internal OrderStatusReport(ResponseComposer c)
{
var serverVersion = c.Config.ServerVersionCurrent;
var version = serverVersion >= ServerVersion.MarketCapPrice ? int.MaxValue : c.ReadInt();
OrderId = c.ReadInt();
Status = c.ReadStringEnum <OrderStatus>();
Filled = c.ReadDouble();
Remaining = c.ReadDouble();
AverageFillPrice = c.ReadDouble();
if (version >= 2)
{
PermanentId = c.ReadInt();
}
if (version >= 3)
{
ParentId = c.ReadInt();
}
if (version >= 4)
{
LastFillPrice = c.ReadDouble();
}
if (version >= 5)
{
ClientId = c.ReadInt();
}
if (version >= 6)
{
WhyHeld = c.ReadString();
}
if (serverVersion >= ServerVersion.MarketCapPrice)
{
MktCapPrice = c.ReadDouble();
}
}
internal static void Send(ResponseComposer p)
{
var version = p.GetVersion();
var requestId = p.ReadInt();
if (requestId == int.MaxValue)
{
p.ReadDouble(); // trigger parse exception for testing
}
var priceTickType = p.ReadEnum <TickType>();
var price = p.ReadDouble();
var size = version >= 2 ? p.ReadInt() : 0;
var priceTick = new TickPrice(requestId, priceTickType, price, new TickAttrib(version >= 3? p: null));
p.Output(priceTick);
if (version >= 2)
{
TickType tickTypeSize = GetTickTypeSize(priceTickType);
if (tickTypeSize != TickType.Undefined)
{
p.Output(new TickSize(requestId, tickTypeSize, size));
}
}
}
internal HistoricalBidAskTick(ResponseComposer c)
{
Time = c.ReadLong();
TickAttribBidAsk = new TickAttribBidAsk(c.ReadInt());
PriceBid = c.ReadDouble();
PriceAsk = c.ReadDouble();
SizeBid = c.ReadLong();
SizeAsk = c.ReadLong();
}
internal DeltaNeutralContract(ResponseComposer c, bool independent)
{
if (independent)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
}
ContractId = c.ReadInt();
Delta = c.ReadDouble();
Price = c.ReadDouble();
}
internal HistoricalData(ResponseComposer c)
{
RequestId = c.ReadInt();
BarCount = c.ReadInt();
Date = c.ReadString();
Open = c.ReadDouble();
Close = c.ReadDouble();
High = c.ReadDouble();
Low = c.ReadDouble();
WAP = c.ReadDouble();
Volume = c.ReadLong();
}
internal TickExchangeForPhysical(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
TickType = c.ReadEnum <TickType>();
BasisPoints = c.ReadDouble();
FormattedBasisPoints = c.ReadString();
ImpliedFuturesPrice = c.ReadDouble();
HoldDays = c.ReadInt();
FutureExpiry = c.ReadString();
DividendImpact = c.ReadDouble();
DividendsToLastTradeDate = c.ReadDouble();
}
public PnL(ResponseComposer c)
{
RequestId = c.ReadInt();
DailyPnL = c.ReadDouble();
if (c.Config.SupportsServerVersion(ServerVersion.UnrealizedPnl))
{
UnrealizedPnL = c.ReadDouble();
}
if (c.Config.SupportsServerVersion(ServerVersion.RealizedPnl))
{
RealizedPnL = c.ReadDouble();
}
}
internal RealtimeBar(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
Time = Instant.FromUnixTimeSeconds(long.Parse(c.ReadString(), NumberFormatInfo.InvariantInfo));
Open = c.ReadDouble();
High = c.ReadDouble();
Low = c.ReadDouble();
Close = c.ReadDouble();
Volume = c.ReadLong();
Wap = c.ReadDouble();
Count = c.ReadInt();
}
internal HistoricalBar(ResponseComposer c)
{
Date = c.ReadLocalDateTime(HistoricalBars.DateTimePattern);
Open = c.ReadDouble();
High = c.ReadDouble();
Low = c.ReadDouble();
Close = c.ReadDouble();
Volume = c.Config.ServerVersionCurrent < ServerVersion.SyntRealtimeBats ? c.ReadInt() : c.ReadLong();
WeightedAveragePrice = c.ReadDouble();
if (!c.Config.SupportsServerVersion(ServerVersion.SyntRealtimeBats))
{
c.ReadString(); /*string hasGaps = */
}
Count = c.ReadInt();
}
internal TickReqParams(ResponseComposer c)
{
RequestId = c.ReadInt();
MinTick = c.ReadDouble();
BboExchange = c.ReadString();
SnapshotPermissions = c.ReadInt();
}
internal HistoricalTick(ResponseComposer c)
{
Time = c.ReadLong();
c.ReadInt(); // ?
