internal AccountValue(ResponseComposer c)
{
c.RequireVersion(2);
Key = c.ReadString();
Value = c.ReadString();
Currency = c.ReadString();
Account = c.ReadString();
}
internal HistoricalNews(ResponseComposer c)
{
RequestId = c.ReadInt();
Time = c.ReadString();
ProviderCode = c.ReadString();
ArticleId = c.ReadString();
Headline = c.ReadString();
}
internal NewsBulletin(ResponseComposer c)
{
c.IgnoreVersion();
MessageId = c.ReadInt();
Type = c.ReadEnum <NewsBulletinType>();
Message = c.ReadString();
Origin = c.ReadString();
}
internal override void Deserialize(ResponseComposer c)
{
base.Deserialize(c);
SecType = c.ReadString();
Exchange = c.ReadString();
Symbol = c.ReadString();
}
internal override void Deserialize(ResponseComposer reader)
{
base.Deserialize(reader);
SecType = reader.ReadString();
Exchange = reader.ReadString();
Symbol = reader.ReadString();
}
internal AccountSummary(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
Account = c.ReadString();
Tag = c.ReadString();
Value = c.ReadString();
Currency = c.ReadString();
}
internal ScannerDataItem(ResponseComposer c)
{
Rank = c.ReadInt();
ContractData = new ContractData(c, ContractDataType.ScannerContractData);
Distance = c.ReadString();
Benchmark = c.ReadString();
Projection = c.ReadString();
ComboLegs = c.ReadString();
}
internal HistoricalLastTick(ResponseComposer c)
{
Time = c.ReadLong();
TickAttribLast = new TickAttribLast(c.ReadInt());
Price = c.ReadDouble();
Size = c.ReadLong();
Exchange = c.ReadString();
SpecialConditions = c.ReadString();
}
internal TickNews(ResponseComposer c)
{
RequestId = c.ReadInt();
TimeStamp = c.ReadLong();
ProviderCode = c.ReadString();
ArticleId = c.ReadString();
Headline = c.ReadString();
ExtraData = c.ReadString();
}
internal AccountUpdateMulti(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
Account = c.ReadString();
ModelCode = c.ReadString();
Key = c.ReadString();
Value = c.ReadString();
Currency = c.ReadString();
}
internal SecurityDefinitionOptionParameter(ResponseComposer c)
{
RequestId = c.ReadInt();
Exchange = c.ReadString();
UnderlyingContractId = c.ReadInt();
TradingClass = c.ReadString();
Multiplier = c.ReadString();
c.AddStringsToList(Expirations);
c.AddStringsToList(Strikes);
}
internal ContractComboLeg(ResponseComposer c)
{
ContractId = c.ReadInt();
Ratio = c.ReadInt();
TradeAction = c.ReadStringEnum <TradeAction>();
Exchange = c.ReadString();
OpenClose = c.ReadEnum <ComboOpenClose>();
ComboShortSaleSlot = c.ReadEnum <ComboShortSaleSlot>();
DesignatedLocation = c.ReadString();
ExemptCode = c.ReadInt();
}
internal ContractDescription(ResponseComposer c)
{
Contract = new Contract
{
ContractId = c.ReadInt(),
Symbol = c.ReadString(),
SecurityType = c.ReadStringEnum <SecurityType>(),
PrimaryExchange = c.ReadString(),
Currency = c.ReadString()
};
c.AddStringsToList(DerivativeSecTypes);
}
internal TickExchangeForPhysical(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
TickType = c.ReadEnum <TickType>();
BasisPoints = c.ReadDouble();
FormattedBasisPoints = c.ReadString();
ImpliedFuturesPrice = c.ReadDouble();
HoldDays = c.ReadInt();
FutureExpiry = c.ReadString();
DividendImpact = c.ReadDouble();
DividendsToLastTradeDate = c.ReadDouble();
}
internal PortfolioValue(ResponseComposer c)
{
c.RequireVersion(8);
Contract = new Contract
{
ContractId = c.ReadInt(),
Symbol = c.ReadString(),
SecurityType = c.ReadStringEnum <SecurityType>(),
LastTradeDateOrContractMonth = c.ReadString(),
Strike = c.ReadDouble(),
Right = c.ReadStringEnum <RightType>(),
Multiplier = c.ReadString(),
PrimaryExchange = c.ReadString(),
Currency = c.ReadString(),
LocalSymbol = c.ReadString(),
TradingClass = c.ReadString()
};
Position = c.ReadDouble();
MarketPrice = c.ReadDouble();
MarketValue = c.ReadDouble();
AverageCost = c.ReadDouble();
UnrealizedPnl = c.ReadDouble();
RealizedPnl = c.ReadDouble();
Account = c.ReadString();
}
internal TickReqParams(ResponseComposer c)
{
RequestId = c.ReadInt();
MinTick = c.ReadDouble();
BboExchange = c.ReadString();
SnapshotPermissions = c.ReadInt();
}
internal override void Deserialize(ResponseComposer c)
{
base.Deserialize(c);
ConId = c.ReadInt();
Exchange = c.ReadString();
}
internal override void Deserialize(ResponseComposer reader)
{
base.Deserialize(reader);
ConId = reader.Read <int>();
Exchange = reader.ReadString();
}
} // The aggregated group
internal MktDepthExchange(ResponseComposer c)
{
Exchange = c.ReadString();
SecType = c.ReadString();
if (c.Config.SupportsServerVersion(ServerVersion.ServiceDataType))
{
ListingExch = c.ReadString();
ServiceDataTyp = c.ReadString();
AggGroup = c.ReadIntNullable();
