PositionChangeMessage ISnapshotSerializer <Key, PositionChangeMessage> .Deserialize(Version version, byte[] buffer)
{
if (version == null)
{
throw new ArgumentNullException(nameof(version));
}
using (var handle = new GCHandle <byte[]>(buffer))
{
var snapshot = handle.CreatePointer().ToStruct <PositionSnapshot>(true);
var posMsg = new PositionChangeMessage
{
SecurityId = snapshot.SecurityId.ToSecurityId(),
PortfolioName = snapshot.Portfolio,
ServerTime = snapshot.LastChangeServerTime.To <DateTimeOffset>(),
LocalTime = snapshot.LastChangeLocalTime.To <DateTimeOffset>(),
ClientCode = snapshot.ClientCode,
DepoName = snapshot.DepoName,
BoardCode = snapshot.BoardCode,
LimitType = (TPlusLimits?)snapshot.LimitType,
Description = snapshot.Description,
StrategyId = snapshot.StrategyId,
Side = (Sides?)snapshot.Side,
BuildFrom = snapshot.BuildFrom,
}
.TryAdd(PositionChangeTypes.BeginValue, snapshot.BeginValue, true)
.TryAdd(PositionChangeTypes.CurrentValue, snapshot.CurrentValue, true)
.TryAdd(PositionChangeTypes.BlockedValue, snapshot.BlockedValue, true)
.TryAdd(PositionChangeTypes.CurrentPrice, snapshot.CurrentPrice, true)
.TryAdd(PositionChangeTypes.AveragePrice, snapshot.AveragePrice, true)
.TryAdd(PositionChangeTypes.UnrealizedPnL, snapshot.UnrealizedPnL, true)
.TryAdd(PositionChangeTypes.RealizedPnL, snapshot.RealizedPnL, true)
.TryAdd(PositionChangeTypes.VariationMargin, snapshot.VariationMargin, true)
.TryAdd(PositionChangeTypes.Leverage, snapshot.Leverage, true)
.TryAdd(PositionChangeTypes.Commission, snapshot.Commission, true)
.TryAdd(PositionChangeTypes.CurrentValueInLots, snapshot.CurrentValueInLots, true)
.TryAdd(PositionChangeTypes.CommissionTaker, snapshot.CommissionTaker, true)
.TryAdd(PositionChangeTypes.CommissionMaker, snapshot.CommissionMaker, true)
.TryAdd(PositionChangeTypes.SettlementPrice, snapshot.SettlementPrice, true)
.TryAdd(PositionChangeTypes.ExpirationDate, snapshot.ExpirationDate.To <DateTimeOffset?>())
.TryAdd(PositionChangeTypes.BuyOrdersCount, snapshot.BuyOrdersCount, true)
.TryAdd(PositionChangeTypes.SellOrdersCount, snapshot.SellOrdersCount, true)
.TryAdd(PositionChangeTypes.BuyOrdersMargin, snapshot.BuyOrdersMargin, true)
.TryAdd(PositionChangeTypes.SellOrdersMargin, snapshot.SellOrdersMargin, true)
.TryAdd(PositionChangeTypes.OrdersMargin, snapshot.OrdersMargin, true)
.TryAdd(PositionChangeTypes.OrdersCount, snapshot.OrdersCount, true)
.TryAdd(PositionChangeTypes.TradesCount, snapshot.TradesCount, true)
.TryAdd(PositionChangeTypes.State, snapshot.State?.ToEnum <PortfolioStates>())
;
if (snapshot.Currency != null)
{
posMsg.Add(PositionChangeTypes.Currency, (CurrencyTypes)snapshot.Currency.Value);
}
return(posMsg);
}
}
ExecutionMessage ISnapshotSerializer <string, ExecutionMessage> .Deserialize(Version version, byte[] buffer)
{
if (version == null)
{
throw new ArgumentNullException(nameof(version));