Price = c.ReadDouble();
Size = c.ReadLong();
}
internal CommissionReport(ResponseComposer c)
{
c.IgnoreVersion();
ExecutionId = c.ReadString();
Commission = c.ReadDouble();
Currency = c.ReadString();
RealizedPnl = c.ReadDouble();
Yield = c.ReadDouble();
YieldRedemptionDate = c.ReadInt();
if (Execution.Executions.TryGetValue(ExecutionId, out Execution execution))
{
Execution = execution;
OrderId = execution.OrderId;
RequestId = execution.RequestId;
}
}
internal PortfolioValue(ResponseComposer c)
{
c.RequireVersion(8);
Contract = new Contract
{
ContractId = c.ReadInt(),
Symbol = c.ReadString(),
SecurityType = c.ReadStringEnum <SecurityType>(),
LastTradeDateOrContractMonth = c.ReadString(),
Strike = c.ReadDouble(),
Right = c.ReadStringEnum <RightType>(),
Multiplier = c.ReadString(),
PrimaryExchange = c.ReadString(),
Currency = c.ReadString(),
LocalSymbol = c.ReadString(),
TradingClass = c.ReadString()
};
Position = c.ReadDouble();
MarketPrice = c.ReadDouble();
MarketValue = c.ReadDouble();
AverageCost = c.ReadDouble();
UnrealizedPnl = c.ReadDouble();
RealizedPnl = c.ReadDouble();
Account = c.ReadString();
}
internal HistoricalLastTick(ResponseComposer c)
{
Time = c.ReadLong();
TickAttribLast = new TickAttribLast(c.ReadInt());
Price = c.ReadDouble();
Size = c.ReadLong();
Exchange = c.ReadString();
SpecialConditions = c.ReadString();
}
internal AccountPosition(ResponseComposer c)
{
c.RequireVersion(3);
Account = c.ReadString();
Contract = new Contract
{
ContractId = c.ReadInt(),
Symbol = c.ReadString(),
SecurityType = c.ReadStringEnum <SecurityType>(),
LastTradeDateOrContractMonth = c.ReadString(),
Strike = c.ReadDouble(),
Right = c.ReadStringEnum <RightType>(),
Multiplier = c.ReadString(),
Exchange = c.ReadString(),
Currency = c.ReadString(),
LocalSymbol = c.ReadString(),
TradingClass = c.ReadString()
};
Position = c.ReadDouble(); // may be an int
AverageCost = c.ReadDouble();
}
internal static Tick Create(ResponseComposer c)
{
c.IgnoreVersion();
var requestId = c.ReadInt();
var tickType = c.ReadEnum <TickType>();
var value = c.ReadDouble();
if (tickType == TickType.Halted)
{
return(new TickHalted(requestId, tickType, value == 0 ? HaltType.NotHalted : HaltType.GeneralHalt));
}
return(new TickGeneric(requestId, tickType, value));
}
internal AccountPositionMulti(ResponseComposer c)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
Account = c.ReadString();
Contract = new Contract
{
ContractId = c.ReadInt(),
Symbol = c.ReadString(),
SecurityType = c.ReadStringEnum <SecurityType>(),
LastTradeDateOrContractMonth = c.ReadString(),
Strike = c.ReadDouble(),
Right = c.ReadStringEnum <RightType>(),
Multiplier = c.ReadString(),
Exchange = c.ReadString(),
Currency = c.ReadString(),
LocalSymbol = c.ReadString(),
TradingClass = c.ReadString()
};
Pos = c.ReadDouble();
AvgCost = c.ReadDouble();
ModelCode = c.ReadString();
}
internal MarketDepth(ResponseComposer c, bool isLevel2)
{
c.IgnoreVersion();
RequestId = c.ReadInt();
Position = c.ReadInt();
MarketMaker = isLevel2 ? c.ReadString() : string.Empty;
Operation = c.ReadEnum <MarketDepthOperation>();
Side = c.ReadEnum <MarketDepthSide>();
Price = c.ReadDouble();
Size = c.ReadInt();
if (isLevel2 && c.Config.SupportsServerVersion(ServerVersion.SmartDepth))
{
IsSmartDepth = c.ReadBool();
}
}
