public override void Deserialize(PlaceOrderMessage message, UnsafeBinaryReader binaryReader)
{
var version = binaryReader.ReadByte();
if (version != _version)
{
throw new InvalidOperationException($"version mismatch; expected:{_version} received:{version}");
}
message.Id = binaryReader.ReadInt64();
message.InstrumentId = binaryReader.ReadInt32();
message.Price = binaryReader.ReadDouble();
message.Quantity = binaryReader.ReadDouble();
message.Side = (OrderSide)binaryReader.ReadByte();
message.val0 = binaryReader.ReadInt64();
message.val1 = binaryReader.ReadInt64();
message.val2 = binaryReader.ReadInt64();
message.val3 = binaryReader.ReadInt64();
message.val4 = binaryReader.ReadInt64();
message.val5 = binaryReader.ReadInt64();
message.val6 = binaryReader.ReadInt64();
message.val7 = binaryReader.ReadInt64();
message.val8 = binaryReader.ReadInt64();
message.val9 = binaryReader.ReadInt64();
message.val11 = binaryReader.ReadInt64();
message.val12 = binaryReader.ReadInt64();
message.val13 = binaryReader.ReadInt64();
message.val14 = binaryReader.ReadInt64();
message.val15 = binaryReader.ReadInt64();
}
public override void Deserialize(OrderAckMessage message, UnsafeBinaryReader binaryReader)
{
var version = binaryReader.ReadByte();
if (version != _version)
{
throw new InvalidOperationException($"version mismatch; expected:{_version} received:{version}");
}
message.Id = binaryReader.ReadInt64();
}
public void should_read_numeric_values([ValueSource(nameof(GetBufferSegmentSizes))] int bufferSegmentSize)
{
CreateContext(Encoding.UTF8, bufferSegmentSize);
_writer.Write(1);
_writer.Write(-1);
_writer.Write(int.MaxValue);
_writer.Write(int.MinValue);
_writer.Write((uint)2);
_writer.Write(uint.MaxValue);
_writer.Write(uint.MinValue);
_writer.Write((short)3);
_writer.Write((short)-3);
_writer.Write(short.MaxValue);
_writer.Write(short.MinValue);
_writer.Write((ushort)4);
_writer.Write(ushort.MaxValue);
_writer.Write(ushort.MinValue);
_writer.Write((long)5);
_writer.Write((long)-5);
_writer.Write(long.MaxValue);
_writer.Write(long.MinValue);
_writer.Write((ulong)6);
_writer.Write(ulong.MaxValue);
_writer.Write(ulong.MinValue);
_writer.Write((byte)7);
_writer.Write(byte.MaxValue);
_writer.Write(byte.MinValue);
_writer.Write((sbyte)8);
_writer.Write((sbyte)-8);
_writer.Write(sbyte.MaxValue);
_writer.Write(sbyte.MinValue);
_writer.Write(true);
_writer.Write(false);
_writer.Write(2.2f);
_writer.Write(-2.2f);
_writer.Write(float.MaxValue);
_writer.Write(float.MinValue);
_writer.Write(3.3d);
_writer.Write(-3.3d);
_writer.Write(double.MaxValue);
_writer.Write(double.MinValue);
_writer.Write(4.4m);
_writer.Write(-4.4m);
_writer.Write(decimal.MaxValue);
_writer.Write(decimal.MinValue);
_writer.Write(_marker);
Assert.AreEqual(1, _reader.ReadInt32());
Assert.AreEqual(-1, _reader.ReadInt32());
Assert.AreEqual(int.MaxValue, _reader.ReadInt32());
Assert.AreEqual(int.MinValue, _reader.ReadInt32());
Assert.AreEqual(2, _reader.ReadUInt32());
Assert.AreEqual(uint.MaxValue, _reader.ReadUInt32());
Assert.AreEqual(uint.MinValue, _reader.ReadUInt32());
Assert.AreEqual(3, _reader.ReadInt16());
Assert.AreEqual(-3, _reader.ReadInt16());
Assert.AreEqual(short.MaxValue, _reader.ReadInt16());
Assert.AreEqual(short.MinValue, _reader.ReadInt16());
Assert.AreEqual(4, _reader.ReadUInt16());
Assert.AreEqual(ushort.MaxValue, _reader.ReadUInt16());
Assert.AreEqual(ushort.MinValue, _reader.ReadUInt16());
Assert.AreEqual(5, _reader.ReadInt64());
Assert.AreEqual(-5, _reader.ReadInt64());
Assert.AreEqual(long.MaxValue, _reader.ReadInt64());
Assert.AreEqual(long.MinValue, _reader.ReadInt64());
Assert.AreEqual(6, _reader.ReadUInt64());
Assert.AreEqual(ulong.MaxValue, _reader.ReadUInt64());
Assert.AreEqual(ulong.MinValue, _reader.ReadUInt64());
Assert.AreEqual(7, _reader.ReadByte());
Assert.AreEqual(byte.MaxValue, _reader.ReadByte());
Assert.AreEqual(byte.MinValue, _reader.ReadByte());
Assert.AreEqual(8, _reader.ReadSByte());
Assert.AreEqual(-8, _reader.ReadSByte());
Assert.AreEqual(sbyte.MaxValue, _reader.ReadSByte());
Assert.AreEqual(sbyte.MinValue, _reader.ReadSByte());
Assert.AreEqual(true, _reader.ReadBoolean());
Assert.AreEqual(false, _reader.ReadBoolean());
Assert.AreEqual(2.2f, _reader.ReadSingle());
Assert.AreEqual(-2.2f, _reader.ReadSingle());
Assert.AreEqual(float.MaxValue, _reader.ReadSingle());
Assert.AreEqual(float.MinValue, _reader.ReadSingle());
Assert.AreEqual(3.3d, _reader.ReadDouble());
Assert.AreEqual(-3.3d, _reader.ReadDouble());
Assert.AreEqual(double.MaxValue, _reader.ReadDouble());
Assert.AreEqual(double.MinValue, _reader.ReadDouble());
Assert.AreEqual(4.4m, _reader.ReadDecimal());
Assert.AreEqual(-4.4m, _reader.ReadDecimal());
Assert.AreEqual(decimal.MaxValue, _reader.ReadDecimal());
Assert.AreEqual(decimal.MinValue, _reader.ReadDecimal());
Assert.AreEqual(_marker, _reader.ReadUInt32());
}