public DepthTickView Int2Double(DepthTick depthTick)
{
if (depthTick == null)
return null;
DepthTickView field = new DepthTickView();
field.BidPrice1 = Codec.TickToPrice(depthTick.BidPrice1);
field.BidSize1 = depthTick.BidSize1;
field.AskPrice1 = Codec.TickToPrice(depthTick.AskPrice1);
field.AskSize1 = depthTick.AskSize1;
field.BidPrice2 = Codec.TickToPrice(depthTick.BidPrice2);
field.BidSize2 = depthTick.BidSize2;
field.AskPrice2 = Codec.TickToPrice(depthTick.AskPrice2);
field.AskSize2 = depthTick.AskSize2;
field.BidPrice3 = Codec.TickToPrice(depthTick.BidPrice3);
field.BidSize3 = depthTick.BidSize3;
field.AskPrice3 = Codec.TickToPrice(depthTick.AskPrice3);
field.AskSize3 = depthTick.AskSize3;
if (depthTick.Next != null)
field.Next = Int2Double(depthTick.Next);
field.BidCount1 = depthTick.BidCount1;
field.AskCount1 = depthTick.AskCount1;
field.BidCount2 = depthTick.BidCount2;
field.AskCount2 = depthTick.AskCount2;
field.BidCount3 = depthTick.BidCount3;
field.AskCount3 = depthTick.AskCount3;
return field;
}
public static DepthTickView FromList(List <DepthDetailView> list)
{
if (list == null || list.Count == 0)
{
return(null);
}
DepthTickView first = null;
DepthTickView next = null;
for (var i = 0; i < list.Count; ++i)
{
var detail = list[i];
switch (i % 3)
{
case 0:
if (next == null)
{
next = new DepthTickView();
first = next;
}
else
{
next.Next = new DepthTickView();
next = next.Next;
}
next.BidPrice1 = detail.BidPrice;
next.BidSize1 = detail.BidSize;
next.BidCount1 = detail.BidCount;
next.AskPrice1 = detail.AskPrice;
next.AskSize1 = detail.AskSize;
next.AskCount1 = detail.AskCount;
break;
case 1:
next.BidPrice2 = detail.BidPrice;
next.BidSize2 = detail.BidSize;
next.BidCount2 = detail.BidCount;
next.AskPrice2 = detail.AskPrice;
next.AskSize2 = detail.AskSize;
next.AskCount2 = detail.AskCount;
break;
case 2:
next.BidPrice3 = detail.BidPrice;
next.BidSize3 = detail.BidSize;
next.BidCount3 = detail.BidCount;
next.AskPrice3 = detail.AskPrice;
next.AskSize3 = detail.AskSize;
next.AskCount3 = detail.AskCount;
break;
}
}
return(first);
}
public static List <DepthDetailView> ToList(DepthTickView deep)
{
var list = new List <DepthDetailView>();
DepthDetailView detail;
var last = deep;
while (last != null)
{
if (last.BidSize1 == 0 && last.AskSize1 == 0)
{
break;
}
detail = new DepthDetailView();
detail.BidPrice = last.BidPrice1;
detail.BidSize = last.BidSize1;
detail.BidCount = last.BidCount1;
detail.AskPrice = last.AskPrice1;
detail.AskSize = last.AskSize1;
detail.AskCount = last.AskCount1;
list.Add(detail);
if (last.BidSize2 == 0 && last.AskSize2 == 0)
{
break;
}
detail = new DepthDetailView();
detail.BidPrice = last.BidPrice2;
detail.BidSize = last.BidSize2;
detail.BidCount = last.BidCount2;
detail.AskPrice = last.AskPrice2;
detail.AskSize = last.AskSize2;
detail.AskCount = last.AskCount2;
list.Add(detail);
if (last.BidSize3 == 0 && last.AskSize3 == 0)
{
break;
}
detail = new DepthDetailView();
detail.BidPrice = last.BidPrice3;
detail.BidSize = last.BidSize3;
detail.BidCount = last.BidCount3;
detail.AskPrice = last.AskPrice3;
detail.AskSize = last.AskSize3;
detail.AskCount = last.AskCount3;
list.Add(detail);
last = last.Next;
}
return(list);
}
public DepthTick Double2Int(DepthTickView depthTick)
{
if (depthTick == null)
{
return(null);
}
var field = new DepthTick();
field.BidPrice1 = Codec.PriceToTick(depthTick.BidPrice1);
field.BidSize1 = depthTick.BidSize1;
field.AskPrice1 = Codec.PriceToTick(depthTick.AskPrice1);
field.AskSize1 = depthTick.AskSize1;
field.BidPrice2 = Codec.PriceToTick(depthTick.BidPrice2);
field.BidSize2 = depthTick.BidSize2;
field.AskPrice2 = Codec.PriceToTick(depthTick.AskPrice2);
field.AskSize2 = depthTick.AskSize2;