}
else
{
ListingExch = "";
ServiceDataTyp = c.ReadBool() ? "Deep2" : "Deep";
}
}
internal OrderStatusReport(ResponseComposer c)
{
var serverVersion = c.Config.ServerVersionCurrent;
var version = serverVersion >= ServerVersion.MarketCapPrice ? int.MaxValue : c.ReadInt();
OrderId = c.ReadInt();
Status = c.ReadStringEnum <OrderStatus>();
Filled = c.ReadDouble();
Remaining = c.ReadDouble();
AverageFillPrice = c.ReadDouble();
if (version >= 2)
{
PermanentId = c.ReadInt();
}
if (version >= 3)
{
ParentId = c.ReadInt();
}
if (version >= 4)
{
LastFillPrice = c.ReadDouble();
}
if (version >= 5)
{
ClientId = c.ReadInt();
}
if (version >= 6)
{
WhyHeld = c.ReadString();
}
if (serverVersion >= ServerVersion.MarketCapPrice)
{
MktCapPrice = c.ReadDouble();
}
}
internal CommissionReport(ResponseComposer c)
{
c.IgnoreVersion();
ExecutionId = c.ReadString();
Commission = c.ReadDouble();
Currency = c.ReadString();
RealizedPnl = c.ReadDouble();
Yield = c.ReadDouble();
YieldRedemptionDate = c.ReadInt();
if (Execution.Executions.TryGetValue(ExecutionId, out Execution execution))
{
Execution = execution;
OrderId = execution.OrderId;
RequestId = execution.RequestId;
}
}
internal HistoricalData(ResponseComposer c)
{
RequestId = c.ReadInt();
BarCount = c.ReadInt();
Date = c.ReadString();
Open = c.ReadDouble();
Close = c.ReadDouble();
High = c.ReadDouble();
Low = c.ReadDouble();
WAP = c.ReadDouble();
Volume = c.ReadLong();
}
internal RealtimeBar(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
Time = Instant.FromUnixTimeSeconds(long.Parse(c.ReadString(), NumberFormatInfo.InvariantInfo));
Open = c.ReadDouble();
High = c.ReadDouble();
Low = c.ReadDouble();
Close = c.ReadDouble();
Volume = c.ReadLong();
Wap = c.ReadDouble();
Count = c.ReadInt();
}
internal SmartComponents(ResponseComposer c)
{
RequestId = c.ReadInt();
var n = c.ReadInt();
for (var i = 0; i < n; i++)
{
var bitNumber = c.ReadInt();
var exchange = c.ReadString();
var exchangeLetter = c.ReadChar();
Map.Add(bitNumber, new KeyValuePair <string, char>(exchange, exchangeLetter));
}
}
internal HistoricalBar(ResponseComposer c)
{
Date = c.ReadLocalDateTime(HistoricalBars.DateTimePattern);
Open = c.ReadDouble();
High = c.ReadDouble();
Low = c.ReadDouble();
Close = c.ReadDouble();
Volume = c.Config.ServerVersionCurrent < ServerVersion.SyntRealtimeBats ? c.ReadInt() : c.ReadLong();
WeightedAveragePrice = c.ReadDouble();
if (!c.Config.SupportsServerVersion(ServerVersion.SyntRealtimeBats))
{
c.ReadString(); /*string hasGaps = */
}
Count = c.ReadInt();
}
internal MarketDepth(ResponseComposer c, bool isLevel2)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
Position = c.ReadInt();
MarketMaker = isLevel2 ? c.ReadString() : string.Empty;
Operation = c.ReadEnum <MarketDepthOperation>();
Side = c.ReadEnum <MarketDepthSide>();
Price = c.ReadDouble();
Size = c.ReadInt();
if (isLevel2 && c.Config.SupportsServerVersion(ServerVersion.SmartDepth))
{
IsSmartDepth = c.ReadBool();
}
}
internal static Tick Create(ResponseComposer c)
{
c.IgnoreVersion();
var requestId = c.ReadInt();
var tickType = c.ReadEnum <TickType>();
var str = c.ReadString();
if (tickType == TickType.RealtimeVolume)
{
return(new TickRealtimeVolume(requestId, str, c.Parser));
}
if (tickType == TickType.LastTimeStamp)
{
return(new TickTime(requestId, str));
}
return(new TickString(requestId, tickType, str));
}
internal AccountPositionMulti(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
Account = c.ReadString();
Contract = new Contract
{
ContractId = c.ReadInt(),
Symbol = c.ReadString(),
SecurityType = c.ReadStringEnum <SecurityType>(),
LastTradeDateOrContractMonth = c.ReadString(),
Strike = c.ReadDouble(),
Right = c.ReadStringEnum <RightType>(),
Multiplier = c.ReadString(),
Exchange = c.ReadString(),
Currency = c.ReadString(),
LocalSymbol = c.ReadString(),
TradingClass = c.ReadString()
};
Pos = c.ReadDouble();
AvgCost = c.ReadDouble();
ModelCode = c.ReadString();
}
internal AccountPosition(ResponseComposer c)
{
c.RequireVersion(3);
Account = c.ReadString();
Contract = new Contract
{
ContractId = c.ReadInt(),
Symbol = c.ReadString(),
SecurityType = c.ReadStringEnum <SecurityType>(),
LastTradeDateOrContractMonth = c.ReadString(),
Strike = c.ReadDouble(),
Right = c.ReadStringEnum <RightType>(),
Multiplier = c.ReadString(),
Exchange = c.ReadString(),
Currency = c.ReadString(),
LocalSymbol = c.ReadString(),
TradingClass = c.ReadString()
};
Position = c.ReadDouble(); // may be an int
AverageCost = c.ReadDouble();
}
internal ScannerParameters(ResponseComposer c)
{
c.IgnoreVersion();
Parameters = c.ReadString();
}
