public uint ToBytes(WriteStream stream) { uint size = 5; var span = stream.Advance(4); stream.WriteByte(4); size += stream.WriteHeader(EventPropertyType.L_Date, 1); size += stream.WriteHeader(EventPropertyType.L_32, 1); size += stream.WriteHeader(EventPropertyType.L_64, 3); size += stream.WriteHeader(EventPropertyType.L_Str, 5); size += stream.WriteIndex(7); size += stream.WriteDate(TradeTime); size += stream.WriteIndex(9); size += stream.WriteInt32(ZCVolume); size += stream.WriteIndex(3); size += stream.WriteDouble(LastPrice); size += stream.WriteIndex(6); size += stream.WriteUInt64(TotalVolume); size += stream.WriteIndex(8); size += stream.WriteUInt64(Volume); size += stream.WriteIndex(0); size += stream.WriteString(CommodityNo); size += stream.WriteIndex(1); size += stream.WriteString(ExchangeID); size += stream.WriteIndex(2); size += stream.WriteString(InstrumentID); size += stream.WriteIndex(4); size += stream.WriteString(Oper); size += stream.WriteIndex(5); size += stream.WriteString(InTime); BitConverter.TryWriteBytes(span, size); return(size); }
public uint ToBytes(ref WriteStream stream) { uint size = 5; var span = stream.Advance(4); stream.WriteByte(4); size += stream.WriteHeader(EventPropertyType.L_Date, 3); size += stream.WriteHeader(EventPropertyType.L_32, 2); size += stream.WriteHeader(EventPropertyType.L_64, 53); size += stream.WriteHeader(EventPropertyType.L_Str, 6); size += stream.WriteIndex(44); size += stream.WriteDate(LocalTime); size += stream.WriteIndex(60); size += stream.WriteDate(InTime); size += stream.WriteIndex(62); size += stream.WriteDate(TradingDay); size += stream.WriteIndex(24); size += stream.WriteInt32((int)CommodityType); size += stream.WriteIndex(49); size += stream.WriteInt32((int)TradingState); size += stream.WriteIndex(1); size += stream.WriteDouble(AskPrice1); size += stream.WriteIndex(2); size += stream.WriteDouble(AskPrice2); size += stream.WriteIndex(3); size += stream.WriteDouble(AskPrice3); size += stream.WriteIndex(4); size += stream.WriteDouble(AskPrice4); size += stream.WriteIndex(5); size += stream.WriteDouble(AskPrice5); size += stream.WriteIndex(6); size += stream.WriteUInt64(AskVolume1); size += stream.WriteIndex(7); size += stream.WriteUInt64(AskVolume2); size += stream.WriteIndex(8); size += stream.WriteUInt64(AskVolume3); size += stream.WriteIndex(9); size += stream.WriteUInt64(AskVolume4); size += stream.WriteIndex(10); size += stream.WriteUInt64(AskVolume5); size += stream.WriteIndex(11); size += stream.WriteDouble(AveragePrice); size += stream.WriteIndex(12); size += stream.WriteDouble(BidPrice1); size += stream.WriteIndex(13); size += stream.WriteDouble(BidPrice2); size += stream.WriteIndex(14); size += stream.WriteDouble(BidPrice3); size += stream.WriteIndex(15); size += stream.WriteDouble(BidPrice4); size += stream.WriteIndex(16); size += stream.WriteDouble(BidPrice5); size += stream.WriteIndex(17); size += stream.WriteUInt64(BidVolume1); size += stream.WriteIndex(18); size += stream.WriteUInt64(BidVolume2); size += stream.WriteIndex(19); size += stream.WriteUInt64(BidVolume3); size += stream.WriteIndex(20); size += stream.WriteUInt64(BidVolume4); size += stream.WriteIndex(21); size += stream.WriteUInt64(BidVolume5); size += stream.WriteIndex(22); size += stream.WriteDouble(ClosePrice); size += stream.WriteIndex(26); size += stream.WriteDouble(HighestPrice); size += stream.WriteIndex(27); size += stream.WriteDouble(HisHighPrice); size += stream.WriteIndex(28); size += stream.WriteDouble(HisLowPrice); size += stream.WriteIndex(30); size += stream.WriteDouble(LastPrice); size += stream.WriteIndex(31); size += stream.WriteUInt64(ImpliedBidQty); size += stream.WriteIndex(32); size += stream.WriteDouble(LowestPrice); size += stream.WriteIndex(33); size += stream.WriteUInt64(OpenInterest); size += stream.WriteIndex(34); size += stream.WriteDouble(OpenPrice); size += stream.WriteIndex(35); size += stream.WriteDouble(PreClosePrice); size += stream.WriteIndex(36); size += stream.WriteDouble(PreDelta); size += stream.WriteIndex(37); size += stream.WriteDouble(CurrDelta); size += stream.WriteIndex(38); size += stream.WriteDouble(TurnoverRate); size += stream.WriteIndex(39); size += stream.WriteUInt64(PreOpenInterest); size += stream.WriteIndex(40); size += stream.WriteDouble(PreSettlementPrice); size += stream.WriteIndex(41); size += stream.WriteDouble(SettlementPrice); size += stream.WriteIndex(42); size += stream.WriteUInt64(TotalVolume); size += stream.WriteIndex(43); size += stream.WriteDouble(Turnover); size += stream.WriteIndex(45); size += stream.WriteUInt64(Volume); size += stream.WriteIndex(46); size += stream.WriteDouble(ImpliedAskPrice); size += stream.WriteIndex(47); size += stream.WriteUInt64(ImpliedAskQty); size += stream.WriteIndex(48); size += stream.WriteDouble(ImpliedBidPrice); size += stream.WriteIndex(50); size += stream.WriteUInt64(Q5DAvgQty); size += stream.WriteIndex(51); size += stream.WriteDouble(PERatio); size += stream.WriteIndex(52); size += stream.WriteUInt64(TotalValue); size += stream.WriteIndex(53); size += stream.WriteDouble(NegotiableValue); size += stream.WriteIndex(54); size += stream.WriteDouble(PositionTrend); size += stream.WriteIndex(55); size += stream.WriteDouble(ChangeSpeed); size += stream.WriteIndex(56); size += stream.WriteDouble(ChangeRate); size += stream.WriteIndex(57); size += stream.WriteDouble(Swing); size += stream.WriteIndex(58); size += stream.WriteUInt64(TotalBidQty); size += stream.WriteIndex(59); size += stream.WriteUInt64(TotalAskQty); size += stream.WriteIndex(0); size += stream.WriteString(CurrencyNo); size += stream.WriteIndex(23); size += stream.WriteString(CommodityNo); size += stream.WriteIndex(25); size += stream.WriteString(ExchangeID); size += stream.WriteIndex(29); size += stream.WriteString(InstrumentID); size += stream.WriteIndex(61); size += stream.WriteString(Source); size += stream.WriteIndex(63); size += stream.WriteString(TradingTime); BitConverter.TryWriteBytes(span, size); return(size); }