// **********************************************************************
public override void Read(bool push)
{
long orderId = dr.ReadInt64();
DateTime dateTime = dr.ReadDateTime(ref baseDateTime);
int price = dr.ReadRelative(ref basePrice);
int quantity = dr.ReadPackInt();
OwnTradeReply reply = new OwnTradeReply(OwnTradeSource.History,
dateTime, 0, orderId, price, quantity);
if(push && Handler != null)
Handler(Security.Key, reply);
}
// **********************************************************************
public override void Read(bool push)
{
long orderId = dr.ReadInt64();
DateTime dateTime = dr.ReadDateTime(ref baseDateTime);
int price = dr.ReadRelative(ref basePrice);
int quantity = dr.ReadPackInt();
OwnTradeReply reply = new OwnTradeReply(OwnTradeSource.History,
dateTime, 0, orderId, price, quantity);
if (push && Handler != null)
{
Handler(Security.Key, reply);
}
}
// **********************************************************************
public void Write(DateTime dateTime, OwnTradeReply reply)
{
dw.WriteRecHeader(sid, dateTime);
dw.WriteGrowing(DateTimeHelper.ToMs(reply.DateTime), ref lastMilliseconds);
dw.WriteLeb128(reply.TradeId - lastTradeId);
lastTradeId = reply.TradeId;
dw.WriteLeb128(reply.OrderId - lastOrderId);
lastOrderId = reply.OrderId;
dw.WriteLeb128(reply.Price - lastPrice);
lastPrice = reply.Price;
dw.WriteLeb128(reply.Quantity);
}
// **********************************************************************
public void Write(DateTime dateTime, OwnTradeReply reply)
{
dw.WriteRecHeader(sid, dateTime);
dw.WriteGrowing(DateTimeHelper.ToMs(reply.DateTime), ref lastMilliseconds);
dw.WriteLeb128(reply.TradeId - lastTradeId);
lastTradeId = reply.TradeId;
dw.WriteLeb128(reply.OrderId - lastOrderId);
lastOrderId = reply.OrderId;
dw.WriteLeb128(reply.Price - lastPrice);
lastPrice = reply.Price;
dw.WriteLeb128(reply.Quantity);
}
