internal static void Send(ResponseComposer p)
{
var version = p.GetVersion();
var requestId = p.ReadInt();
if (requestId == int.MaxValue)
{
p.ReadDouble(); // trigger parse exception for testing
}
var priceTickType = p.ReadEnum <TickType>();
var price = p.ReadDouble();
var size = version >= 2 ? p.ReadInt() : 0;
var priceTick = new TickPrice(requestId, priceTickType, price, new TickAttrib(version >= 3? p: null));
p.Output(priceTick);
if (version >= 2)
{
TickType tickTypeSize = GetTickTypeSize(priceTickType);
if (tickTypeSize != TickType.Undefined)
{
p.Output(new TickSize(requestId, tickTypeSize, size));
}
}
}
internal TickSize(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
TickType = c.ReadEnum <TickType>();
Size = c.ReadInt();
}
internal override void Deserialize(ResponseComposer reader)
{
base.Deserialize(reader);
ConId = reader.Read <int>();
Exchange = reader.ReadString();
}
internal override void Deserialize(ResponseComposer c)
{
base.Deserialize(c);
ConId = c.ReadInt();
Exchange = c.ReadString();
}
internal OrderStatusReport(ResponseComposer c)
{
var serverVersion = c.Config.ServerVersionCurrent;
var version = serverVersion >= ServerVersion.MarketCapPrice ? int.MaxValue : c.ReadInt();
OrderId = c.ReadInt();
Status = c.ReadStringEnum <OrderStatus>();
Filled = c.ReadDouble();
Remaining = c.ReadDouble();
AverageFillPrice = c.ReadDouble();
if (version >= 2)
{
PermanentId = c.ReadInt();
}
if (version >= 3)
{
ParentId = c.ReadInt();
}
if (version >= 4)
{
LastFillPrice = c.ReadDouble();
}
if (version >= 5)
{
ClientId = c.ReadInt();
}
if (version >= 6)
{
WhyHeld = c.ReadString();
}
if (serverVersion >= ServerVersion.MarketCapPrice)
{
MktCapPrice = c.ReadDouble();
}
}
internal PortfolioValue(ResponseComposer c)
{
c.RequireVersion(8);
Contract = new Contract
{
ContractId = c.ReadInt(),
Symbol = c.ReadString(),
SecurityType = c.ReadStringEnum <SecurityType>(),
LastTradeDateOrContractMonth = c.ReadString(),
Strike = c.ReadDouble(),
Right = c.ReadStringEnum <RightType>(),
Multiplier = c.ReadString(),
PrimaryExchange = c.ReadString(),
Currency = c.ReadString(),
LocalSymbol = c.ReadString(),
TradingClass = c.ReadString()
};
Position = c.ReadDouble();
MarketPrice = c.ReadDouble();
MarketValue = c.ReadDouble();
AverageCost = c.ReadDouble();
UnrealizedPnl = c.ReadDouble();
RealizedPnl = c.ReadDouble();
Account = c.ReadString();
}
internal HistoricalTick(ResponseComposer c)
{
Time = c.ReadLong();
c.ReadInt(); // ?
Price = c.ReadDouble();
Size = c.ReadLong();
}
internal TickMarketDataType(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
TickType = TickType.MarketDataType; //
MarketDataType = c.ReadEnum <MarketDataType>();
}
internal TickReqParams(ResponseComposer c)
{
RequestId = c.ReadInt();
MinTick = c.ReadDouble();
BboExchange = c.ReadString();
SnapshotPermissions = c.ReadInt();
}
internal override void Deserialize(ResponseComposer reader)
{
base.Deserialize(reader);
SecType = reader.ReadString();
Exchange = reader.ReadString();
Symbol = reader.ReadString();
}
internal override void Deserialize(ResponseComposer c)
{
base.Deserialize(c);
SecType = c.ReadString();
Exchange = c.ReadString();
Symbol = c.ReadString();
}
internal AccountValue(ResponseComposer c)
{
c.RequireVersion(2);
Key = c.ReadString();
Value = c.ReadString();
Currency = c.ReadString();
Account = c.ReadString();
}
internal NewsBulletin(ResponseComposer c)
{
c.IgnoreVersion();
MessageId = c.ReadInt();
Type = c.ReadEnum <NewsBulletinType>();
Message = c.ReadString();
Origin = c.ReadString();
}
public HistoricalLastTicks(ResponseComposer c)
{
RequestId = c.ReadInt();
var n = c.ReadInt();
Ticks = Enumerable.Repeat(new HistoricalLastTick(c), n).ToList().AsReadOnly();
Done = c.ReadBool();
}