field.BidPrice3 = Codec.PriceToTick(depthTick.BidPrice3);
field.BidSize3 = depthTick.BidSize3;
field.AskPrice3 = Codec.PriceToTick(depthTick.AskPrice3);
field.AskSize3 = depthTick.AskSize3;
if (depthTick.Next != null)
{
field.Next = Double2Int(depthTick.Next);
}
field.BidCount1 = depthTick.BidCount1;
field.AskCount1 = depthTick.AskCount1;
field.BidCount2 = depthTick.BidCount2;
field.AskCount2 = depthTick.AskCount2;
field.BidCount3 = depthTick.BidCount3;
field.AskCount3 = depthTick.AskCount3;
return(field);
}
public DepthTick Double2Int(DepthTickView depthTick)
{
if (depthTick == null)
return null;
DepthTick field = new DepthTick();
field.BidPrice1 = Codec.PriceToTick(depthTick.BidPrice1);
field.BidSize1 = depthTick.BidSize1;
field.AskPrice1 = Codec.PriceToTick(depthTick.AskPrice1);
field.AskSize1 = depthTick.AskSize1;
field.BidPrice2 = Codec.PriceToTick(depthTick.BidPrice2);
field.BidSize2 = depthTick.BidSize2;
field.AskPrice2 = Codec.PriceToTick(depthTick.AskPrice2);
field.AskSize2 = depthTick.AskSize2;
field.BidPrice3 = Codec.PriceToTick(depthTick.BidPrice3);
field.BidSize3 = depthTick.BidSize3;
field.AskPrice3 = Codec.PriceToTick(depthTick.AskPrice3);
field.AskSize3 = depthTick.AskSize3;
if (depthTick.Next != null)
field.Next = Double2Int(depthTick.Next);
field.BidCount1 = depthTick.BidCount1;
field.AskCount1 = depthTick.AskCount1;
field.BidCount2 = depthTick.BidCount2;
field.AskCount2 = depthTick.AskCount2;
field.BidCount3 = depthTick.BidCount3;
field.AskCount3 = depthTick.AskCount3;
return field;
}
public static DepthTickView FromList(List<DepthDetailView> list)
{
if (list == null || list.Count == 0)
return null;
DepthTickView first = null;
DepthTickView next = null;
for(int i=0;i<list.Count;++i)
{
DepthDetailView detail = list[i];
switch(i%3)
{
case 0:
if(next == null)
{
next = new DepthTickView();
first = next;
}
else
{
next.Next = new DepthTickView();
next = next.Next;
}
next.BidPrice1 = detail.BidPrice;
next.BidSize1 = detail.BidSize;
next.BidCount1 = detail.BidCount;
next.AskPrice1 = detail.AskPrice;
next.AskSize1 = detail.AskSize;
next.AskCount1 = detail.AskCount;
break;
case 1:
next.BidPrice2 = detail.BidPrice;
next.BidSize2 = detail.BidSize;
next.BidCount2 = detail.BidCount;
next.AskPrice2 = detail.AskPrice;
next.AskSize2 = detail.AskSize;
next.AskCount2 = detail.AskCount;
break;
case 2:
next.BidPrice3 = detail.BidPrice;
next.BidSize3 = detail.BidSize;
next.BidCount3 = detail.BidCount;
next.AskPrice3 = detail.AskPrice;
next.AskSize3 = detail.AskSize;
next.AskCount3 = detail.AskCount;
break;
}
}
return first;
}
public static List<DepthDetailView> ToList(DepthTickView deep)
{
List<DepthDetailView> list = new List<DepthDetailView>();
DepthDetailView detail;
DepthTickView last = deep;
while (last != null)
{
if (last.BidSize1 == 0 && last.AskSize1 == 0)
break;
detail = new DepthDetailView();
detail.BidPrice = last.BidPrice1;
detail.BidSize = last.BidSize1;
detail.BidCount = last.BidCount1;
detail.AskPrice = last.AskPrice1;
detail.AskSize = last.AskSize1;
detail.AskCount = last.AskCount1;
list.Add(detail);
if (last.BidSize2 == 0 && last.AskSize2 == 0)
break;
detail = new DepthDetailView();
detail.BidPrice = last.BidPrice2;
detail.BidSize = last.BidSize2;
detail.BidCount = last.BidCount2;
detail.AskPrice = last.AskPrice2;
detail.AskSize = last.AskSize2;
detail.AskCount = last.AskCount2;
list.Add(detail);
if (last.BidSize3 == 0 && last.AskSize3 == 0)
break;
detail = new DepthDetailView();
detail.BidPrice = last.BidPrice3;
detail.BidSize = last.BidSize3;
detail.BidCount = last.BidCount3;
detail.AskPrice = last.AskPrice3;
detail.AskSize = last.AskSize3;
detail.AskCount = last.AskCount3;
list.Add(detail);
last = last.Next;
}
return list;
}