internal Execution(ResponseComposer c)
{
if (!c.Config.SupportsServerVersion(ServerVersion.LastLiqidity))
{
c.RequireVersion(10);
}
var requestId = c.ReadInt();
var orderId = c.ReadInt();
Contract = new Contract
{
ContractId = c.ReadInt(),
Symbol = c.ReadString(),
SecurityType = c.ReadStringEnum <SecurityType>(),
LastTradeDateOrContractMonth = c.ReadString(),
Strike = c.ReadDouble(),
Right = c.ReadStringEnum <RightType>(),
Multiplier = c.ReadString(),
Exchange = c.ReadString(),
Currency = c.ReadString(),
LocalSymbol = c.ReadString(),
TradingClass = c.ReadString()
};
RequestId = requestId;
OrderId = orderId;
ExecutionId = c.ReadString();
Time = c.ReadString();
Account = c.ReadString();
Exchange = c.ReadString();
Side = c.ReadStringEnum <ExecutionSide>();
Shares = c.ReadDouble();
Price = c.ReadDouble();
PermanentId = c.ReadInt();
ClientId = c.ReadInt();
Liquidation = c.ReadInt();
CumulativeQuantity = c.ReadDouble();
AveragePrice = c.ReadDouble();
OrderReference = c.ReadString();
EconomicValueRule = c.ReadString();
EconomicValueMultiplier = c.ReadDouble();
if (c.Config.SupportsServerVersion(ServerVersion.ModelsSupport))
{
ModelCode = c.ReadString();
}
if (c.Config.SupportsServerVersion(ServerVersion.LastLiqidity))
{
LastLiquidity = c.ReadEnum <Liquidity>();
}
Executions[ExecutionId] = this;
}
public PriceIncrement(ResponseComposer c)
{
LowEdge = c.ReadDouble();
Increment = c.ReadDouble();
}
internal ContractData(ResponseComposer c, ContractDataType type)
{
switch (type)
{
case ContractDataType.ContractData:
c.RequireVersion(8);
RequestId = c.ReadInt();
Contract.Symbol = c.ReadString();
Contract.SecurityType = c.ReadStringEnum <SecurityType>();
ReadLastTradeDate(c.ReadString(), false);
Contract.Strike = c.ReadDouble();
Contract.Right = c.ReadStringEnum <RightType>();
Contract.Exchange = c.ReadString();
Contract.Currency = c.ReadString();
Contract.LocalSymbol = c.ReadString();
MarketName = c.ReadString();
Contract.TradingClass = c.ReadString();
Contract.ContractId = c.ReadInt();
MinimumTick = c.ReadDouble();
if (c.Config.SupportsServerVersion(ServerVersion.MdSizeMultiplier))
{
MdSizeMultiplier = c.ReadInt();
}
Contract.Multiplier = c.ReadString();
OrderTypes = c.ReadString();
ValidExchanges = c.ReadString();
PriceMagnifier = c.ReadInt();
UnderlyingContractId = c.ReadInt();
LongName = c.ReadString();
Contract.PrimaryExchange = c.ReadString();
ContractMonth = c.ReadString();
Industry = c.ReadString();
Category = c.ReadString();
Subcategory = c.ReadString();
TimeZoneId = c.ReadString();
TradingHours = c.ReadString();
LiquidHours = c.ReadString();
EconomicValueRule = c.ReadString();
EconomicValueMultiplier = c.ReadDouble();
c.AddTagsToList(SecurityIds);
if (c.Config.SupportsServerVersion(ServerVersion.AggGroup))
{
AggGroup = c.ReadInt();
}
if (c.Config.SupportsServerVersion(ServerVersion.UnderlyingInfo))
{
UnderSymbol = c.ReadString();
UnderSecType = c.ReadString();
}
if (c.Config.SupportsServerVersion(ServerVersion.MarketRules))
{
MarketRuleIds = c.ReadString();
}
if (c.Config.SupportsServerVersion(ServerVersion.RealExpirationDate))
{
RealExpirationDate = c.ReadString();
}
break;
case ContractDataType.BondContractData:
var version = c.RequireVersion(6);
RequestId = c.ReadInt();
Contract.Symbol = c.ReadString();
Contract.SecurityType = c.ReadStringEnum <SecurityType>();
