDUpdateAction.Delete)
{
switch (entry.PriceStr)
{
case "PKC": offer.PriceType = PriceType.PKC; break;
case "PCR": offer.PriceType = PriceType.PCR; break;
case "PCRO": offer.PriceType = PriceType.PCRO; break;
}
offer.PriceLimit = entry.Price;
offer.Volume = (uint)entry.Size;
offer.Count = (uint)entry.Orders;
}
return(offer);
}