private MinuteRecord ReadNextMinuteRecord()
{
MinuteMask1Flags mask1 = (MinuteMask1Flags)_br.ReadByte();
MinuteMask2Flags mask2 = (MinuteMask2Flags)_br.ReadByte();
// Inputs
UInt64 timeDelta;
uint openDelta;
uint highDelta;
uint lowDelta;
uint closeDelta;
UInt64 volumeDelta;
uint openDeltaOffset;
// Outputs
DateTime barDateTime;
Double barOpen;
Double barHigh;
Double barLow;
Double barClose;
long barVolume;
//
// check the Time flag
//
if (mask1.HasOption(MinuteMask1Flags.Time4))
{
timeDelta = _br.ReadUInt32BE();
}
else if (mask1.HasOption(MinuteMask1Flags.Time1))
{
timeDelta = _br.ReadByte();
}
else if (mask1.HasOption(MinuteMask1Flags.Time2))
{
timeDelta = _br.ReadUInt16BE();
}
else
{
timeDelta = 1;
}
barDateTime = _lastDateTime.AddMinutes(timeDelta);
//
// check the Open flag
//
if (mask1.HasOption(MinuteMask1Flags.Open4))
{
openDelta = _br.ReadUInt32BE();
openDeltaOffset = 1073741824; // 2147483648; // 1073741824; // 0x40000000
}
else if (mask1.HasOption(MinuteMask1Flags.Open1))
{
openDelta = _br.ReadByte();
openDeltaOffset = 128; // 0x80
}
else if (mask1.HasOption(MinuteMask1Flags.Open2))
{
openDelta = _br.ReadUInt16BE();
openDeltaOffset = 32768; // 0x4000
}
else
{
openDelta = 0;
openDeltaOffset = 0;
}
barOpen = Math.Round(_lastPrice + ((openDelta - openDeltaOffset) * _tickSizePrice), 2);
//
// check the High flag
//
if (mask2.HasOption(MinuteMask2Flags.High4))
{
highDelta = _br.ReadUInt32BE();
}
else if (mask2.HasOption(MinuteMask2Flags.High1))
{
highDelta = _br.ReadByte();
}
else if (mask2.HasOption(MinuteMask2Flags.High2))
{
highDelta = _br.ReadUInt16BE();
}
else
{
highDelta = 0;
}
barHigh = Math.Round(barOpen + (highDelta * _tickSizePrice), 2);
//
// check the Low flag
//
if (mask2.HasOption(MinuteMask2Flags.Low4))
{
lowDelta = _br.ReadUInt32BE();
}
else if (mask2.HasOption(MinuteMask2Flags.Low1))
{
lowDelta = _br.ReadByte();
}
else if (mask2.HasOption(MinuteMask2Flags.Low2))
{
lowDelta = _br.ReadUInt16BE();
}
else
{
lowDelta = 0;
}
barLow = Math.Round(barOpen - (lowDelta * _tickSizePrice), 2);
//
// check the Close flag
//
if (mask2.HasOption(MinuteMask2Flags.Close4))
{
closeDelta = _br.ReadUInt32BE();
}
else if (mask2.HasOption(MinuteMask2Flags.Close1))
{
closeDelta = _br.ReadByte();
}
else if (mask2.HasOption(MinuteMask2Flags.Close2))
{
closeDelta = _br.ReadUInt16BE();
}
else
{
closeDelta = 0;
}
barClose = Math.Round(barLow + (closeDelta * _tickSizePrice), 2);
//
// check the Volume flag
//
int volumeMultiplier = 1;
if (mask1.HasOption(MinuteMask1Flags.Volume8))
{
volumeDelta = _br.ReadUInt64BE();
}
else if (mask1.HasOption(MinuteMask1Flags.Volume4))
{
volumeDelta = _br.ReadUInt32BE();
}
else if (mask1.HasOption(MinuteMask1Flags.Volume2))
{
volumeDelta = _br.ReadUInt16BE();
}
else if (mask1.HasOption(MinuteMask1Flags.Volume1X1000))
{
volumeDelta = _br.ReadByte();
volumeMultiplier = 1000;
}
else if (mask1.HasOption(MinuteMask1Flags.Volume1X500))
{
volumeDelta = _br.ReadByte();
volumeMultiplier = 500;
}
else if (mask1.HasOption(MinuteMask1Flags.Volume1))
{
volumeDelta = _br.ReadByte();
}
else if (mask1.HasOption(MinuteMask1Flags.Volume1X100))
{
volumeDelta = _br.ReadByte();
volumeMultiplier = 100;
}
else
{
throw new Exception($"Unknown Volume Flag in Mask1: {Convert.ToString((short)mask1, 2)}\n" +
$"Mask2: {Convert.ToString((short)mask2, 2)}\n" +
$"FileName: {FileName}\n" +
$"Position: {_br.BaseStream.Position}");
}
barVolume = (long)volumeDelta * volumeMultiplier;
_lastDateTime = barDateTime;
_lastPrice = barOpen;
_lastVolume = barVolume;
_lastMask1 = mask1;
_lastMask2 = mask2;
return(new MinuteRecord(barDateTime, barOpen, barHigh, barLow, barClose, barVolume));
}
public static bool HasOption(this MinuteMask1Flags mask1, MinuteMask1Flags checkflag)
{
return((mask1 & checkflag) == checkflag);
}