internal HistoricalNews(ResponseComposer c)
{
RequestId = c.ReadInt();
Time = c.ReadString();
ProviderCode = c.ReadString();
ArticleId = c.ReadString();
Headline = c.ReadString();
}
internal MktDepthExchanges(ResponseComposer c)
{
var n = c.ReadInt();
for (int i = 0; i < n; i++)
{
Exchanges.Add(new MktDepthExchange(c));
}
}
internal ScannerDataItem(ResponseComposer c)
{
Rank = c.ReadInt();
ContractData = new ContractData(c, ContractDataType.ScannerContractData);
Distance = c.ReadString();
Benchmark = c.ReadString();
Projection = c.ReadString();
ComboLegs = c.ReadString();
}
internal FamilyCodes(ResponseComposer c)
{
var n = c.ReadInt();
for (int i = 0; i < n; i++)
{
Codes.Add(new FamilyCode(c));
}
}
internal AccountSummary(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
Account = c.ReadString();
Tag = c.ReadString();
Value = c.ReadString();
Currency = c.ReadString();
}
internal NewsProviders(ResponseComposer c)
{
var n = c.ReadInt();
for (int i = 0; i < n; i++)
{
Providors.Add(new NewsProvider(c));
}
}
internal TickNews(ResponseComposer c)
{
RequestId = c.ReadInt();
TimeStamp = c.ReadLong();
ProviderCode = c.ReadString();
ArticleId = c.ReadString();
Headline = c.ReadString();
ExtraData = c.ReadString();
}
internal HistoricalLastTick(ResponseComposer c)
{
Time = c.ReadLong();
TickAttribLast = new TickAttribLast(c.ReadInt());
Price = c.ReadDouble();
Size = c.ReadLong();
Exchange = c.ReadString();
SpecialConditions = c.ReadString();
}
internal HistoricalBidAskTick(ResponseComposer c)
{
Time = c.ReadLong();
TickAttribBidAsk = new TickAttribBidAsk(c.ReadInt());
PriceBid = c.ReadDouble();
PriceAsk = c.ReadDouble();
SizeBid = c.ReadLong();
SizeAsk = c.ReadLong();
}
internal MarketRule(ResponseComposer c)
{
MarketRuleId = c.ReadInt();
var n = c.ReadInt();
for (int i = 0; i < n; i++)
{
PriceIncrements.Add(new PriceIncrement(c));
}
}
internal HistogramItems(ResponseComposer c)
{
RequestId = c.ReadInt();
var n = c.ReadInt();
for (int i = 0; i < n; i++)
{
Items.Add(new HistogramItem(c));
}
}
internal AccountUpdateMulti(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
Account = c.ReadString();
ModelCode = c.ReadString();
Key = c.ReadString();
Value = c.ReadString();
Currency = c.ReadString();
}
internal SecurityDefinitionOptionParameter(ResponseComposer c)
{
RequestId = c.ReadInt();
Exchange = c.ReadString();
UnderlyingContractId = c.ReadInt();
TradingClass = c.ReadString();
Multiplier = c.ReadString();
c.AddStringsToList(Expirations);
c.AddStringsToList(Strikes);
}
internal SoftDollarTiers(ResponseComposer c)
{
RequestId = c.ReadInt();
var n = c.ReadInt();
for (int i = 0; i < n; i++)
{
Tiers.Add(new SoftDollarTier(c));
}
}
internal SymbolSamples(ResponseComposer c)
{
RequestId = c.ReadInt();
var n = c.ReadInt();
for (int i = 0; i < n; i++)
{
Descriptions.Add(new ContractDescription(c));
}
}
internal TickOptionComputation(ResponseComposer c)
{
var version = c.GetVersion();
RequestId = c.ReadInt();
TickType = c.ReadEnum <TickType>();
ImpliedVolatility = c.ReadDoubleNullable();
if (ImpliedVolatility == -1)
{
ImpliedVolatility = null;
}
Delta = c.ReadDoubleNullable();
if (Delta == -2)
{
Delta = null;
}
if (version >= 6 || TickType == TickType.ModelOptionComputation || TickType == TickType.DelayedModelOption)
{
OptPrice = c.ReadDoubleNullable();
if (OptPrice == -1)
{
OptPrice = null;
}
PvDividend = c.ReadDoubleNullable();
if (PvDividend == -1)
{
PvDividend = null;
}
}
if (version >= 6)
{
Gamma = c.ReadDoubleNullable();
if (Gamma == -2)
{
Gamma = null;
}
Vega = c.ReadDoubleNullable();
if (Vega == -2)
{
Vega = null;
}
Theta = c.ReadDoubleNullable();
if (Theta == -2)
{
Theta = null;
}
UndPrice = c.ReadDoubleNullable();
if (UndPrice == -1)
{
UndPrice = null;
}
}
}