}
using (var handle = new GCHandle <byte[]>(buffer))
{
var ptr = handle.CreatePointer();
var snapshot = ptr.ToStruct <TransactionSnapshot>(true);
var execMsg = new ExecutionMessage
{
SecurityId = snapshot.SecurityId.ToSecurityId(),
PortfolioName = snapshot.PortfolioName,
ServerTime = snapshot.LastChangeServerTime.To <DateTimeOffset>(),
LocalTime = snapshot.LastChangeLocalTime.To <DateTimeOffset>(),
ExecutionType = ExecutionTypes.Transaction,
//OriginalTransactionId = snapshot.OriginalTransactionId,
TransactionId = snapshot.TransactionId,
HasOrderInfo = snapshot.HasOrderInfo,
HasTradeInfo = snapshot.HasTradeInfo,
BrokerCode = snapshot.BrokerCode,
ClientCode = snapshot.ClientCode,
Comment = snapshot.Comment,
SystemComment = snapshot.SystemComment,
Currency = snapshot.Currency == null ? (CurrencyTypes?)null : (CurrencyTypes)snapshot.Currency.Value,
DepoName = snapshot.DepoName,
Error = snapshot.Error.IsEmpty() ? null : new InvalidOperationException(snapshot.Error),
ExpiryDate = snapshot.ExpiryDate?.To <DateTimeOffset>(),
IsMarketMaker = snapshot.IsMarketMaker == null ? (bool?)null : (snapshot.IsMarketMaker.Value == 1),
IsMargin = snapshot.IsMargin == null ? (bool?)null : (snapshot.IsMargin.Value == 1),
IsManual = snapshot.IsManual == null ? (bool?)null : (snapshot.IsManual.Value == 1),
Side = (Sides)snapshot.Side,
OrderId = snapshot.OrderId,
OrderStringId = snapshot.OrderStringId,
OrderBoardId = snapshot.OrderBoardId,
OrderPrice = snapshot.OrderPrice,
OrderVolume = snapshot.OrderVolume,
VisibleVolume = snapshot.VisibleVolume,
OrderType = snapshot.OrderType == null ? (OrderTypes?)null : (OrderTypes)snapshot.OrderType.Value,
OrderState = snapshot.OrderState == null ? (OrderStates?)null : (OrderStates)snapshot.OrderState.Value,
OrderStatus = snapshot.OrderStatus,
Balance = snapshot.Balance,
UserOrderId = snapshot.UserOrderId,
OriginSide = snapshot.OriginSide == null ? (Sides?)null : (Sides)snapshot.OriginSide.Value,
Latency = snapshot.Latency == null ? (TimeSpan?)null : TimeSpan.FromTicks(snapshot.Latency.Value),
PnL = snapshot.PnL,
Position = snapshot.Position,
Slippage = snapshot.Slippage,
Commission = snapshot.Commission,
TradePrice = snapshot.TradePrice,
TradeVolume = snapshot.TradeVolume,
TradeStatus = snapshot.TradeStatus,
TradeId = snapshot.TradeId,
TradeStringId = snapshot.TradeStringId,
OpenInterest = snapshot.OpenInterest,
IsSystem = snapshot.IsSystem == null ? (bool?)null : (snapshot.IsSystem.Value == 1),
TimeInForce = snapshot.OrderTif == null ? (TimeInForce?)null : (TimeInForce)snapshot.OrderTif.Value,
};
//var paramSize = (version > SnapshotVersions.V20 ? typeof(TransactionConditionParamV21) : typeof(TransactionConditionParamV20)).SizeOf();
if (!snapshot.ConditionType.IsEmpty())
{
execMsg.Condition = snapshot.ConditionType.To <Type>().CreateInstance <OrderCondition>();
