public SnapShot(RespRefreshSymbolPacket rp)
{
this.rp = rp;
Volume = BitConverter.ToInt32(rp.rawPayload, 62);
//int vol = BitConverter.ToInt32(rp.rawPayload, 66);
Bid = rp.getPrice(rp.rawPayload, 70);
Ask = rp.getPrice(rp.rawPayload, 78);
Last = rp.getPrice(rp.rawPayload, 86);
Low = rp.getPrice(rp.rawPayload, 118);
High = rp.getPrice(rp.rawPayload, 110);
Open = rp.getPrice(rp.rawPayload, 94);
Close = rp.getPrice(rp.rawPayload, 102);
BidSize = BitConverter.ToInt32(rp.rawPayload, 126);
AskSize = BitConverter.ToInt32(rp.rawPayload, 130);
}
public static Packet GetPacket(Stream str)
{
byte[] lbuff = new byte[2];
int count = 0;
ushort length = 0;
byte[] pl = null;
do
{
int lc = 0;
do
{
int c = str.Read(lbuff, lc, 2 - lc);
if (audit != null)
{
audit.Write(lbuff, lc, 2 - lc);
}
lc += c;
} while (lc < 2);
length = (ushort)(BitConverter.ToUInt16(lbuff, 0) - 2);
int offset = 0;
pl = new byte[length];
count = 0;
while (count < length)
{
int c = str.Read(pl, offset, length - count);
if (audit != null)
{
audit.Write(pl, offset, length - count);
}
count += c;
offset = count;
}
if (length < 2)
{
Console.WriteLine("dropped packet");
//for(;;)
//{
// Console.
//}
}
} while (length < 2);
ushort pt = BitConverter.ToUInt16(pl, 0);
// Console.WriteLine((PacketType)pt);
if (pt != 501 && pt != 505 && pt != 504)
{
//Console.WriteLine((PacketType)pt);
}
Packet rv = null;
// packetType = (PacketType)pt;
switch ((PacketType)pt)
{
case PacketType.M_RESP_REFRESH_SYMBOL:
rv = new RespRefreshSymbolPacket(length, pt, pl);
break;
case PacketType.M_LEVEL1:
rv = new L1Packet(length, pt, pl);
break;
case PacketType.M_BOOK_MODIFY_QUOTE:
rv = new BookModifyQuotePacket(length, pt, pl);
break;
case PacketType.M_BOOK_NEW_QUOTE:
rv = new BookNewQuotePacket(length, pt, pl);
break;
case PacketType.M_BOOK_DELETE_QUOTE:
rv = new BookDeleteQuotePacket(length, pt, pl);
break;
case PacketType.M_STOCK_IMBALANCE_INDICATOR:
rv = new StockImbalanceIndicator(length, pt, pl);
break;
case PacketType.M_BOOK_ORDER_CANCELED:
rv = new BookOrderCancelledPacket(length, pt, pl);
break;
case PacketType.M_BOOK_ORDER_EXECUTED:
rv = new BookOrderExecutedPacket(length, pt, pl);
break;
case PacketType.M_TRADE_REPORT:
rv = new TradeReportPacket(length, pt, pl);
break;
default:
return(new Packet(length, pt, pl));
}
return(rv);
}