internal MarketDepth(ResponseReader r, bool isLevel2)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Position = r.ReadInt();
MarketMaker = isLevel2 ? r.ReadString() : string.Empty;
Operation = r.ReadEnum <MarketDepthOperation>();
Side = r.ReadEnum <MarketDepthSide>();
Price = r.ReadDouble();
Size = r.ReadLong();
if (isLevel2 && r.Builder.SupportsServerVersion(ServerVersion.SMART_DEPTH))
{
IsSmartDepth = r.ReadBool();
}
}
internal SizeTick(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
TickType = r.ReadEnum <TickType>();
Size = r.ReadLong();
}
internal MarketDataTypeTick(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
TickType = TickType.MarketDataType;
MarketDataType = r.ReadEnum <MarketDataType>();
}
internal NewsBulletin(ResponseReader r)
{
r.IgnoreVersion();
MessageId = r.ReadInt();
Type = r.ReadEnum <NewsBulletinType>();
Message = r.ReadString();
Origin = r.ReadString();
}
internal PriceTick(ResponseReader r)
{
r.RequireVersion(3);
RequestId = r.ReadInt();
TickType = r.ReadEnum <TickType>();
Price = r.ReadDouble();
Size = r.ReadLong();
TickAttrib = new TickAttrib(r);
}
internal ExchangeForPhysicalTick(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
TickType = r.ReadEnum <TickType>();
BasisPoints = r.ReadDouble();
FormattedBasisPoints = r.ReadString();
ImpliedFuturesPrice = r.ReadDouble();
HoldDays = r.ReadInt();
FutureLastTradeDate = r.ReadString();
DividendImpact = r.ReadDouble();
DividendsToLastTradeDate = r.ReadDouble();
}
internal static Tick Create(ResponseReader r)
{
r.IgnoreVersion();
int requestId = r.ReadInt();
TickType tickType = r.ReadEnum <TickType>();
double value = r.ReadDouble();
if (tickType == TickType.Halted)
{
return(new HaltedTick(requestId, tickType, value == 0 ? HaltType.NotHalted : HaltType.GeneralHalt));
}
return(new GenericTick(requestId, tickType, value));
}
internal static TickByTick Create(ResponseReader r)
{
int requestId = r.ReadInt();
TickByTickType tickType = r.ReadEnum <TickByTickType>();
long time = r.ReadLong();
return(tickType switch
{
TickByTickType.None => None,
TickByTickType.Last => new TickByTickAllLast(requestId, tickType, time, r),
TickByTickType.AllLast => new TickByTickAllLast(requestId, tickType, time, r),
TickByTickType.BidAsk => new TickByTickBidAsk(requestId, tickType, time, r),
TickByTickType.MidPoint => new TickByTickMidpoint(requestId, tickType, time, r),
_ => throw new ArgumentException("Invalid TickByTick type.")
});
internal static Tick Create(ResponseReader r)
{
r.IgnoreVersion();
int requestId = r.ReadInt();
TickType tickType = r.ReadEnum <TickType>();
string str = r.ReadString();
if (tickType == TickType.RealtimeVolume)
{
return(new RealtimeVolumeTick(requestId, str));
}
if (tickType == TickType.LastTimeStamp)
{
return(new TimeTick(requestId, str));
}
return(new StringTick(requestId, tickType, str));
}
internal OptionComputationTick(ResponseReader r)
{
if (!r.Builder.SupportsServerVersion(ServerVersion.PRICE_BASED_VOLATILITY))
{
r.RequireVersion(6);
}
RequestId = r.ReadInt();
TickType = r.ReadEnum <TickType>();
if (r.Builder.SupportsServerVersion(ServerVersion.PRICE_BASED_VOLATILITY))
{
TickAttrib = r.ReadInt();
}
ImpliedVolatility = r.ReadDoubleNullable();
if (ImpliedVolatility == -1)
{
ImpliedVolatility = null;
}
Delta = r.ReadDoubleNullable();
if (Delta == -2)
{
Delta = null;
}
OptPrice = r.ReadDoubleNullable();
if (OptPrice == -1)
{
OptPrice = null;
}
PvDividend = r.ReadDoubleNullable();
if (PvDividend == -1)
{
PvDividend = null;
}
Gamma = r.ReadDoubleNullable();
if (Gamma == -2)
{
Gamma = null;
}
Vega = r.ReadDoubleNullable();
if (Vega == -2)
{
Vega = null;
}
Theta = r.ReadDoubleNullable();
if (Theta == -2)
{
Theta = null;
}
UndPrice = r.ReadDoubleNullable();
if (UndPrice == -1)
{
UndPrice = null;
}
}
internal override void Deserialize(ResponseReader r)
{
base.Deserialize(r);
TriggerMethod = r.ReadEnum <TriggerMethod>();
}
internal FinancialAdvisor(ResponseReader r)
{
r.IgnoreVersion();
DataType = r.ReadEnum <FinancialAdvisorDataType>();
Data = r.ReadString();
}
internal void ReadOrigin() => Order.Origin = R.ReadEnum <OrderOrigin>();