execMsg.Condition.Parameters.Clear(); // removing pre-defined values
}
for (var i = 0; i < snapshot.ConditionParamsCount; i++)
{
var param = ptr.ToStruct <TransactionConditionParamV21>(true);
var typeBuffer = new byte[param.ValueTypeLen];
ptr.CopyTo(typeBuffer, true);
var paramTypeName = typeBuffer.UTF8();
try
{
var paramType = paramTypeName.To <Type>();
object value;
if (param.NumValue != null)
{
value = (long)param.NumValue;
}
else if (param.DecimalValue != null)
{
value = (decimal)param.DecimalValue;
}
else if (param.BoolValue != null)
{
value = (bool)param.BoolValue;
}
//else if (paramType == typeof(Unit))
// value = param.StringValue.ToUnit();
else if (param.StringValueLen > 0)
{
var strBuffer = new byte[param.StringValueLen];
ptr.CopyTo(strBuffer, true);
if (typeof(IPersistable).IsAssignableFrom(paramType))
{
var persistable = paramType.CreateInstance <IPersistable>();
persistable.Load(new XmlSerializer <SettingsStorage>().Deserialize(strBuffer));
value = persistable;
}
else if (typeof(IRange).IsAssignableFrom(paramType))
{
var range = paramType.CreateInstance <IRange>();
var storage = new XmlSerializer <SettingsStorage>().Deserialize(strBuffer);
if (storage.ContainsKey(nameof(range.Min)))
{
range.Min = storage.GetValue <object>(nameof(range.Min));
}
if (storage.ContainsKey(nameof(range.Max)))
{
range.Max = storage.GetValue <object>(nameof(range.Max));
}
value = range;
}
else
{
value = typeof(XmlSerializer <>).Make(paramType).CreateInstance <ISerializer>().Deserialize(strBuffer);
}
}
else
{
value = null;
}
value = value.To(paramType);
execMsg.Condition.Parameters.Add(param.Name, value);
}
catch (Exception ex)
{
ex.LogError();
}
}
return(execMsg);
}
}
Level1ChangeMessage ISnapshotSerializer <SecurityId, Level1ChangeMessage> .Deserialize(Version version, byte[] buffer)
{
if (version == null)
{
throw new ArgumentNullException(nameof(version));
}
using (var handle = new GCHandle <byte[]>(buffer))
{
var snapshot = handle.CreatePointer().ToStruct <Level1Snapshot>(true);
var level1Msg = new Level1ChangeMessage
{
SecurityId = snapshot.SecurityId.ToSecurityId(),
ServerTime = snapshot.LastChangeServerTime.To <DateTimeOffset>(),
LocalTime = snapshot.LastChangeLocalTime.To <DateTimeOffset>(),
BuildFrom = snapshot.BuildFrom,
SeqNum = snapshot.SeqNum,
};
level1Msg
.TryAdd(Level1Fields.LastTradePrice, snapshot.LastTradePrice)
.TryAdd(Level1Fields.LastTradeVolume, snapshot.LastTradeVolume)
.TryAdd(Level1Fields.LastTradeId, snapshot.LastTradeId)
.TryAdd(Level1Fields.BestBidPrice, snapshot.BestBidPrice)
.TryAdd(Level1Fields.BestAskPrice, snapshot.BestAskPrice)
.TryAdd(Level1Fields.BestBidVolume, snapshot.BestBidVolume)
.TryAdd(Level1Fields.BestAskVolume, snapshot.BestAskVolume)
.TryAdd(Level1Fields.BidsVolume, snapshot.BidsVolume)
.TryAdd(Level1Fields.AsksVolume, snapshot.AsksVolume)
.TryAdd(Level1Fields.BidsCount, snapshot.BidsCount)
