internal override void Deserialize(ResponseReader r)
{
base.Deserialize(r);
SecType = r.ReadString();
Exchange = r.ReadString();
Symbol = r.ReadString();
}
internal HistoricalNews(ResponseReader r)
{
RequestId = r.ReadInt();
Time = r.ReadString();
ProviderCode = r.ReadString();
ArticleId = r.ReadString();
Headline = r.ReadString();
}
internal NewsBulletin(ResponseReader r)
{
r.IgnoreVersion();
MessageId = r.ReadInt();
Type = r.ReadEnum <NewsBulletinType>();
Message = r.ReadString();
Origin = r.ReadString();
}
internal TickNews(ResponseReader r)
{
RequestId = r.ReadInt();
TimeStamp = r.ReadLong();
ProviderCode = r.ReadString();
ArticleId = r.ReadString();
Headline = r.ReadString();
ExtraData = r.ReadString();
}
internal AccountSummary(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Account = r.ReadString();
Tag = r.ReadString();
Value = r.ReadString();
Currency = r.ReadString();
}
internal ScannerDataItem(ResponseReader r)
{
Rank = r.ReadInt();
ContractDetails = new ContractDetails(r, ContractDetailsType.ScannerContractType);
Distance = r.ReadString();
Benchmark = r.ReadString();
Projection = r.ReadString();
ComboLegs = r.ReadString();
}
internal AccountUpdateMulti(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Account = r.ReadString();
ModelCode = r.ReadString();
Key = r.ReadString();
Value = r.ReadString();
Currency = r.ReadString();
}
internal ExchangeForPhysicalTick(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
TickType = r.ReadEnum <TickType>();
BasisPoints = r.ReadDouble();
FormattedBasisPoints = r.ReadString();
ImpliedFuturesPrice = r.ReadDouble();
HoldDays = r.ReadInt();
FutureLastTradeDate = r.ReadString();
DividendImpact = r.ReadDouble();
DividendsToLastTradeDate = r.ReadDouble();
}
internal MarketDepthExchange(ResponseReader r)
{
Exchange = r.ReadString();
SecType = r.ReadString();
if (r.Builder.SupportsServerVersion(ServerVersion.SERVICE_DATA_TYPE))
{
ListingExch = r.ReadString();
ServiceDataTyp = r.ReadString();
AggGroup = r.ReadIntNullable();
}
else
{
ListingExch = "";
ServiceDataTyp = r.ReadBool() ? "Deep2" : "Deep";
}
}
internal ReqParamsTick(ResponseReader r)
{
RequestId = r.ReadInt();
MinTick = r.ReadDouble();
BboExchange = r.ReadString();
SnapshotPermissions = r.ReadInt();
}
internal CommissionReport(ResponseReader r)
{
r.IgnoreVersion();
ExecutionId = r.ReadString();
Commission = r.ReadDouble();
Currency = r.ReadString();
RealizedPnl = r.ReadDouble();
Yield = r.ReadDouble();
YieldRedemptionDate = r.ReadInt();
if (Execution.Executions.TryGetValue(ExecutionId, out Execution? execution))
{
Execution = execution;
OrderId = execution.OrderId;
RequestId = execution.RequestId;
}
}
internal SecurityDefinitionOptionParameter(ResponseReader r)
{
RequestId = r.ReadInt();
Exchange = r.ReadString();
UnderlyingContractId = r.ReadInt();
TradingClass = r.ReadString();
Multiplier = r.ReadString();
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Expirations.Add(r.ReadString());
}
n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Strikes.Add(r.ReadDouble());
}
}
internal HistoricalDataUpdate(ResponseReader r)
{
RequestId = r.ReadInt();
BarCount = r.ReadInt();
Date = r.ReadString();
Open = r.ReadDouble();
Close = r.ReadDouble();
High = r.ReadDouble();
Low = r.ReadDouble();
WAP = r.ReadDouble();
Volume = r.ReadLong();
}
internal static Alert Create(ResponseReader r)
{
r.RequireVersion(2);
int id = r.ReadInt();
int code = r.ReadInt();
string msg = r.ReadString();
if (r.Builder.SupportsServerVersion(ServerVersion.ENCODE_MSG_ASCII7))
