internal HistoricalTick(ResponseComposer c)
{
Time = c.ReadLong();
c.ReadInt(); // ?
Price = c.ReadDouble();
Size = c.ReadLong();
}
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 TickNews(ResponseComposer c)
{
RequestId = c.ReadInt();
TimeStamp = c.ReadLong();
ProviderCode = c.ReadString();
ArticleId = c.ReadString();
Headline = c.ReadString();
ExtraData = c.ReadString();
}
internal HistoricalData(ResponseComposer c)
{
RequestId = c.ReadInt();
BarCount = c.ReadInt();
Date = c.ReadString();
Open = c.ReadDouble();
Close = c.ReadDouble();
High = c.ReadDouble();
Low = c.ReadDouble();
WAP = c.ReadDouble();
Volume = c.ReadLong();
}
internal RealtimeBar(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
Time = Instant.FromUnixTimeSeconds(long.Parse(c.ReadString(), NumberFormatInfo.InvariantInfo));
Open = c.ReadDouble();
High = c.ReadDouble();
Low = c.ReadDouble();
Close = c.ReadDouble();
Volume = c.ReadLong();
Wap = c.ReadDouble();
Count = c.ReadInt();
}
internal static TickByTick?Create(ResponseComposer c)
{
var requestId = c.ReadInt();
var tickType = c.ReadEnum <TickByTickType>();
var time = c.ReadLong();
return(tickType switch
{
TickByTickType.None => null as TickByTick,
TickByTickType.Last => new TickByTickAllLast(requestId, tickType, time, c),
TickByTickType.AllLast => new TickByTickAllLast(requestId, tickType, time, c),
TickByTickType.BidAsk => new TickByTickBidAsk(requestId, tickType, time, c),
TickByTickType.MidPoint => new TickByTickMidpoint(requestId, tickType, time, c),
_ => throw new Exception("Invalid TickByTick type.")
});
internal HistogramItem(ResponseComposer c)
{
Price = c.ReadDouble();
Size = c.ReadLong();
}
} // was ApiIOrderId
internal OrderBound(ResponseComposer c)
{
OrderBoundId = c.ReadLong();
ClientId = c.ReadInt();
OrderId = c.ReadInt();
}
internal HistoricalBar(ResponseComposer c)
{
Date = c.ReadLocalDateTime(HistoricalBars.DateTimePattern);
Open = c.ReadDouble();
High = c.ReadDouble();
Low = c.ReadDouble();
Close = c.ReadDouble();
Volume = c.Config.ServerVersionCurrent < ServerVersion.SyntRealtimeBats ? c.ReadInt() : c.ReadLong();
WeightedAveragePrice = c.ReadDouble();
if (!c.Config.SupportsServerVersion(ServerVersion.SyntRealtimeBats))
{
c.ReadString(); /*string hasGaps = */
}
Count = c.ReadInt();
}