public void BytesTo(ref ReadStream stream) { var headers = stream.ReadHeaders(); if (headers.TryGetValue(EventPropertyType.L_8, out byte count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(1); } } if (headers.TryGetValue(EventPropertyType.L_Date, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(11); } } if (headers.TryGetValue(EventPropertyType.L_16, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(2); } } if (headers.TryGetValue(EventPropertyType.L_32, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(4); } } if (headers.TryGetValue(EventPropertyType.L_64, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(8); } } if (headers.TryGetValue(EventPropertyType.L_Str, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 0) { ExchangeNo = stream.ReadString(); continue; } if (index == 1) { ExchangeName = stream.ReadString(); continue; } var c = stream.ReadInt32(); stream.Advance(c); } } if (headers.TryGetValue(EventPropertyType.L_Array, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); var c = stream.ReadInt32(); stream.Advance(c); } } if (headers.TryGetValue(EventPropertyType.L_N, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); var l = stream.ReadInt32(); stream.Advance(l); } } }
public void BytesTo(ReadStream stream) { var headers = stream.ReadHeaders(); if (headers.TryGetValue(EventPropertyType.L_8, out byte count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(1); } } if (headers.TryGetValue(EventPropertyType.L_Date, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(11); } } if (headers.TryGetValue(EventPropertyType.L_16, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(2); } } if (headers.TryGetValue(EventPropertyType.L_32, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 1) { CommodityType = (CommodityType)stream.ReadInt32(); continue; } stream.Advance(4); } } if (headers.TryGetValue(EventPropertyType.L_64, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 4) { MarginValue = stream.ReadDouble(); continue; } if (index == 5) { FreeValue = stream.ReadDouble(); continue; } stream.Advance(8); } } if (headers.TryGetValue(EventPropertyType.L_Str, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 0) { ExchangeNo = stream.ReadString(); continue; } if (index == 2) { CommodityNo = stream.ReadString(); continue; } if (index == 3) { InstrumentID = stream.ReadString(); continue; } if (index == 6) { ContractExpDate = stream.ReadString(); continue; } if (index == 7) { LastTradeDate = stream.ReadString(); continue; } if (index == 8) { FirstNoticeDate = stream.ReadString(); continue; } if (index == 9) { ContractName = stream.ReadString(); continue; } var c = stream.ReadInt32(); stream.Advance(c); } } if (headers.TryGetValue(EventPropertyType.L_Array, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); var c = stream.ReadInt32(); stream.Advance(c); } } if (headers.TryGetValue(EventPropertyType.L_N, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); var l = stream.ReadInt32(); stream.Advance(l); } } }
public void BytesTo(ReadStream stream) { var headers = stream.ReadHeaders(); if (headers.TryGetValue(EventPropertyType.L_8, out byte count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(1); } } if (headers.TryGetValue(EventPropertyType.L_Date, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 7) { TradeTime = stream.ReadDate(); continue; } stream.Advance(11); } } if (headers.TryGetValue(EventPropertyType.L_16, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(2); } } if (headers.TryGetValue(EventPropertyType.L_32, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 9) { ZCVolume = stream.ReadInt32(); continue; } stream.Advance(4); } } if (headers.TryGetValue(EventPropertyType.L_64, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 3) { LastPrice = stream.ReadDouble(); continue; } if (index == 6) { TotalVolume = stream.ReadUInt64(); continue; } if (index == 8) { Volume = stream.ReadUInt64(); continue; } stream.Advance(8); } } if (headers.TryGetValue(EventPropertyType.L_Str, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 0) { CommodityNo = stream.ReadString(); continue; } if (index == 1) { ExchangeID = stream.ReadString(); continue; } if (index == 2) { InstrumentID = stream.ReadString(); continue; } if (index == 4) { Oper = stream.ReadString(); continue; } if (index == 5) { InTime = stream.ReadString(); continue; } var c = stream.ReadInt32(); stream.Advance(c); } } if (headers.TryGetValue(EventPropertyType.L_Array, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); var c = stream.ReadInt32(); stream.Advance(c); } } if (headers.TryGetValue(EventPropertyType.L_N, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); var l = stream.ReadInt32(); stream.Advance(l); } } }
public void BytesTo(ref ReadStream stream) { var headers = stream.ReadHeaders(); if (headers.TryGetValue(EventPropertyType.L_8, out byte count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(1); } } if (headers.TryGetValue(EventPropertyType.L_Date, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 44) { LocalTime = stream.ReadDate(); continue; } if (index == 60) { InTime = stream.ReadDate(); continue; } if (index == 62) { TradingDay = stream.ReadDate(); continue; } stream.Advance(11); } } if (headers.TryGetValue(EventPropertyType.L_16, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(2); } } if (headers.TryGetValue(EventPropertyType.L_32, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 24) { CommodityType = (CommodityType)stream.ReadInt32(); continue; } if (index == 49) { TradingState = (TradingState)stream.ReadInt32(); continue; } stream.Advance(4); } } if (headers.TryGetValue(EventPropertyType.L_64, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 1) { AskPrice1 = stream.ReadDouble(); continue; } if (index == 2) { AskPrice2 = stream.ReadDouble(); continue; } if (index == 3) { AskPrice3 = stream.ReadDouble(); continue; } if (index == 4) { AskPrice4 = stream.ReadDouble(); continue; } if (index == 5) { AskPrice5 = stream.ReadDouble(); continue; } if (index == 6) { AskVolume1 = stream.ReadUInt64(); continue; } if (index == 7) { AskVolume2 = stream.ReadUInt64(); continue; } if (index == 8) { AskVolume3 = stream.ReadUInt64(); continue; } if (index == 9) { AskVolume4 = stream.ReadUInt64(); continue; } if (index == 10) { AskVolume5 = stream.ReadUInt64(); continue; } if (index == 11) { AveragePrice = stream.ReadDouble(); continue; } if (index == 12) { BidPrice1 = stream.ReadDouble(); continue; } if (index == 13) { BidPrice2 = stream.ReadDouble(); continue; } if (index == 14) { BidPrice3 = stream.ReadDouble(); continue; } if (index == 15) { BidPrice4 = stream.ReadDouble(); continue; } if (index == 16) { BidPrice5 = stream.ReadDouble(); continue; } if (index == 17) { BidVolume1 = stream.ReadUInt64(); continue; } if (index == 18) { BidVolume2 = stream.ReadUInt64(); continue; } if (index == 19) { BidVolume3 = stream.ReadUInt64(); continue; } if (index == 20) { BidVolume4 = stream.ReadUInt64(); continue; } if (index == 21) { BidVolume5 = stream.ReadUInt64(); continue; } if (index == 22) { ClosePrice = stream.ReadDouble(); continue; } if (index == 26) { HighestPrice = stream.ReadDouble(); continue; } if (index == 27) { HisHighPrice = stream.ReadDouble(); continue; } if (index == 28) { HisLowPrice = stream.ReadDouble(); continue; } if (index == 30) { LastPrice = stream.ReadDouble(); continue; } if (index == 31) { ImpliedBidQty = stream.ReadUInt64(); continue; } if (index == 32) { LowestPrice = stream.ReadDouble(); continue; } if (index == 33) { OpenInterest = stream.ReadUInt64(); continue; } if (index == 34) { OpenPrice = stream.ReadDouble(); continue; } if (index == 35) { PreClosePrice = stream.ReadDouble(); continue; } if (index == 36) { PreDelta = stream.ReadDouble(); continue; } if (index == 37) { CurrDelta = stream.ReadDouble(); continue; } if (index == 38) { TurnoverRate = stream.ReadDouble(); continue; } if (index == 39) { PreOpenInterest = stream.ReadUInt64(); continue; } if (index == 40) { PreSettlementPrice = stream.ReadDouble(); continue; } if (index == 41) { SettlementPrice = stream.ReadDouble(); continue; } if (index == 42) { TotalVolume = stream.ReadUInt64(); continue; } if (index == 43) { Turnover = stream.ReadDouble(); continue; } if (index == 45) { Volume = stream.ReadUInt64(); continue; } if (index == 46) { ImpliedAskPrice = stream.ReadDouble(); continue; } if (index == 47) { ImpliedAskQty = stream.ReadUInt64(); continue; } if (index == 48) { ImpliedBidPrice = stream.ReadDouble(); continue; } if (index == 50) { Q5DAvgQty = stream.ReadUInt64(); continue; } if (index == 51) { PERatio = stream.ReadDouble(); continue; } if (index == 52) { TotalValue = stream.ReadUInt64(); continue; } if (index == 53) { NegotiableValue = stream.ReadDouble(); continue; } if (index == 54) { PositionTrend = stream.ReadDouble(); continue; } if (index == 55) { ChangeSpeed = stream.ReadDouble(); continue; } if (index == 56) { ChangeRate = stream.ReadDouble(); continue; } if (index == 57) { Swing = stream.ReadDouble(); continue; } if (index == 58) { TotalBidQty = stream.ReadUInt64(); continue; } if (index == 59) { TotalAskQty = stream.ReadUInt64(); continue; } stream.Advance(8); } } if (headers.TryGetValue(EventPropertyType.L_Str, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 0) { CurrencyNo = stream.ReadString(); continue; } if (index == 23) { CommodityNo = stream.ReadString(); continue; } if (index == 25) { ExchangeID = stream.ReadString(); continue; } if (index == 29) { InstrumentID = stream.ReadString(); continue; } if (index == 61) { Source = stream.ReadString(); continue; } if (index == 63) { TradingTime = stream.ReadString(); continue; } var c = stream.ReadInt32(); stream.Advance(c); } } if (headers.TryGetValue(EventPropertyType.L_Array, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); var c = stream.ReadInt32(); stream.Advance(c); } } if (headers.TryGetValue(EventPropertyType.L_N, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); var l = stream.ReadInt32(); stream.Advance(l); } } }
public void BytesTo(ref ReadStream stream) { var headers = stream.ReadHeaders(); if (headers.TryGetValue(EventPropertyType.L_8, out byte count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(1); } } if (headers.TryGetValue(EventPropertyType.L_Date, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(11); } } if (headers.TryGetValue(EventPropertyType.L_16, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); stream.Advance(2); } } if (headers.TryGetValue(EventPropertyType.L_32, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 2) { CommodityType = (CommodityType)stream.ReadInt32(); continue; } if (index == 10) { MarketDot = stream.ReadInt32(); continue; } if (index == 11) { CommodityDenominator = stream.ReadInt32(); continue; } if (index == 12) { DeliveryDays = stream.ReadInt32(); continue; } if (index == 14) { CommodityTimeZone = stream.ReadInt32(); continue; } stream.Advance(4); } } if (headers.TryGetValue(EventPropertyType.L_64, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 7) { ContractSize = stream.ReadDouble(); continue; } if (index == 8) { StrikePriceTimes = stream.ReadDouble(); continue; } if (index == 9) { CommodityTickSize = stream.ReadDouble(); continue; } stream.Advance(8); } } if (headers.TryGetValue(EventPropertyType.L_Str, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); if (index == 0) { ExchangeNo = stream.ReadString(); continue; } if (index == 1) { ExchangeName = stream.ReadString(); continue; } if (index == 3) { CommodityNo = stream.ReadString(); continue; } if (index == 4) { CommodityName = stream.ReadString(); continue; } if (index == 5) { CommodityEngName = stream.ReadString(); continue; } if (index == 6) { TradeCurrency = stream.ReadString(); continue; } if (index == 13) { AddOneTime = stream.ReadString(); continue; } var c = stream.ReadInt32(); stream.Advance(c); } } if (headers.TryGetValue(EventPropertyType.L_Array, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); var c = stream.ReadInt32(); stream.Advance(c); } } if (headers.TryGetValue(EventPropertyType.L_N, out count)) { for (var i = 0; i < count; i++) { var index = stream.ReadByte(); var l = stream.ReadInt32(); stream.Advance(l); } } }