public static long Decode(MarketDataIncrementalRefreshTrades.Builder marketData,
byte[] input)
{
var builder = MarketDataIncrementalRefreshTrades.CreateBuilder();
marketData.Clear();
builder.MergeFrom(input).Build();
ulong transactTime = marketData.TransactTime;
uint eventTimeDelta = marketData.EventTimeDelta;
MarketDataIncrementalRefreshTrades.Types.MatchEventIndicator matchEventIndicator =
marketData.MatchEventIndicator;
foreach (MdIncGrp mdIncGrp in marketData.MdIncGroupList)
{
ulong tradeId = mdIncGrp.TradeId;
ulong securityId = mdIncGrp.SecurityId;
long mantissa = mdIncGrp.MdEntryPx.Mantissa;
int i = mdIncGrp.MdEntrySize.Mantissa;
uint numberOfOrders = mdIncGrp.NumberOfOrders;
MdIncGrp.Types.MdUpdateAction mdUpdateAction = mdIncGrp.MdUpdateAction;
uint repSeq = mdIncGrp.RepSeq;
MdIncGrp.Types.Side aggressorSide = mdIncGrp.AggressorSide;
MdIncGrp.Types.MdEntryType mdEntryType = mdIncGrp.MdEntryType;
}
return(input.Length);
}
public static long Encode(MarketDataIncrementalRefreshTrades.Builder marketData, Stream output)
{
output.Position = 0;
marketData.Clear()
.SetTransactTime(1234L)
.SetEventTimeDelta(987)
.SetMatchEventIndicator(MarketDataIncrementalRefreshTrades.Types.MatchEventIndicator.END_EVENT);
MdIncGrp.Builder groupBuilder = MdIncGrp.CreateBuilder();
groupBuilder.SetTradeId(1234L);
groupBuilder.SetSecurityId(56789L);
groupBuilder.SetMdEntryPx(Decimal64.CreateBuilder().SetMantissa(50));
groupBuilder.SetMdEntrySize(IntQty32.CreateBuilder().SetMantissa(10));
groupBuilder.SetNumberOfOrders(1);
groupBuilder.SetMdUpdateAction(MdIncGrp.Types.MdUpdateAction.NEW);
groupBuilder.SetRepSeq(1);
groupBuilder.SetAggressorSide(MdIncGrp.Types.Side.BUY);
groupBuilder.SetMdEntryType(MdIncGrp.Types.MdEntryType.BID);
marketData.AddMdIncGroup(groupBuilder);
groupBuilder = MdIncGrp.CreateBuilder();
groupBuilder.SetTradeId(1234L);
groupBuilder.SetSecurityId(56789L);
groupBuilder.SetMdEntryPx(Decimal64.CreateBuilder().SetMantissa(50));
groupBuilder.SetMdEntrySize(IntQty32.CreateBuilder().SetMantissa(10));
groupBuilder.SetNumberOfOrders(1);
groupBuilder.SetMdUpdateAction(MdIncGrp.Types.MdUpdateAction.NEW);
groupBuilder.SetRepSeq(1);
groupBuilder.SetAggressorSide(MdIncGrp.Types.Side.SELL);
groupBuilder.SetMdEntryType(MdIncGrp.Types.MdEntryType.OFFER);
marketData.AddMdIncGroup(groupBuilder);
marketData.Build().WriteTo(output);
return(output.Position);
}
