void ISnapshotSerializer <PositionChangeMessage> .Serialize(Version version, PositionChangeMessage message, byte[] buffer)
{
if (version == null)
{
throw new ArgumentNullException(nameof(version));
}
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
var snapshot = new PositionSnapshot
{
SecurityId = message.SecurityId.ToStringId(),
Portfolio = message.PortfolioName,
ServerTime = message.ServerTime.To <long>(),
LocalTime = message.LocalTime.To <long>(),
};
foreach (var change in message.Changes)
{
}
var ptr = snapshot.StructToPtr();
Marshal.Copy(ptr, buffer, 0, _snapshotSize);
Marshal.FreeHGlobal(ptr);
}
void ISnapshotSerializer <PositionChangeMessage> .Serialize(Version version, PositionChangeMessage message, byte[] buffer)
{
if (version == null)
{
throw new ArgumentNullException(nameof(version));
}
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
var snapshot = new PositionSnapshot
{
SecurityId = message.SecurityId.ToStringId(),
Portfolio = message.PortfolioName,
LastChangeServerTime = message.ServerTime.To <long>(),
LastChangeLocalTime = message.LocalTime.To <long>(),
Currency = -1,
State = -1,
};
foreach (var change in message.Changes)
{
switch (change.Key)
{
case PositionChangeTypes.BeginValue:
snapshot.BeginValue = (decimal)change.Value;
break;
case PositionChangeTypes.CurrentValue:
snapshot.CurrentValue = (decimal)change.Value;
break;
case PositionChangeTypes.BlockedValue:
snapshot.BlockedValue = (decimal)change.Value;
break;
case PositionChangeTypes.CurrentPrice:
snapshot.CurrentPrice = (decimal)change.Value;
break;
case PositionChangeTypes.AveragePrice:
snapshot.AveragePrice = (decimal)change.Value;
break;
case PositionChangeTypes.UnrealizedPnL:
snapshot.UnrealizedPnL = (decimal)change.Value;
break;
case PositionChangeTypes.RealizedPnL:
snapshot.RealizedPnL = (decimal)change.Value;
break;
case PositionChangeTypes.VariationMargin:
snapshot.VariationMargin = (decimal)change.Value;
break;
case PositionChangeTypes.Currency:
snapshot.Currency = (short)(CurrencyTypes)change.Value;
break;
case PositionChangeTypes.Leverage:
snapshot.Leverage = (decimal)change.Value;
break;
case PositionChangeTypes.Commission:
snapshot.Commission = (decimal)change.Value;
break;
case PositionChangeTypes.CurrentValueInLots:
snapshot.CurrentValueInLots = (decimal)change.Value;
break;
case PositionChangeTypes.State:
snapshot.State = (sbyte)(PortfolioStates)change.Value;
break;
}
}
var ptr = snapshot.StructToPtr();
Marshal.Copy(ptr, buffer, 0, _snapshotSize);
Marshal.FreeHGlobal(ptr);
}
byte[] ISnapshotSerializer <Key, PositionChangeMessage> .Serialize(Version version, PositionChangeMessage message)
{
if (version == null)
{
throw new ArgumentNullException(nameof(version));
}
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
var snapshot = new PositionSnapshot
{
SecurityId = message.SecurityId.ToStringId().VerifySize(Sizes.S100),
Portfolio = message.PortfolioName.VerifySize(Sizes.S100),
LastChangeServerTime = message.ServerTime.To <long>(),
LastChangeLocalTime = message.LocalTime.To <long>(),
DepoName = message.DepoName,
LimitType = (int?)message.LimitType,
BoardCode = message.BoardCode,
ClientCode = message.ClientCode,
Description = message.Description,
StrategyId = message.StrategyId,
Side = (int?)message.Side,
BuildFrom = message.BuildFrom == null ? default(SnapshotDataType?) : (SnapshotDataType)message.BuildFrom,
};
foreach (var change in message.Changes)
{
switch (change.Key)
{
case PositionChangeTypes.BeginValue:
snapshot.BeginValue = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.CurrentValue:
snapshot.CurrentValue = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.BlockedValue:
snapshot.BlockedValue = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.CurrentPrice:
snapshot.CurrentPrice = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.AveragePrice:
snapshot.AveragePrice = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.UnrealizedPnL:
snapshot.UnrealizedPnL = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.RealizedPnL:
snapshot.RealizedPnL = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.VariationMargin:
snapshot.VariationMargin = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.Currency:
snapshot.Currency = (short)(CurrencyTypes)change.Value;
break;
case PositionChangeTypes.Leverage:
snapshot.Leverage = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.Commission:
snapshot.Commission = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.CurrentValueInLots:
snapshot.CurrentValueInLots = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.State:
snapshot.State = (byte)(PortfolioStates)change.Value;
break;
case PositionChangeTypes.ExpirationDate:
snapshot.ExpirationDate = change.Value.To <long?>();
break;
case PositionChangeTypes.CommissionTaker:
snapshot.CommissionTaker = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.CommissionMaker:
snapshot.CommissionMaker = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.SettlementPrice:
snapshot.SettlementPrice = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.BuyOrdersCount:
snapshot.BuyOrdersCount = (int)change.Value;
break;
case PositionChangeTypes.SellOrdersCount:
snapshot.SellOrdersCount = (int)change.Value;
break;
case PositionChangeTypes.BuyOrdersMargin:
snapshot.BuyOrdersMargin = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.SellOrdersMargin:
snapshot.SellOrdersMargin = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.OrdersMargin:
snapshot.OrdersMargin = (BlittableDecimal)(decimal)change.Value;
break;
case PositionChangeTypes.OrdersCount:
snapshot.OrdersCount = (int)change.Value;
break;
case PositionChangeTypes.TradesCount:
snapshot.TradesCount = (int)change.Value;
break;
default:
throw new InvalidOperationException(change.Key.To <string>());
}
}
var buffer = new byte[typeof(PositionSnapshot).SizeOf()];
var ptr = snapshot.StructToPtr();
ptr.CopyTo(buffer);
ptr.FreeHGlobal();
return(buffer);
}