Example #1
0
    internal HistoricalLastTicks(ResponseReader r)
    {
        RequestId = r.ReadInt();
        int n = r.ReadInt();

        Ticks = Enumerable.Repeat(new HistoricalLastTick(r), n).ToList();
        Done  = r.ReadBool();
    }
Example #2
0
    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();
    }
Example #3
0
 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();
     }
 }
Example #4
0
 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";
     }
 }
Example #5
0
 internal HistoricalNewsEnd(ResponseReader r)
 {
     RequestId = r.ReadInt();
     HasMore   = r.ReadBool();
 }
Example #6
0
 internal override void Deserialize(ResponseReader r)
 {
     base.Deserialize(r);
     IsMore = r.ReadBool();
     Value  = r.ReadString();
 }
Example #7
0
 internal VerifyAndAuthorizeCompleted(ResponseReader r)
 {
     r.IgnoreVersion();
     IsSuccessful = r.ReadBool();
     ErrorText    = r.ReadString();
 }
Example #8
0
 internal void ReadOutsideRth()
 {
     if (MessageVersion >= 4)
     {
         if (MessageVersion < 18)
         {
             R.ReadString(); // will never happen, order.ignoreRth
         }
         else
         {
             Order.OutsideRegularTradingHours = R.ReadBool();
         }
     }
 }