public bool Equals(SmallFinancialTick t)
{
return(t.Bid == this.Bid &&
t.Ask == this.Ask &&
t.BidVolume == this.BidVolume &&
t.AskVolume == this.AskVolume &&
t.Timestamp == this.Timestamp);
}
public bool Equals(SmallFinancialTick t)
{
return t.Bid == this.Bid &&
t.Ask == this.Ask &&
t.BidVolume == this.BidVolume &&
t.AskVolume == this.AskVolume &&
t.Timestamp == this.Timestamp;
}
private static int SerializationCycle()
{
MemoryStream outputStream = new MemoryStream();
BinaryFormatter formatter = new BinaryFormatter();
SmallFinancialTick tick = new SmallFinancialTick();
formatter.Serialize(outputStream, tick);
byte[] data = outputStream.ToArray();
MemoryStream inputStream = new MemoryStream(data);
formatter.Deserialize(inputStream);
return(data.Length);
}
private static int FudgeCycle(bool useNames, bool useOrdinals)
{
MemoryStream outputStream = new MemoryStream();
var bw = new FudgeBinaryWriter(outputStream);
SmallFinancialTick tick = new SmallFinancialTick();
FudgeMsg msg = new FudgeMsg(fudgeContext);
if (useNames && useOrdinals)
{
msg.Add("ask", (short)1, tick.Ask);
msg.Add("askVolume", (short)2, tick.AskVolume);
msg.Add("bid", (short)3, tick.Bid);
msg.Add("bidVolume", (short)4, tick.BidVolume);
msg.Add("ts", (short)5, tick.Timestamp);
}
else if (useNames)
{
msg.Add("ask", tick.Ask);
msg.Add("askVolume", tick.AskVolume);
msg.Add("bid", tick.Bid);
msg.Add("bidVolume", tick.BidVolume);
msg.Add("ts", tick.Timestamp);
}
else if (useOrdinals)
{
msg.Add(1, tick.Ask);
msg.Add(2, tick.AskVolume);
msg.Add(3, tick.Bid);
msg.Add(4, tick.BidVolume);
msg.Add(5, tick.Timestamp);
}
fudgeContext.Serialize(msg, bw);
byte[] data = outputStream.ToArray();
MemoryStream inputstream = new MemoryStream(data);
var br = new FudgeBinaryReader(inputstream);
msg = fudgeContext.Deserialize(inputstream).Message;
tick = new SmallFinancialTick();
if (useOrdinals)
{
tick.Ask = msg.GetDouble(1).Value;
tick.AskVolume = msg.GetDouble(2).Value;
tick.Bid = msg.GetDouble(3).Value;
tick.BidVolume = msg.GetDouble(4).Value;
tick.Timestamp = msg.GetLong(5).Value;
}
else if (useNames)
{
tick.Ask = msg.GetDouble("ask").Value;
tick.AskVolume = msg.GetDouble("askVolume").Value;
tick.Bid = msg.GetDouble("bid").Value;
tick.BidVolume = msg.GetDouble("bidVolume").Value;
tick.Timestamp = msg.GetLong("ts").Value;
}
else
{
throw new InvalidOperationException("Names or ordinals, pick at least one.");
}
return data.Length;
}
private static int SerializationCycle()
{
MemoryStream outputStream = new MemoryStream();
BinaryFormatter formatter = new BinaryFormatter();
SmallFinancialTick tick = new SmallFinancialTick();
formatter.Serialize(outputStream, tick);
byte[] data = outputStream.ToArray();
MemoryStream inputStream = new MemoryStream(data);
formatter.Deserialize(inputStream);
return data.Length;
}
private static int FudgeCycle(bool useNames, bool useOrdinals)
{
MemoryStream outputStream = new MemoryStream();
var bw = new FudgeBinaryWriter(outputStream);
SmallFinancialTick tick = new SmallFinancialTick();
FudgeMsg msg = new FudgeMsg(fudgeContext);
if (useNames && useOrdinals)
{
msg.Add("ask", (short)1, tick.Ask);
msg.Add("askVolume", (short)2, tick.AskVolume);
msg.Add("bid", (short)3, tick.Bid);
msg.Add("bidVolume", (short)4, tick.BidVolume);
msg.Add("ts", (short)5, tick.Timestamp);
}
else if (useNames)
{
msg.Add("ask", tick.Ask);
msg.Add("askVolume", tick.AskVolume);
msg.Add("bid", tick.Bid);
msg.Add("bidVolume", tick.BidVolume);
msg.Add("ts", tick.Timestamp);
}
else if (useOrdinals)
{
msg.Add(1, tick.Ask);
msg.Add(2, tick.AskVolume);
msg.Add(3, tick.Bid);
msg.Add(4, tick.BidVolume);
msg.Add(5, tick.Timestamp);
}
fudgeContext.Serialize(msg, bw);
byte[] data = outputStream.ToArray();
MemoryStream inputstream = new MemoryStream(data);
var br = new FudgeBinaryReader(inputstream);
msg = fudgeContext.Deserialize(inputstream).Message;
tick = new SmallFinancialTick();
if (useOrdinals)
{
tick.Ask = msg.GetDouble(1).Value;
tick.AskVolume = msg.GetDouble(2).Value;
tick.Bid = msg.GetDouble(3).Value;
tick.BidVolume = msg.GetDouble(4).Value;
tick.Timestamp = msg.GetLong(5).Value;
}
else if (useNames)
{
tick.Ask = msg.GetDouble("ask").Value;
tick.AskVolume = msg.GetDouble("askVolume").Value;
tick.Bid = msg.GetDouble("bid").Value;
tick.BidVolume = msg.GetDouble("bidVolume").Value;
tick.Timestamp = msg.GetLong("ts").Value;
}
else
{
throw new InvalidOperationException("Names or ordinals, pick at least one.");
}
return(data.Length);
}