{
msg = Regex.Unescape(msg);
}
return(new Alert(id, code, msg, IsFatalCode(id, code)));
}
internal RealtimeBar(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Time = Instant.FromUnixTimeSeconds(long.Parse(r.ReadString(), NumberFormatInfo.InvariantInfo));
Open = r.ReadDouble();
High = r.ReadDouble();
Low = r.ReadDouble();
Close = r.ReadDouble();
Volume = r.ReadLong();
Wap = r.ReadDouble();
Count = r.ReadInt();
}
internal HistoricalDataBar(ResponseReader r)
{
Date = r.ReadLocalDateTime(HistoricalData.DateTimePattern);
Open = r.ReadDouble();
High = r.ReadDouble();
Low = r.ReadDouble();
Close = r.ReadDouble();
Volume = r.ReadLong();
WeightedAveragePrice = r.ReadDouble();
if (!r.Builder.SupportsServerVersion(ServerVersion.SYNT_REALTIME_BARS))
{
r.ReadString(); /*string hasGaps = */
}
Count = r.ReadInt();
}
internal MarketDepth(ResponseReader r, bool isLevel2)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Position = r.ReadInt();
MarketMaker = isLevel2 ? r.ReadString() : string.Empty;
Operation = r.ReadEnum <MarketDepthOperation>();
Side = r.ReadEnum <MarketDepthSide>();
Price = r.ReadDouble();
Size = r.ReadLong();
if (isLevel2 && r.Builder.SupportsServerVersion(ServerVersion.SMART_DEPTH))
{
IsSmartDepth = r.ReadBool();
}
}
internal static Tick Create(ResponseReader r)
{
r.IgnoreVersion();
int requestId = r.ReadInt();
TickType tickType = r.ReadEnum <TickType>();
string str = r.ReadString();
if (tickType == TickType.RealtimeVolume)
{
return(new RealtimeVolumeTick(requestId, str));
}
if (tickType == TickType.LastTimeStamp)
{
return(new TimeTick(requestId, str));
}
return(new StringTick(requestId, tickType, str));
}
internal OrderStatusReport(ResponseReader r)
{
if (!r.Builder.SupportsServerVersion(ServerVersion.MARKET_CAP_PRICE))
{
r.IgnoreVersion();
}
OrderId = r.ReadInt();
Status = r.ReadStringEnum <OrderStatus>();
Filled = r.ReadDouble();
Remaining = r.ReadDouble();
AverageFillPrice = r.ReadDouble();
PermanentId = r.ReadInt();
ParentId = r.ReadInt();
LastFillPrice = r.ReadDouble();
ClientId = r.ReadInt();
WhyHeld = r.ReadString();
if (r.Builder.SupportsServerVersion(ServerVersion.MARKET_CAP_PRICE))
{
MktCapPrice = r.ReadDouble();
}
}
internal FinancialAdvisor(ResponseReader r)
{
r.IgnoreVersion();
DataType = r.ReadEnum <FinancialAdvisorDataType>();
Data = r.ReadString();
}
internal NewsArticle(ResponseReader r)
{
RequestId = r.ReadInt();
ArticleType = r.ReadInt();
ArticleText = r.ReadString();
}
internal VerifyMessageApi(ResponseReader r)
{
r.IgnoreVersion();
Data = r.ReadString();
}
internal VerifyAndAuthorizeMessageApi(ResponseReader r)
{
r.IgnoreVersion();
ApiData = r.ReadString();
XyzChallenge = r.ReadString();
}
internal VerifyAndAuthorizeCompleted(ResponseReader r)
{
r.IgnoreVersion();
IsSuccessful = r.ReadBool();
ErrorText = r.ReadString();
}
internal ReplaceFAEnd(ResponseReader reader)
{
RequestId = reader.ReadInt();
Text = reader.ReadString();
}
internal NewsProvider(ResponseReader r)
{
Code = r.ReadString();
Name = r.ReadString();
}
internal override void Deserialize(ResponseReader r)
{
base.Deserialize(r);
IsMore = r.ReadBool();
Value = r.ReadString();
}
internal void Set(ResponseReader r)
{
Name = r.ReadString();
Value = r.ReadString();
DisplayName = r.ReadString();
}
internal HeadTimestamp(ResponseReader r)
{
RequestId = r.ReadInt();
HeadTimeStamp = r.ReadString();
}
internal RerouteMktDepth(ResponseReader r)
{
RequestId = r.ReadInt();
ContractId = r.ReadInt();
Exchange = r.ReadString();
}