.TryAdd(Level1Fields.AsksCount, snapshot.AsksCount)
.TryAdd(Level1Fields.HighBidPrice, snapshot.HighBidPrice)
.TryAdd(Level1Fields.LowAskPrice, snapshot.LowAskPrice)
.TryAdd(Level1Fields.OpenPrice, snapshot.OpenPrice)
.TryAdd(Level1Fields.HighPrice, snapshot.HighPrice)
.TryAdd(Level1Fields.LowPrice, snapshot.LowPrice)
.TryAdd(Level1Fields.ClosePrice, snapshot.ClosePrice)
.TryAdd(Level1Fields.Volume, snapshot.Volume)
.TryAdd(Level1Fields.StepPrice, snapshot.StepPrice)
.TryAdd(Level1Fields.OpenInterest, snapshot.OI)
.TryAdd(Level1Fields.MinPrice, snapshot.MinPrice)
.TryAdd(Level1Fields.MaxPrice, snapshot.MaxPrice)
.TryAdd(Level1Fields.MarginBuy, snapshot.MarginBuy)
.TryAdd(Level1Fields.MarginSell, snapshot.MarginSell)
.TryAdd(Level1Fields.ImpliedVolatility, snapshot.IV)
.TryAdd(Level1Fields.HistoricalVolatility, snapshot.HV)
.TryAdd(Level1Fields.TheorPrice, snapshot.TheorPrice)
.TryAdd(Level1Fields.Delta, snapshot.Delta)
.TryAdd(Level1Fields.Gamma, snapshot.Gamma)
.TryAdd(Level1Fields.Vega, snapshot.Vega)
.TryAdd(Level1Fields.Theta, snapshot.Theta)
.TryAdd(Level1Fields.Rho, snapshot.Rho)
.TryAdd(Level1Fields.AveragePrice, snapshot.AveragePrice)
.TryAdd(Level1Fields.SettlementPrice, snapshot.SettlementPrice)
.TryAdd(Level1Fields.Change, snapshot.Change)
.TryAdd(Level1Fields.AccruedCouponIncome, snapshot.AccruedCouponIncome)
.TryAdd(Level1Fields.Yield, snapshot.Yield)
.TryAdd(Level1Fields.VWAP, snapshot.VWAP)
.TryAdd(Level1Fields.TradesCount, snapshot.TradesCount)
.TryAdd(Level1Fields.Beta, snapshot.Beta)
.TryAdd(Level1Fields.AverageTrueRange, snapshot.AverageTrueRange)
.TryAdd(Level1Fields.Duration, snapshot.Duration)
.TryAdd(Level1Fields.Turnover, snapshot.Turnover)
.TryAdd(Level1Fields.SpreadMiddle, snapshot.SpreadMiddle)
.TryAdd(Level1Fields.PriceEarnings, snapshot.PriceEarnings)
.TryAdd(Level1Fields.ForwardPriceEarnings, snapshot.ForwardPriceEarnings)
.TryAdd(Level1Fields.PriceEarningsGrowth, snapshot.PriceEarningsGrowth)
.TryAdd(Level1Fields.PriceSales, snapshot.PriceSales)
.TryAdd(Level1Fields.PriceBook, snapshot.PriceBook)
.TryAdd(Level1Fields.PriceCash, snapshot.PriceCash)
.TryAdd(Level1Fields.PriceFreeCash, snapshot.PriceFreeCash)
.TryAdd(Level1Fields.Payout, snapshot.Payout)
.TryAdd(Level1Fields.SharesOutstanding, snapshot.SharesOutstanding)
.TryAdd(Level1Fields.SharesFloat, snapshot.SharesFloat)
.TryAdd(Level1Fields.FloatShort, snapshot.FloatShort)
.TryAdd(Level1Fields.ShortRatio, snapshot.ShortRatio)
.TryAdd(Level1Fields.ReturnOnAssets, snapshot.ReturnOnAssets)
.TryAdd(Level1Fields.ReturnOnEquity, snapshot.ReturnOnEquity)
.TryAdd(Level1Fields.ReturnOnInvestment, snapshot.ReturnOnInvestment)
.TryAdd(Level1Fields.CurrentRatio, snapshot.CurrentRatio)
.TryAdd(Level1Fields.QuickRatio, snapshot.QuickRatio)
.TryAdd(Level1Fields.HistoricalVolatilityWeek, snapshot.HistoricalVolatilityWeek)
