internal HistoricalLastTicks(ResponseReader r)
{
RequestId = r.ReadInt();
int n = r.ReadInt();
Ticks = Enumerable.Repeat(new HistoricalLastTick(r), n).ToList();
Done = r.ReadBool();
}
internal HistoricalTicks(ResponseReader r)
{
RequestId = r.ReadInt();
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Ticks.Add(new HistoricalTick(r));
}
Done = r.ReadBool();
}
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 MarketDepthExchange(ResponseReader r)
{
Exchange = r.ReadString();
SecType = r.ReadString();
if (r.Builder.SupportsServerVersion(ServerVersion.SERVICE_DATA_TYPE))
{
ListingExch = r.ReadString();
ServiceDataTyp = r.ReadString();
AggGroup = r.ReadIntNullable();
}
else
{
ListingExch = "";
ServiceDataTyp = r.ReadBool() ? "Deep2" : "Deep";
}
}
internal HistoricalNewsEnd(ResponseReader r)
{
RequestId = r.ReadInt();
HasMore = r.ReadBool();
}
internal override void Deserialize(ResponseReader r)
{
base.Deserialize(r);
IsMore = r.ReadBool();
Value = r.ReadString();
}
internal VerifyAndAuthorizeCompleted(ResponseReader r)
{
r.IgnoreVersion();
IsSuccessful = r.ReadBool();
ErrorText = r.ReadString();
}
internal void ReadOutsideRth()
{
if (MessageVersion >= 4)
{
if (MessageVersion < 18)
{
R.ReadString(); // will never happen, order.ignoreRth
}
else
{
Order.OutsideRegularTradingHours = R.ReadBool();
}
}
}