internal OptionComputationTick(ResponseReader r)
{
if (!r.Builder.SupportsServerVersion(ServerVersion.PRICE_BASED_VOLATILITY))
{
r.RequireVersion(6);
}
RequestId = r.ReadInt();
TickType = r.ReadEnum <TickType>();
if (r.Builder.SupportsServerVersion(ServerVersion.PRICE_BASED_VOLATILITY))
{
TickAttrib = r.ReadInt();
}
ImpliedVolatility = r.ReadDoubleNullable();
if (ImpliedVolatility == -1)
{
ImpliedVolatility = null;
}
Delta = r.ReadDoubleNullable();
if (Delta == -2)
{
Delta = null;
}
OptPrice = r.ReadDoubleNullable();
if (OptPrice == -1)
{
OptPrice = null;
}
PvDividend = r.ReadDoubleNullable();
if (PvDividend == -1)
{
PvDividend = null;
}
Gamma = r.ReadDoubleNullable();
if (Gamma == -2)
{
Gamma = null;
}
Vega = r.ReadDoubleNullable();
if (Vega == -2)
{
Vega = null;
}
Theta = r.ReadDoubleNullable();
if (Theta == -2)
{
Theta = null;
}
UndPrice = r.ReadDoubleNullable();
if (UndPrice == -1)
{
UndPrice = null;
}
}
internal void ReadLmtPrice() => Order.LimitPrice = (MessageVersion < 29) ? R.ReadDouble() : R.ReadDoubleNullable();