.TryAdd(Level1Fields.HistoricalVolatilityMonth, snapshot.HistoricalVolatilityMonth)
.TryAdd(Level1Fields.IssueSize, snapshot.IssueSize)
.TryAdd(Level1Fields.BuyBackPrice, snapshot.BuyBackPrice)
.TryAdd(Level1Fields.Dividend, snapshot.Dividend)
.TryAdd(Level1Fields.AfterSplit, snapshot.AfterSplit)
.TryAdd(Level1Fields.BeforeSplit, snapshot.BeforeSplit)
.TryAdd(Level1Fields.CommissionTaker, snapshot.CommissionTaker)
.TryAdd(Level1Fields.CommissionMaker, snapshot.CommissionMaker)
.TryAdd(Level1Fields.MinVolume, snapshot.MinVolume)
.TryAdd(Level1Fields.UnderlyingMinVolume, snapshot.UnderlyingMinVolume)
.TryAdd(Level1Fields.CouponValue, snapshot.CouponValue)
.TryAdd(Level1Fields.CouponDate, snapshot.CouponDate?.To <DateTimeOffset>())
.TryAdd(Level1Fields.CouponPeriod, snapshot.CouponPeriod)
.TryAdd(Level1Fields.MarketPriceYesterday, snapshot.MarketPriceYesterday)
.TryAdd(Level1Fields.MarketPriceToday, snapshot.MarketPriceToday)
.TryAdd(Level1Fields.VWAPPrev, snapshot.VWAPPrev)
.TryAdd(Level1Fields.YieldVWAP, snapshot.YieldVWAP)
.TryAdd(Level1Fields.YieldVWAPPrev, snapshot.YieldVWAPPrev)
.TryAdd(Level1Fields.Index, snapshot.Index)
.TryAdd(Level1Fields.Imbalance, snapshot.Imbalance)
.TryAdd(Level1Fields.UnderlyingPrice, snapshot.UnderlyingPrice)
.TryAdd(Level1Fields.MaxVolume, snapshot.MaxVolume)
.TryAdd(Level1Fields.LowBidPrice, snapshot.LowBidPrice)
.TryAdd(Level1Fields.HighAskPrice, snapshot.HighAskPrice)
.TryAdd(Level1Fields.LastTradeVolumeLow, snapshot.LastTradeVolumeLow)
.TryAdd(Level1Fields.LastTradeVolumeHigh, snapshot.LastTradeVolumeHigh)
.TryAdd(Level1Fields.OptionMargin, snapshot.OptionMargin)
.TryAdd(Level1Fields.OptionSyntheticMargin, snapshot.OptionSyntheticMargin)
.TryAdd(Level1Fields.PriceStep, snapshot.PriceStep)
.TryAdd(Level1Fields.VolumeStep, snapshot.VolumeStep)
.TryAdd(Level1Fields.BestBidTime, snapshot.BestBidTime?.To <DateTimeOffset>())
.TryAdd(Level1Fields.BestAskTime, snapshot.BestAskTime?.To <DateTimeOffset>())
.TryAdd(Level1Fields.Multiplier, snapshot.Multiplier)
.TryAdd(Level1Fields.LongTermDebtEquity, snapshot.LongTermDebtEquity)
.TryAdd(Level1Fields.TotalDebtEquity, snapshot.TotalDebtEquity)
.TryAdd(Level1Fields.GrossMargin, snapshot.GrossMargin)
.TryAdd(Level1Fields.OperatingMargin, snapshot.OperatingMargin)
.TryAdd(Level1Fields.ProfitMargin, snapshot.ProfitMargin)
.TryAdd(Level1Fields.IsSystem, snapshot.IsSystem?.ToBool())
.TryAdd(Level1Fields.Decimals, snapshot.Decimals, true)
.TryAdd(Level1Fields.LowBidVolume, snapshot.LowBidVolume)
.TryAdd(Level1Fields.HighAskVolume, snapshot.HighAskVolume)
.TryAdd(Level1Fields.UnderlyingBestBidPrice, snapshot.UnderlyingBestBidPrice)
.TryAdd(Level1Fields.UnderlyingBestAskPrice, snapshot.UnderlyingBestAskPrice)
.TryAdd(Level1Fields.MedianPrice, snapshot.MedianPrice)
.TryAdd(Level1Fields.HighPrice52Week, snapshot.HighPrice52Week)
