public override object Read(BinaryReader reader)
{
reader.ReadByte();
int id = reader.ReadInt32();
InstrumentType type = (InstrumentType)reader.ReadByte();
string symbol = reader.ReadString();
string description = reader.ReadString();
byte currencyId = reader.ReadByte();
string exchange = reader.ReadString();
Instrument instrument = new Instrument(id, type, symbol, description, currencyId, exchange);
instrument.tickSize = reader.ReadDouble();
instrument.maturity = new DateTime(reader.ReadInt64());
instrument.factor = reader.ReadDouble();
instrument.strike = reader.ReadDouble();
instrument.putcall = (PutCall)reader.ReadByte();
instrument.margin = reader.ReadDouble();
int num = reader.ReadInt32();
for (int i = 0; i < num; i++)
{
AltId altId = new AltId();
altId.providerId = reader.ReadByte();
altId.symbol = reader.ReadString();
altId.exchange = reader.ReadString();
instrument.altId.Add(altId);
}
return instrument;
}
public override object Read(BinaryReader reader)
{
reader.ReadByte();
int id = reader.ReadInt32();
InstrumentType type = (InstrumentType)reader.ReadByte();
string symbol = reader.ReadString();
string description = reader.ReadString();
byte currencyId = reader.ReadByte();
string exchange = reader.ReadString();
Instrument instrument = new Instrument(id, type, symbol, description, currencyId, exchange);
instrument.tickSize = reader.ReadDouble();
instrument.maturity = new DateTime(reader.ReadInt64());
instrument.factor = reader.ReadDouble();
instrument.strike = reader.ReadDouble();
instrument.putcall = (PutCall)reader.ReadByte();
instrument.margin = reader.ReadDouble();
int num = reader.ReadInt32();
for (int i = 0; i < num; i++)
{
AltId altId = new AltId();
altId.providerId = reader.ReadByte();
altId.symbol = reader.ReadString();
altId.exchange = reader.ReadString();
instrument.altId.Add(altId);
}
return(instrument);
}
public string GetExchange(byte providerId)
{
AltId altId = this.altId.Get(providerId);
if (altId != null && !string.IsNullOrEmpty(altId.exchange))
{
return(altId.exchange);
}
return(this.exchange);
}
public string GetSymbol(byte providerId)
{
AltId altId = this.altId.Get(providerId);
if (altId != null && !string.IsNullOrEmpty(altId.symbol))
{
return(altId.symbol);
}
return(this.symbol);
}