Cusip = c.ReadString();
Coupon = c.ReadDouble();
ReadLastTradeDate(c.ReadString(), true);
IssueDate = c.ReadString();
CreditRatings = c.ReadString();
BondType = c.ReadString();
CouponType = c.ReadString();
Convertible = c.ReadBool();
Callable = c.ReadBool();
Putable = c.ReadBool();
DescriptionAppend = c.ReadString();
Contract.Exchange = c.ReadString();
Contract.Currency = c.ReadString();
MarketName = c.ReadString();
Contract.TradingClass = c.ReadString();
Contract.ContractId = c.ReadInt();
MinimumTick = c.ReadDouble();
if (c.Config.SupportsServerVersion(ServerVersion.MdSizeMultiplier))
{
MdSizeMultiplier = c.ReadInt();
}
OrderTypes = c.ReadString();
ValidExchanges = c.ReadString();
NextOptionDate = c.ReadString();
NextOptionType = c.ReadString();
NextOptionPartial = c.ReadBool();
Notes = c.ReadString();
LongName = c.ReadString();
if (version >= 6)
{
EconomicValueRule = c.ReadString();
EconomicValueMultiplier = c.ReadDouble();
}
if (version >= 5)
{
c.AddTagsToList(SecurityIds);
}
if (c.Config.SupportsServerVersion(ServerVersion.AggGroup))
{
AggGroup = c.ReadInt();
}
if (c.Config.SupportsServerVersion(ServerVersion.MarketRules))
{
MarketRuleIds = c.ReadString();
}
break;
case ContractDataType.ScannerContractData:
Contract.ContractId = c.ReadInt();
Contract.Symbol = c.ReadString();
Contract.SecurityType = c.ReadStringEnum <SecurityType>();
Contract.LastTradeDateOrContractMonth = c.ReadString();
Contract.Strike = c.ReadDouble();
Contract.Right = c.ReadStringEnum <RightType>();
Contract.Exchange = c.ReadString();
Contract.Currency = c.ReadString();
Contract.LocalSymbol = c.ReadString();
MarketName = c.ReadString();
Contract.TradingClass = c.ReadString();
break;
}
}
internal HistogramItem(ResponseComposer c)
{
Price = c.ReadDouble();
Size = c.ReadLong();
}
internal OpenOrder(ResponseComposer c) // the monster
{
var serverVersion = c.Config.ServerVersionCurrent;
var messageVersion = serverVersion < ServerVersion.OrderContainer ? c.RequireVersion(17) : (int)serverVersion;
var orderId = c.ReadInt();
Contract = new Contract
{
ContractId = c.ReadInt(),
Symbol = c.ReadString(),
SecurityType = c.ReadStringEnum <SecurityType>(),
LastTradeDateOrContractMonth = c.ReadString(),
Strike = c.ReadDouble(),
Right = c.ReadStringEnum <RightType>(),
Multiplier = messageVersion >= 32 ? c.ReadString() : string.Empty,
Exchange = c.ReadString(),
Currency = c.ReadString(),
LocalSymbol = c.ReadString(),
TradingClass = messageVersion >= 32 ? c.ReadString() : string.Empty
};
Order = new Order
{
OrderId = orderId,
TradeAction = c.ReadStringEnum <TradeAction>(),
TotalQuantity = c.ReadDouble(),
OrderType = c.ReadStringEnum <OrderType>(),
LimitPrice = messageVersion < 29 ? c.ReadDouble() : c.ReadDoubleNullable(),
AuxPrice = messageVersion < 30 ? c.ReadDouble() : c.ReadDoubleNullable(),
TimeInForce = c.ReadStringEnum <TimeInForce>(),
OcaGroup = c.ReadString(),
Account = c.ReadString(),
OpenClose = c.ReadStringEnum <OrderOpenClose>(),
Origin = c.ReadEnum <OrderOrigin>(),
OrderRef = c.ReadString(),
ClientId = c.ReadInt(),
PermanentId = c.ReadInt(),
OutsideRegularTradingHours = c.ReadBool(),
Hidden = c.ReadBool(),
DiscretionaryAmount = c.ReadDouble(),
GoodAfterTime = c.ReadString()
};
OrderId = Order.OrderId;
c.ReadString(); // skip deprecated sharesAllocation field
