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 ScannerData(ResponseReader r)
{
r.RequireVersion(3);
RequestId = r.ReadInt();
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Items.Add(new ScannerDataItem(r));
}
}
internal static Alert Create(ResponseReader r)
{
r.RequireVersion(2);
int id = r.ReadInt();
int code = r.ReadInt();
string msg = r.ReadString();
if (r.Builder.SupportsServerVersion(ServerVersion.ENCODE_MSG_ASCII7))
{
msg = Regex.Unescape(msg);
}
return(new Alert(id, code, msg, IsFatalCode(id, code)));
}
internal HistoricalData(ResponseReader r) // a one-shot deal
{
if (!r.Builder.SupportsServerVersion(ServerVersion.SYNT_REALTIME_BARS))
{
r.RequireVersion(3);
}
RequestId = r.ReadInt();
Start = r.ReadLocalDateTime(DateTimePattern);
End = r.ReadLocalDateTime(DateTimePattern);
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Bars.Add(new HistoricalDataBar(r));
}
}
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;
}
}