public override ByteBuffer Serialize() { var buf = new ByteBuffer(256); var frame = new MessageHeader { msgId = (Int16)MessageType.NewOrderBody, msgSeq = SessionId, msgSize = (UInt16)StructSize }; frame.AppendToBuffer(buf); buf.AppendFixedString(RequestId, encoding, 16); buf.AppendFixedString(ClearingAccountId, encoding, 16); buf.AppendFixedString(TraderAccountId, encoding, 16); buf.AppendInt32(InstrumentId); buf.AppendByte((byte)OrderType); buf.AppendByte((byte)TimeInForce); buf.AppendByte((byte)OrderSide); buf.AppendByte((byte)AutoCancel); buf.AppendInt64(Amount); buf.AppendInt64(Price); buf.AppendUint64(Flags); buf.AppendFixedString(Comment, encoding, 16); return(buf); }
private void MakeRequestResponse(RejectResponse msg, int seqid, ByteBuffer buf) { var header = new MessageHeader { msgId = (int)MessageType.RejectResponse, msgSize = (ushort)RejectResponse.StructSize, msgSeq = seqid }; header.AppendToBuffer(buf); buf.AppendUint64(msg.Time); buf.AppendFixedString(msg.RequestId, Encoding.ASCII, 16); buf.AppendInt16(msg.ErrorCodeInternal); }
public override ByteBuffer Serialize() { var buf = new ByteBuffer(128); var frame = new MessageHeader { msgId = (Int16)MessageType.MassCancelRequest, msgSeq = SessionId, msgSize = (UInt16)StructSize }; frame.AppendToBuffer(buf); buf.AppendFixedString(RequestId, encoding, 16); buf.AppendFixedString(ClearingAccountId, encoding, 16); buf.AppendFixedString(TraderAccountId, encoding, 16); buf.AppendInt32(InstrumentId); buf.AppendByte((byte)CancelMode); return(buf); }