Order.FinancialAdvisorGroup = c.ReadString();
Order.FinancialAdvisorMethod = c.ReadStringEnum <FinancialAdvisorAllocationMethod>();
Order.FinancialAdvisorPercentage = c.ReadString();
Order.FinancialAdvisorProfile = c.ReadString();
if (c.Config.SupportsServerVersion(ServerVersion.ModelsSupport))
{
Order.ModelCode = c.ReadString();
}
Order.GoodUntilDate = c.ReadString();
Order.Rule80A = c.ReadStringEnum <AgentDescription>();
Order.PercentOffset = c.ReadDoubleNullable();
Order.SettlingFirm = c.ReadString();
Order.ShortSaleSlot = c.ReadEnum <ShortSaleSlot>();
Order.DesignatedLocation = c.ReadString();
Order.ExemptCode = c.ReadInt();
Order.AuctionStrategy = c.ReadEnum <AuctionStrategy>();
Order.StartingPrice = c.ReadDoubleNullable();
Order.StockReferencePrice = c.ReadDoubleNullable();
Order.Delta = c.ReadDoubleNullable();
Order.StockRangeLower = c.ReadDoubleNullable();
Order.StockRangeUpper = c.ReadDoubleNullable();
Order.DisplaySize = c.ReadInt();
Order.BlockOrder = c.ReadBool();
Order.SweepToFill = c.ReadBool();
Order.AllOrNone = c.ReadBool();
Order.MinimumQuantity = c.ReadIntNullable();
Order.OcaType = c.ReadEnum <OcaType>();
Order.ElectronicTradeOnly = c.ReadBool();
Order.FirmQuoteOnly = c.ReadBool();
Order.NbboPriceCap = c.ReadDoubleNullable();
Order.ParentId = c.ReadInt();
Order.TriggerMethod = c.ReadEnum <TriggerMethod>();
Order.Volatility = c.ReadDoubleNullable();
Order.VolatilityType = c.ReadEnum <VolatilityType>();
Order.DeltaNeutralOrderType = c.ReadString();
Order.DeltaNeutralAuxPrice = c.ReadDoubleNullable();
if (!string.IsNullOrEmpty(Order.DeltaNeutralOrderType))
{
if (messageVersion >= 27)
{
Order.DeltaNeutralContractId = c.ReadInt();
Order.DeltaNeutralSettlingFirm = c.ReadString();
Order.DeltaNeutralClearingAccount = c.ReadString();
Order.DeltaNeutralClearingIntent = c.ReadString();
}
if (messageVersion >= 31)
{
Order.DeltaNeutralOpenClose = c.ReadString();
Order.DeltaNeutralShortSale = c.ReadBool();
Order.DeltaNeutralShortSaleSlot = c.ReadInt();
Order.DeltaNeutralDesignatedLocation = c.ReadString();
}
}
Order.ContinuousUpdate = c.ReadInt();
Order.ReferencePriceType = c.ReadEnum <ReferencePriceType>();
Order.TrailingStopPrice = c.ReadDoubleNullable();
if (messageVersion >= 30)
{
Order.TrailingStopPercent = c.ReadDoubleNullable();
}
Order.BasisPoints = c.ReadDoubleNullable();
Order.BasisPointsType = c.ReadIntNullable();
Contract.ComboLegsDescription = c.ReadString();
if (messageVersion >= 29)
{
var n = c.ReadInt();
for (var i = 0; i < n; i++)
{
Contract.ComboLegs.Add(new ContractComboLeg(c));
}
n = c.ReadInt();
for (var i = 0; i < n; i++)
{
Order.ComboLegs.Add(new OrderComboLeg(c.ReadDoubleNullable()));
}
}
if (messageVersion >= 26)
{
c.AddTagsToList(Order.SmartComboRoutingParams);
}
if (messageVersion >= 15)
{
if (messageVersion >= 20)
{
Order.ScaleInitLevelSize = c.ReadIntNullable();
Order.ScaleSubsLevelSize = c.ReadIntNullable();
}
else
{
c.ReadString();
Order.ScaleInitLevelSize = c.ReadIntNullable();
}
Order.ScalePriceIncrement = c.ReadDoubleNullable();
}
if (messageVersion >= 28 && Order.ScalePriceIncrement > 0)
{
Order.ScalePriceAdjustValue = c.ReadDoubleNullable();
Order.ScalePriceAdjustInterval = c.ReadIntNullable();
Order.ScaleProfitOffset = c.ReadDoubleNullable();
Order.ScaleAutoReset = c.ReadBool();
