ExecutionMessage ISnapshotSerializer <string, ExecutionMessage> .Deserialize(Version version, byte[] buffer)
{
if (version == null)
{
throw new ArgumentNullException(nameof(version));
}
using (var handle = new GCHandle <byte[]>(buffer))
{
var ptr = handle.CreatePointer();
var snapshot = ptr.ToStruct <TransactionSnapshot>(true);
var execMsg = new ExecutionMessage
{
SecurityId = snapshot.SecurityId.ToSecurityId(),
PortfolioName = snapshot.PortfolioName,
ServerTime = snapshot.LastChangeServerTime.To <DateTimeOffset>(),
LocalTime = snapshot.LastChangeLocalTime.To <DateTimeOffset>(),
ExecutionType = ExecutionTypes.Transaction,
//OriginalTransactionId = snapshot.OriginalTransactionId,
TransactionId = snapshot.TransactionId,
HasOrderInfo = snapshot.HasOrderInfo,
HasTradeInfo = snapshot.HasTradeInfo,
BrokerCode = snapshot.BrokerCode,
ClientCode = snapshot.ClientCode,
Comment = snapshot.Comment,
SystemComment = snapshot.SystemComment,
Currency = snapshot.Currency == null ? (CurrencyTypes?)null : (CurrencyTypes)snapshot.Currency.Value,
DepoName = snapshot.DepoName,
Error = snapshot.Error.IsEmpty() ? null : new InvalidOperationException(snapshot.Error),
ExpiryDate = snapshot.ExpiryDate?.To <DateTimeOffset>(),
IsMarketMaker = snapshot.IsMarketMaker == null ? (bool?)null : (snapshot.IsMarketMaker.Value == 1),
IsMargin = snapshot.IsMargin == null ? (bool?)null : (snapshot.IsMargin.Value == 1),
IsManual = snapshot.IsManual == null ? (bool?)null : (snapshot.IsManual.Value == 1),
Side = (Sides)snapshot.Side,
OrderId = snapshot.OrderId,
OrderStringId = snapshot.OrderStringId,
OrderBoardId = snapshot.OrderBoardId,
OrderPrice = snapshot.OrderPrice,
OrderVolume = snapshot.OrderVolume,
VisibleVolume = snapshot.VisibleVolume,
OrderType = snapshot.OrderType == null ? (OrderTypes?)null : (OrderTypes)snapshot.OrderType.Value,
OrderState = snapshot.OrderState == null ? (OrderStates?)null : (OrderStates)snapshot.OrderState.Value,
OrderStatus = snapshot.OrderStatus,
Balance = snapshot.Balance,
UserOrderId = snapshot.UserOrderId,
OriginSide = snapshot.OriginSide == null ? (Sides?)null : (Sides)snapshot.OriginSide.Value,
Latency = snapshot.Latency == null ? (TimeSpan?)null : TimeSpan.FromTicks(snapshot.Latency.Value),
PnL = snapshot.PnL,
Position = snapshot.Position,
Slippage = snapshot.Slippage,
Commission = snapshot.Commission,
TradePrice = snapshot.TradePrice,
TradeVolume = snapshot.TradeVolume,
TradeStatus = snapshot.TradeStatus,
TradeId = snapshot.TradeId,
TradeStringId = snapshot.TradeStringId,
OpenInterest = snapshot.OpenInterest,
IsSystem = snapshot.IsSystem == null ? (bool?)null : (snapshot.IsSystem.Value == 1),
TimeInForce = snapshot.OrderTif == null ? (TimeInForce?)null : (TimeInForce)snapshot.OrderTif.Value,
};
//var paramSize = (version > SnapshotVersions.V20 ? typeof(TransactionConditionParamV21) : typeof(TransactionConditionParamV20)).SizeOf();
if (!snapshot.ConditionType.IsEmpty())
{
execMsg.Condition = snapshot.ConditionType.To <Type>().CreateInstance <OrderCondition>();
execMsg.Condition.Parameters.Clear(); // removing pre-defined values
}
for (var i = 0; i < snapshot.ConditionParamsCount; i++)
{
var param = ptr.ToStruct <TransactionConditionParamV21>(true);
var typeBuffer = new byte[param.ValueTypeLen];
ptr.CopyTo(typeBuffer, true);
var paramTypeName = typeBuffer.UTF8();
try
{
var paramType = paramTypeName.To <Type>();
object value;
if (param.NumValue != null)
{
value = (long)param.NumValue;
}
else if (param.DecimalValue != null)
{
value = (decimal)param.DecimalValue;
}
else if (param.BoolValue != null)
{
value = (bool)param.BoolValue;
}
//else if (paramType == typeof(Unit))
// value = param.StringValue.ToUnit();
else if (param.StringValueLen > 0)
{
var strBuffer = new byte[param.StringValueLen];
ptr.CopyTo(strBuffer, true);
if (typeof(IPersistable).IsAssignableFrom(paramType))
{
var persistable = paramType.CreateInstance <IPersistable>();
persistable.Load(new XmlSerializer <SettingsStorage>().Deserialize(strBuffer));
value = persistable;
}
else if (typeof(IRange).IsAssignableFrom(paramType))
{
var range = paramType.CreateInstance <IRange>();
var storage = new XmlSerializer <SettingsStorage>().Deserialize(strBuffer);
if (storage.ContainsKey(nameof(range.Min)))
{
range.Min = storage.GetValue <object>(nameof(range.Min));
}
if (storage.ContainsKey(nameof(range.Max)))
{
range.Max = storage.GetValue <object>(nameof(range.Max));
}
value = range;
}
else
{
value = typeof(XmlSerializer <>).Make(paramType).CreateInstance <ISerializer>().Deserialize(strBuffer);
}
}
else
{
value = null;
}
value = value.To(paramType);
execMsg.Condition.Parameters.Add(param.Name, value);
}
catch (Exception ex)
{
ex.LogError();
}
}
return(execMsg);
}
}
