private static QuoteChange[] DeserializeQuotes(BitArrayReader reader, QuoteMetaInfo metaInfo, bool useLong, bool nonAdjustPrice)
{
if (reader == null)
{
throw new ArgumentNullException(nameof(reader));
}
if (metaInfo == null)
{
throw new ArgumentNullException(nameof(metaInfo));
}
var deltaCount = reader.ReadInt();
if (deltaCount == 0)
{
return(ArrayHelper.Empty <QuoteChange>());
}
var quotes = new QuoteChange[deltaCount];
for (var i = 0; i < deltaCount; i++)
{
var prevPrice = metaInfo.FirstPrice;
var price = reader.ReadPrice(ref prevPrice, metaInfo, useLong, nonAdjustPrice);
metaInfo.FirstPrice = prevPrice;
var volume = reader.ReadVolume(metaInfo);
var ordersCount = metaInfo.Version >= MarketDataVersions.Version56
? reader.ReadNullableInt()
: null;
var condition = metaInfo.Version >= MarketDataVersions.Version57
? reader.Read() ? (QuoteConditions)reader.ReadInt() : default
: default;
quotes[i] = new QuoteChange(price, volume, ordersCount, condition);
}
return(quotes);
}
private static QuoteChange[] DeserializeQuotes(BitArrayReader reader, QuoteMetaInfo metaInfo, bool useLong, bool nonAdjustPrice)
{
if (reader == null)
{
throw new ArgumentNullException(nameof(reader));
}
if (metaInfo == null)
{
throw new ArgumentNullException(nameof(metaInfo));
}
var count = reader.ReadInt();
if (count == 0)
{
return(ArrayHelper.Empty <QuoteChange>());
}
var is56 = metaInfo.Version >= MarketDataVersions.Version56;
var is57 = metaInfo.Version >= MarketDataVersions.Version57;
var is58 = metaInfo.Version >= MarketDataVersions.Version58;
var quotes = new QuoteChange[count];
for (var i = 0; i < count; i++)
{
var prevPrice = metaInfo.FirstPrice;
var price = reader.ReadPrice(ref prevPrice, metaInfo, useLong, nonAdjustPrice);
metaInfo.FirstPrice = prevPrice;
var volume = reader.ReadVolume(metaInfo);
var ordersCount = is56
? reader.ReadNullableInt()
: null;
var condition = is57
? (QuoteConditions)(reader.ReadNullableInt() ?? 0)
: default;
var quote = new QuoteChange(price, volume, ordersCount, condition);
if (is58)
{
if (reader.Read())
{
quote.Action = (QuoteChangeActions)reader.ReadInt();
}
if (reader.Read())
{
quote.StartPosition = reader.ReadInt();
}
if (reader.Read())
{
quote.EndPosition = reader.ReadInt();
}
}
quotes[i] = quote;
}
return(quotes);
}