Order.ScaleInitPosition = c.ReadIntNullable();
Order.ScaleInitFillQty = c.ReadIntNullable();
Order.ScaleRandomPercent = c.ReadBool();
}
if (messageVersion >= 24)
{
Order.HedgeType = c.ReadStringEnum <HedgeType>();
if (Order.HedgeType != HedgeType.Undefined)
{
Order.HedgeParam = c.ReadString();
}
}
if (messageVersion >= 25)
{
Order.OptOutSmartRouting = c.ReadBool();
}
if (messageVersion >= 19)
{
Order.ClearingAccount = c.ReadString();
Order.ClearingIntent = c.ReadStringEnum <ClearingIntent>();
}
if (messageVersion >= 22)
{
Order.NotHeld = c.ReadBool();
}
if (messageVersion >= 20 && c.ReadBool())
{
Contract.DeltaNeutralContract = new DeltaNeutralContract(c, false);
}
if (messageVersion >= 21)
{
Order.AlgoStrategy = c.ReadString();
if (!string.IsNullOrEmpty(Order.AlgoStrategy))
{
c.AddTagsToList(Order.AlgoParams);
}
}
if (messageVersion >= 33)
{
Order.Solicited = c.ReadBool();
}
Order.WhatIf = c.ReadBool();
Status = c.ReadStringEnum <OrderStatus>();
if (serverVersion >= ServerVersion.WhatIfExtFields)
{
InitialMarginBefore = c.ReadString();
MaintenanceMarginBefore = c.ReadString();
EquityWithLoanBefore = c.ReadString();
InitMarginChange = c.ReadString();
MaintMarginChange = c.ReadString();
EquityWithLoanChange = c.ReadString();
}
InitMarginAfter = c.ReadString();
MaintMarginAfter = c.ReadString();
EquityWithLoanBefore = c.ReadString();
Commission = c.ReadDoubleNullable();
MinimumCommission = c.ReadDoubleNullable();
MaximumCommission = c.ReadDoubleNullable();
CommissionCurrency = c.ReadString();
WarningText = c.ReadString();
if (messageVersion >= 34)
{
Order.RandomizeSize = c.ReadBool();
Order.RandomizePrice = c.ReadBool();
}
if (c.Config.SupportsServerVersion(ServerVersion.PeggedToBenchmark))
{
if (Order.OrderType == OrderType.PeggedToBenchmark)
{
Order.ReferenceContractId = c.ReadInt();
Order.IsPeggedChangeAmountDecrease = c.ReadBool();
Order.PeggedChangeAmount = c.ReadDoubleNullable();
Order.ReferenceChangeAmount = c.ReadDoubleNullable();
Order.ReferenceExchange = c.ReadString();
}
var n = c.ReadInt();
if (n > 0)
{
for (var i = 0; i < n; i++)
{
var orderConditionType = c.ReadEnum <OrderConditionType>();
var condition = OrderCondition.Create(orderConditionType);
condition.Deserialize(c);
Order.Conditions.Add(condition);
}
Order.ConditionsIgnoreRegularTradingHours = c.ReadBool();
Order.ConditionsCancelOrder = c.ReadBool();
}
Order.AdjustedOrderType = c.ReadString();
Order.TriggerPrice = c.ReadDoubleNullable();
Order.TrailingStopPrice = c.ReadDoubleNullable();
Order.LmtPriceOffset = c.ReadDoubleNullable();
Order.AdjustedStopPrice = c.ReadDoubleNullable();
Order.AdjustedStopLimitPrice = c.ReadDoubleNullable();
Order.AdjustedTrailingAmount = c.ReadDoubleNullable();
Order.AdjustableTrailingUnit = c.ReadInt();
}
if (c.Config.SupportsServerVersion(ServerVersion.SoftDollarTier))
{
Order.SoftDollarTier = new SoftDollarTier(c);
}
if (c.Config.SupportsServerVersion(ServerVersion.CashQty))
{
Order.CashQty = c.ReadDoubleNullable();
}
if (c.Config.SupportsServerVersion(ServerVersion.AutoPriceForHedge))
{
Order.DontUseAutoPriceForHedge = c.ReadBool();
}
if (c.Config.SupportsServerVersion(ServerVersion.OrderContainer))
{
Order.IsOmsContainer = c.ReadBool();
}
if (c.Config.SupportsServerVersion(ServerVersion.DPegOrders))
{
Order.DiscretionaryUpToLimitPrice = c.ReadBool();
}
}