/// <summary>
/// Initializes a new instance of the <see cref="QuoteChange"/>.
/// </summary>
/// <param name="price">Quote price.</param>
/// <param name="volume">Quote volume.</param>
/// <param name="ordersCount">Orders count.</param>
/// <param name="condition">Quote condition.</param>
public QuoteChange(decimal price, decimal volume, int?ordersCount = null, QuoteConditions condition = default)
{
Price = price;
Volume = volume;
OrdersCount = ordersCount;
Condition = condition;
}
/// <summary>
/// Initializes a new instance of the <see cref="Quote"/>.
/// </summary>
/// <param name="security">The instrument by which the quote is received.</param>
/// <param name="price">Quote price.</param>
/// <param name="volume">Quote volume.</param>
/// <param name="side">Direction (buy or sell).</param>
/// <param name="ordersCount">Orders count.</param>
/// <param name="condition">Condition.</param>
public Quote(Security security, decimal price, decimal volume, Sides side, int?ordersCount = null, QuoteConditions condition = default)
{
Security = security;
Price = price;
Volume = volume;
OrderDirection = side;
OrdersCount = ordersCount;
Condition = condition;
}
/// <summary>
/// Initializes a new instance of the <see cref="QuoteChange"/>.
/// </summary>
/// <param name="price">Quote price.</param>
/// <param name="volume">Quote volume.</param>
/// <param name="ordersCount">Orders count.</param>
/// <param name="condition">Quote condition.</param>
public QuoteChange(decimal price, decimal volume, int?ordersCount = null, QuoteConditions condition = default)
{
Price = price;
Volume = volume;
OrdersCount = ordersCount;
Condition = condition;
StartPosition = null;
EndPosition = null;
Action = null;
BoardCode = null;
_extensionInfo = null;
}
/// <inheritdoc />
protected override NullableTimeQuoteChange Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
{
var quote = new NullableTimeQuoteChange
{
ServerTime = reader.ReadTime(metaInfo.Date),
};
var price = reader.ReadNullableDecimal();
var volume = reader.ReadNullableDecimal();
quote.Side = reader.ReadEnum <Sides>();
int?ordersCount = null;
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
ordersCount = reader.ReadNullableInt();
}
QuoteConditions condition = default;
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
condition = reader.ReadNullableEnum <QuoteConditions>() ?? default;
}
if (price != null)
{
var qq = new QuoteChange
{
Price = price.Value,
Volume = volume ?? 0,
OrdersCount = ordersCount,
Condition = condition,
};
quote.Quote = qq;
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
qq.StartPosition = reader.ReadNullableInt();
qq.EndPosition = reader.ReadNullableInt();
qq.Action = reader.ReadNullableEnum <QuoteChangeActions>();
}
}
return(quote);
}
/// <inheritdoc />
protected override NullableTimeQuoteChange Read(FastCsvReader reader, IMarketDataMetaInfo metaInfo)
{
var quote = new NullableTimeQuoteChange
{
ServerTime = reader.ReadTime(metaInfo.Date),
};
var price = reader.ReadNullableDecimal();
var volume = reader.ReadNullableDecimal();
quote.Side = reader.ReadEnum <Sides>();
int?ordersCount = null;
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
ordersCount = reader.ReadNullableInt();
}
QuoteConditions condition = default;
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
condition = reader.ReadNullableEnum <QuoteConditions>() ?? default;
}
QuoteChange?qq = null;
if (price != null)
{
qq = quote.Quote = new QuoteChange
{
Price = price.Value,
Volume = volume ?? 0,
OrdersCount = ordersCount,
Condition = condition,
};
}
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
var startPosition = reader.ReadNullableInt();
var endPosition = reader.ReadNullableInt();
var action = reader.ReadNullableEnum <QuoteChangeActions>();
if (qq != null)
{
var temp = qq.Value;
temp.StartPosition = startPosition;
temp.EndPosition = endPosition;
temp.Action = action;
quote.Quote = temp;
}
}
if ((reader.ColumnCurr + 1) < reader.ColumnCount)
{
quote.State = reader.ReadNullableEnum <QuoteChangeStates>();
quote.SeqNum = reader.ReadNullableLong();
quote.BuildFrom = reader.ReadBuildFrom();
}
return(quote);
}