.TryAdd(Level1Fields.LowPrice52Week, snapshot.LowPrice52Week)
.TryAdd(Level1Fields.LastTradeStringId, snapshot.LastTradeStringId)
;
if (snapshot.LastTradeTime != null)
{
level1Msg.Add(Level1Fields.LastTradeTime, snapshot.LastTradeTime.Value.To <DateTimeOffset>());
}
if (snapshot.LastTradeUpDown != null)
{
level1Msg.Add(Level1Fields.LastTradeUpDown, snapshot.LastTradeUpDown.Value == 1);
}
if (snapshot.LastTradeOrigin != null)
{
level1Msg.Add(Level1Fields.LastTradeOrigin, (Sides)snapshot.LastTradeOrigin.Value);
}
if (snapshot.State != null)
{
level1Msg.Add(Level1Fields.State, (SecurityStates)snapshot.State.Value);
}
if (snapshot.BuyBackDate != null)
{
level1Msg.Add(Level1Fields.BuyBackDate, snapshot.BuyBackDate.Value.To <DateTimeOffset>());
}
return(level1Msg);
}
}
Level1ChangeMessage ISnapshotSerializer <SecurityId, Level1ChangeMessage> .Deserialize(Version version, byte[] buffer)
{
if (version == null)
{
throw new ArgumentNullException(nameof(version));
}
using (var handle = new GCHandle <byte[]>(buffer))
{
var snapshot = handle.CreatePointer().ToStruct <Level1Snapshot>(true);
var level1Msg = new Level1ChangeMessage
{
SecurityId = snapshot.SecurityId.ToSecurityId(),
ServerTime = snapshot.LastChangeServerTime.To <DateTimeOffset>(),
LocalTime = snapshot.LastChangeLocalTime.To <DateTimeOffset>(),
};
level1Msg
.TryAdd(Level1Fields.LastTradePrice, snapshot.LastTradePrice)
.TryAdd(Level1Fields.LastTradeVolume, snapshot.LastTradeVolume)
.TryAdd(Level1Fields.LastTradeId, snapshot.LastTradeId)
.TryAdd(Level1Fields.BestBidPrice, snapshot.BestBidPrice)
.TryAdd(Level1Fields.BestAskPrice, snapshot.BestAskPrice)
.TryAdd(Level1Fields.BestBidVolume, snapshot.BestBidVolume)
.TryAdd(Level1Fields.BestAskVolume, snapshot.BestAskVolume)
.TryAdd(Level1Fields.BidsVolume, snapshot.BidsVolume)
.TryAdd(Level1Fields.AsksVolume, snapshot.AsksVolume)
.TryAdd(Level1Fields.BidsCount, snapshot.BidsCount)
.TryAdd(Level1Fields.AsksCount, snapshot.AsksCount)
.TryAdd(Level1Fields.HighBidPrice, snapshot.HighBidPrice)
.TryAdd(Level1Fields.LowAskPrice, snapshot.LowAskPrice)
.TryAdd(Level1Fields.OpenPrice, snapshot.OpenPrice)
.TryAdd(Level1Fields.HighPrice, snapshot.HighPrice)
.TryAdd(Level1Fields.LowPrice, snapshot.LowPrice)
.TryAdd(Level1Fields.ClosePrice, snapshot.ClosePrice)
.TryAdd(Level1Fields.Volume, snapshot.Volume)
.TryAdd(Level1Fields.StepPrice, snapshot.StepPrice)
.TryAdd(Level1Fields.OpenInterest, snapshot.OI)
.TryAdd(Level1Fields.MinPrice, snapshot.MinPrice)
.TryAdd(Level1Fields.MaxPrice, snapshot.MaxPrice)
.TryAdd(Level1Fields.MarginBuy, snapshot.MarginBuy)
.TryAdd(Level1Fields.MarginSell, snapshot.MarginSell)
.TryAdd(Level1Fields.ImpliedVolatility, snapshot.IV)
.TryAdd(Level1Fields.HistoricalVolatility, snapshot.HV)
.TryAdd(Level1Fields.TheorPrice, snapshot.TheorPrice)
.TryAdd(Level1Fields.Delta, snapshot.Delta)
.TryAdd(Level1Fields.Gamma, snapshot.Gamma)
