public static int Decode(MessageHeader messageHeader,
MarketDataIncrementalRefreshTrades marketData,
DirectBuffer buffer,
int bufferIndex)
{
messageHeader.Wrap(buffer, bufferIndex, 0);
int actingVersion = messageHeader.Version;
int actingBlockLength = messageHeader.BlockLength;
marketData.WrapForDecode(buffer, bufferIndex + MessageHeader.Size, actingBlockLength, actingVersion);
var transactTime = marketData.TransactTime;
var matchEventIndicator = marketData.MatchEventIndicator;
var mdIncGrpGroup = marketData.MdIncGrp;
while (mdIncGrpGroup.HasNext)
{
mdIncGrpGroup.Next();
var tradeId = mdIncGrpGroup.TradeId;
var securityId = mdIncGrpGroup.SecurityId;
var mantissa = mdIncGrpGroup.MdEntryPx.Mantissa;
var i = mdIncGrpGroup.MdEntrySize.Mantissa;
var numberOfOrders = mdIncGrpGroup.NumberOfOrders;
var mdUpdateAction = mdIncGrpGroup.MdUpdateAction;
var rptSeq = mdIncGrpGroup.RptSeq;
var aggressorSide = mdIncGrpGroup.AggressorSide;
var mdEntryType = mdIncGrpGroup.MdEntryType;
}
return marketData.Size;
}
public static int Encode(MessageHeader messageHeader,
MarketDataIncrementalRefreshTrades marketData,
DirectBuffer buffer,
int bufferIndex)
{
messageHeader.Wrap(buffer, bufferIndex, 0);
messageHeader.BlockLength = MarketDataIncrementalRefreshTrades.BlockLength;
messageHeader.TemplateId = MarketDataIncrementalRefreshTrades.TemplateId;
messageHeader.SchemaId = MarketDataIncrementalRefreshTrades.SchemaId;
messageHeader.Version = MarketDataIncrementalRefreshTrades.Schema_Version;
marketData.WrapForEncode(buffer, bufferIndex + MessageHeader.Size);
marketData.TransactTime = 1234L;
marketData.EventTimeDelta = 987;
marketData.MatchEventIndicator = MatchEventIndicator.END_EVENT;
var mdIncGrp = marketData.MdIncGrpCount(2);
mdIncGrp.Next();
mdIncGrp.TradeId = 1234L;
mdIncGrp.SecurityId = 56789L;
mdIncGrp.MdEntryPx.Mantissa = 50;
mdIncGrp.MdEntrySize.Mantissa = 10;
mdIncGrp.NumberOfOrders = 1;
mdIncGrp.MdUpdateAction = MDUpdateAction.NEW;
mdIncGrp.RptSeq = 1;
mdIncGrp.AggressorSide = Side.BUY;
mdIncGrp.MdEntryType = MDEntryType.BID;
mdIncGrp.Next();
mdIncGrp.TradeId = 1234L;
mdIncGrp.SecurityId = 56789L;
mdIncGrp.MdEntryPx.Mantissa = 50;
mdIncGrp.MdEntrySize.Mantissa = 10;
mdIncGrp.NumberOfOrders = 1;
mdIncGrp.MdUpdateAction = MDUpdateAction.NEW;
mdIncGrp.RptSeq = 1;
mdIncGrp.AggressorSide = Side.SELL;
mdIncGrp.MdEntryType = MDEntryType.OFFER;
return marketData.Size;
}