// ********************************************************************** public override void Read(bool push) { long orderId = dr.ReadInt64(); DateTime dateTime = dr.ReadDateTime(ref baseDateTime); int price = dr.ReadRelative(ref basePrice); int quantity = dr.ReadPackInt(); OwnTradeReply reply = new OwnTradeReply(OwnTradeSource.History, dateTime, 0, orderId, price, quantity); if(push && Handler != null) Handler(Security.Key, reply); }
// ********************************************************************** public override void Read(bool push) { long orderId = dr.ReadInt64(); DateTime dateTime = dr.ReadDateTime(ref baseDateTime); int price = dr.ReadRelative(ref basePrice); int quantity = dr.ReadPackInt(); OwnTradeReply reply = new OwnTradeReply(OwnTradeSource.History, dateTime, 0, orderId, price, quantity); if (push && Handler != null) { Handler(Security.Key, reply); } }
// ********************************************************************** public void Write(DateTime dateTime, OwnTradeReply reply) { dw.WriteRecHeader(sid, dateTime); dw.WriteGrowing(DateTimeHelper.ToMs(reply.DateTime), ref lastMilliseconds); dw.WriteLeb128(reply.TradeId - lastTradeId); lastTradeId = reply.TradeId; dw.WriteLeb128(reply.OrderId - lastOrderId); lastOrderId = reply.OrderId; dw.WriteLeb128(reply.Price - lastPrice); lastPrice = reply.Price; dw.WriteLeb128(reply.Quantity); }