public static decimal ReadVolume <T>(this BitArrayReader reader, BinaryMetaInfo <T> info)
where T : BinaryMetaInfo <T>
{
if (info.Version < MarketDataVersions.Version44)
{
if (reader.Read())
{
return(reader.ReadLong());
}
else
{
throw new NotSupportedException(LocalizedStrings.Str1011);
}
}
else
{
if (reader.Read())
{
return(reader.ReadLong() * info.VolumeStep);
}
else
{
return(info.FirstFractionalVolume = reader.ReadDecimal(info.FirstFractionalVolume));
}
}
}
public static TimeSpan GetTimeZone <TMetaInfo>(this BinaryMetaInfo <TMetaInfo> metaInfo, bool isUtc, SecurityId securityId)
where TMetaInfo : BinaryMetaInfo <TMetaInfo>
{
if (isUtc)
{
return(metaInfo.ServerOffset);
}
var board = ExchangeBoard.GetBoard(securityId.BoardCode);
return(board == null ? metaInfo.LocalOffset : board.Exchange.TimeZoneInfo.BaseUtcOffset);
}
public static decimal ReadPriceEx <T>(this BitArrayReader reader, BinaryMetaInfo <T> info)
where T : BinaryMetaInfo <T>
{
if (info.Version < MarketDataVersions.Version41)
{
return(info.FirstPrice = reader.ReadPrice(info.FirstPrice, info));
}
else
{
if (reader.Read())
{
return(info.FirstPrice = reader.ReadPrice(info.FirstPrice, info));
}
else
{
return(info.FirstNonSystemPrice = reader.ReadDecimal(info.FirstNonSystemPrice));
}
}
}
public static void WritePriceEx <T>(this BitArrayWriter writer, decimal price, BinaryMetaInfo <T> info, SecurityId securityId)
where T : BinaryMetaInfo <T>
{
if (info.Version < MarketDataVersions.Version41)
{
writer.WritePrice(price, info.LastPrice, info, securityId);
info.LastPrice = price;
}
else
{
var isAligned = (price % info.PriceStep) == 0;
writer.Write(isAligned);
if (isAligned)
{
if (info.FirstPrice == 0)
{
info.FirstPrice = info.LastPrice = price;
}
writer.WritePrice(price, info.LastPrice, info, securityId);
info.LastPrice = price;
}
else
{
if (info.FirstNonSystemPrice == 0)
{
info.FirstNonSystemPrice = info.LastNonSystemPrice = price;
}
info.LastNonSystemPrice = writer.WriteDecimal(price, info.LastNonSystemPrice);
}
}
}
public static void WriteVolume <T>(this BitArrayWriter writer, decimal volume, BinaryMetaInfo <T> info, SecurityId securityId)
where T : BinaryMetaInfo <T>
{
if (info.Version < MarketDataVersions.Version44)
{
var intVolume = volume.Truncate();
if (intVolume == volume) // объем целочисленный
{
writer.Write(true);
writer.WriteLong((long)intVolume);
}
else
{
writer.Write(false);
throw new NotSupportedException(LocalizedStrings.Str1010Params.Put(volume));
}
}
else
{
var isAligned = (volume % info.VolumeStep) == 0;
writer.Write(isAligned);
if (isAligned)
{
writer.WriteLong((long)(volume / info.VolumeStep));
}
else
{
if (info.FirstFractionalVolume == 0)
{
info.FirstFractionalVolume = info.LastFractionalVolume = volume;
}
info.LastFractionalVolume = writer.WriteDecimal(volume, info.LastFractionalVolume);
}
}
}