.TryAdd(Level1Fields.Vega, snapshot.Vega)
.TryAdd(Level1Fields.Theta, snapshot.Theta)
.TryAdd(Level1Fields.Rho, snapshot.Rho)
.TryAdd(Level1Fields.AveragePrice, snapshot.AveragePrice)
.TryAdd(Level1Fields.SettlementPrice, snapshot.SettlementPrice)
.TryAdd(Level1Fields.Change, snapshot.Change)
.TryAdd(Level1Fields.AccruedCouponIncome, snapshot.AccruedCouponIncome)
.TryAdd(Level1Fields.Yield, snapshot.Yield)
.TryAdd(Level1Fields.VWAP, snapshot.VWAP)
.TryAdd(Level1Fields.TradesCount, snapshot.TradesCount)
.TryAdd(Level1Fields.Beta, snapshot.Beta)
.TryAdd(Level1Fields.AverageTrueRange, snapshot.AverageTrueRange)
.TryAdd(Level1Fields.Duration, snapshot.Duration)
.TryAdd(Level1Fields.Turnover, snapshot.Turnover)
.TryAdd(Level1Fields.SpreadMiddle, snapshot.SpreadMiddle)
.TryAdd(Level1Fields.PriceEarnings, snapshot.PriceEarnings)
.TryAdd(Level1Fields.ForwardPriceEarnings, snapshot.ForwardPriceEarnings)
.TryAdd(Level1Fields.PriceEarningsGrowth, snapshot.PriceEarningsGrowth)
.TryAdd(Level1Fields.PriceSales, snapshot.PriceSales)
.TryAdd(Level1Fields.PriceBook, snapshot.PriceBook)
.TryAdd(Level1Fields.PriceCash, snapshot.PriceCash)
.TryAdd(Level1Fields.PriceFreeCash, snapshot.PriceFreeCash)
.TryAdd(Level1Fields.Payout, snapshot.Payout)
.TryAdd(Level1Fields.SharesOutstanding, snapshot.SharesOutstanding)
.TryAdd(Level1Fields.SharesFloat, snapshot.SharesFloat)
.TryAdd(Level1Fields.FloatShort, snapshot.FloatShort)
.TryAdd(Level1Fields.ShortRatio, snapshot.ShortRatio)
.TryAdd(Level1Fields.ReturnOnAssets, snapshot.ReturnOnAssets)
.TryAdd(Level1Fields.ReturnOnEquity, snapshot.ReturnOnEquity)
.TryAdd(Level1Fields.ReturnOnInvestment, snapshot.ReturnOnInvestment)
.TryAdd(Level1Fields.CurrentRatio, snapshot.CurrentRatio)
.TryAdd(Level1Fields.QuickRatio, snapshot.QuickRatio)
.TryAdd(Level1Fields.HistoricalVolatilityWeek, snapshot.HistoricalVolatilityWeek)
.TryAdd(Level1Fields.HistoricalVolatilityMonth, snapshot.HistoricalVolatilityMonth)
.TryAdd(Level1Fields.IssueSize, snapshot.IssueSize)
.TryAdd(Level1Fields.BuyBackPrice, snapshot.BuyBackPrice)
.TryAdd(Level1Fields.Dividend, snapshot.Dividend)
.TryAdd(Level1Fields.AfterSplit, snapshot.AfterSplit)
.TryAdd(Level1Fields.BeforeSplit, snapshot.BeforeSplit)
;
if (snapshot.LastTradeTime != null)
{
level1Msg.Add(Level1Fields.LastTradeTime, snapshot.LastTradeTime.Value.To <DateTimeOffset>());
}
if (snapshot.LastTradeUpDown != null)
{
level1Msg.Add(Level1Fields.LastTradeUpDown, snapshot.LastTradeUpDown.Value == 1);
}
if (snapshot.LastTradeOrigin != null)
{
level1Msg.Add(Level1Fields.LastTradeOrigin, (Sides)snapshot.LastTradeOrigin.Value);
}
if (snapshot.State != null)
{
level1Msg.Add(Level1Fields.State, (SecurityStates)snapshot.State.Value);
}
if (snapshot.BuyBackDate != null)
{
level1Msg.Add(Level1Fields.BuyBackDate, snapshot.BuyBackDate.Value.To <DateTimeOffset>());
}
return(level1Msg);
}
}
