// **********************************************************************
void ReadNextRecordHeader()
{
try
{
lastMilliseconds = dr.ReadGrowing(lastMilliseconds);
CurrentDateTime = DateTimeHelper.FromMs(lastMilliseconds);
if (streams.Length > 1)
{
CurrentStreamIndex = dr.ReadByte();
currentStream = streams[CurrentStreamIndex];
}
}
catch (EndOfStreamException)
{
CurrentDateTime = DateTime.MaxValue;
}
}
// **********************************************************************
public QshReaderImpl(FileStream fs, Stream ds)
: base(fs)
{
dr = new DataReader(ds);
AppName = dr.ReadString();
Comment = dr.ReadString();
RecDateTime = new DateTime(dr.ReadInt64(), DateTimeKind.Utc);
lastMilliseconds = DateTimeHelper.ToMs(RecDateTime);
int streamCount = dr.ReadByte();
if (streamCount == 0)
{
throw new Exception("Нет потоков данных");
}
streams = new QshStream[streamCount];
for (int i = 0; i < streams.Length; i++)
{
StreamType st = (StreamType)dr.ReadByte();
switch (st)
{
case StreamType.Quotes:
streams[i] = new QuotesStream(dr);
break;
case StreamType.Deals:
streams[i] = new DealsStream(dr);
break;
case StreamType.OwnOrders:
streams[i] = new OwnOrdersStream(dr);
break;
case StreamType.OwnTrades:
streams[i] = new OwnTradesStream(dr);
break;
case StreamType.Messages:
streams[i] = new MessagesStream(dr);
break;
case StreamType.AuxInfo:
streams[i] = new AuxInfoStream(dr);
break;
case StreamType.OrdLog:
streams[i] = new OrdLogStream(dr);
break;
default:
throw new FormatException("Неизвестный тип данных: " + st);
}
}
if (streams.Length == 1)
{
currentStream = streams[0];
}
ReadNextRecordHeader();
}
// **********************************************************************
public QshReaderImpl(FileStream fs, Stream ds)
: base(fs)
{
dr = new DataReader(ds);
AppName = dr.ReadString();
Comment = dr.ReadString();
RecDateTime = new DateTime(dr.ReadInt64(), DateTimeKind.Utc);
lastMilliseconds = DateTimeHelper.ToMs(RecDateTime);
int streamCount = dr.ReadByte();
if(streamCount == 0)
throw new Exception("Нет потоков данных");
streams = new QshStream[streamCount];
for(int i = 0; i < streams.Length; i++)
{
StreamType st = (StreamType)dr.ReadByte();
switch(st)
{
case StreamType.Stock:
streams[i] = new StockStream(dr);
break;
case StreamType.Deals:
streams[i] = new DealsStream(dr);
break;
case StreamType.Orders:
streams[i] = new OrdersStream(dr);
break;
case StreamType.Trades:
streams[i] = new TradesStream(dr);
break;
case StreamType.Messages:
streams[i] = new MessagesStream(dr);
break;
case StreamType.AuxInfo:
streams[i] = new AuxInfoStream(dr);
break;
case StreamType.OrdLog:
streams[i] = new OrdLogStream(dr);
break;
default:
throw new FormatException("Неизвестный тип данных: " + st);
}
}
if(streams.Length == 1)
currentStream = streams[0];
ReadNextRecordHeader();
}
// **********************************************************************
void ReadNextRecordHeader()
{
try
{
lastMilliseconds = dr.ReadGrowing(lastMilliseconds);
CurrentDateTime = DateTimeHelper.FromMs(lastMilliseconds);
if(streams.Length > 1)
{
CurrentStreamIndex = dr.ReadByte();
currentStream = streams[CurrentStreamIndex];
}
}
catch(EndOfStreamException)
{
CurrentDateTime = DateTime.MaxValue;
}
}