internal static void Send(ResponseComposer p)
{
var version = p.GetVersion();
var requestId = p.ReadInt();
if (requestId == int.MaxValue)
{
p.ReadDouble(); // trigger parse exception for testing
}
var priceTickType = p.ReadEnum <TickType>();
var price = p.ReadDouble();
var size = version >= 2 ? p.ReadInt() : 0;
var priceTick = new TickPrice(requestId, priceTickType, price, new TickAttrib(version >= 3? p: null));
p.Output(priceTick);
if (version >= 2)
{
TickType tickTypeSize = GetTickTypeSize(priceTickType);
if (tickTypeSize != TickType.Undefined)
{
p.Output(new TickSize(requestId, tickTypeSize, size));
}
}
}
internal TickOptionComputation(ResponseComposer c)
{
var version = c.GetVersion();
RequestId = c.ReadInt();
TickType = c.ReadEnum <TickType>();
ImpliedVolatility = c.ReadDoubleNullable();
if (ImpliedVolatility == -1)
{
ImpliedVolatility = null;
}
Delta = c.ReadDoubleNullable();
if (Delta == -2)
{
Delta = null;
}
if (version >= 6 || TickType == TickType.ModelOptionComputation || TickType == TickType.DelayedModelOption)
{
OptPrice = c.ReadDoubleNullable();
if (OptPrice == -1)
{
OptPrice = null;
}
PvDividend = c.ReadDoubleNullable();
if (PvDividend == -1)
{
PvDividend = null;
}
}
if (version >= 6)
{
Gamma = c.ReadDoubleNullable();
if (Gamma == -2)
{
Gamma = null;
}
Vega = c.ReadDoubleNullable();
if (Vega == -2)
{
Vega = null;
}
Theta = c.ReadDoubleNullable();
if (Theta == -2)
{
Theta = null;
}
UndPrice = c.ReadDoubleNullable();
if (UndPrice == -1)
{
UndPrice = null;
}
}
}
