public override void Serialize(PlaceOrderMessage message, UnsafeBinaryWriter binaryWriter)
{
binaryWriter.Write(_version);
binaryWriter.Write(message.Id);
binaryWriter.Write(message.InstrumentId);
binaryWriter.Write(message.Price);
binaryWriter.Write(message.Quantity);
binaryWriter.Write((byte)message.Side);
binaryWriter.Write(message.val0);
binaryWriter.Write(message.val1);
binaryWriter.Write(message.val2);
binaryWriter.Write(message.val3);
binaryWriter.Write(message.val4);
binaryWriter.Write(message.val5);
binaryWriter.Write(message.val6);
binaryWriter.Write(message.val7);
binaryWriter.Write(message.val8);
binaryWriter.Write(message.val9);
binaryWriter.Write(message.val11);
binaryWriter.Write(message.val12);
binaryWriter.Write(message.val13);
binaryWriter.Write(message.val14);
binaryWriter.Write(message.val15);
}
private void CreateContext(Encoding encoding, int bufferSegmentSize, int bufferSegmentCount = 512)
{
_segmentProvider = new BufferSegmentProvider(bufferSegmentCount, bufferSegmentSize);
_writer = new UnsafeBinaryWriter(encoding);
_writer.SetBufferSegmentProvider(_segmentProvider);
_reader = _segmentProvider.GetBinaryReader(encoding);
}
public override void Serialize(PlaceOrderMessage message, UnsafeBinaryWriter binaryWriter)
{
binaryWriter.Write(_version);
binaryWriter.Write(message.Id);
binaryWriter.Write(message.InstrumentId);
binaryWriter.Write(message.Price);
binaryWriter.Write(message.Quantity);
binaryWriter.Write((byte)message.Side);
}
void IBinaryMessageSerializer.Serialize(object message, UnsafeBinaryWriter binaryWriter)
{
Serialize((T)message, binaryWriter);
}
public abstract void Serialize(T message, UnsafeBinaryWriter binaryWriter);
public override void Serialize(Pong message, UnsafeBinaryWriter binaryWriter)
{
binaryWriter.Write(message.PingId);
}
public void SerializeWithLengthPrefix(object message, IMessageBufferSegmentProvider segmentProvider, UnsafeBinaryWriter binaryWriter)
{
var messageType = message.GetType();
var serializationEngine = _messageEnginesByType[messageType];
binaryWriter.SetBufferSegmentProvider(segmentProvider);
var lengthPrefixPosition = binaryWriter.GetPosition();
binaryWriter.Write(0); // length prefix
binaryWriter.Write((uint)serializationEngine.MessageTypeId);
serializationEngine.Serializer.Serialize(message, binaryWriter);
var messageLength = (int)binaryWriter.GetLength();
binaryWriter.SetPosition(lengthPrefixPosition);
binaryWriter.Write(messageLength - sizeof(int));
segmentProvider.SetMessageLength(messageLength);
}
public SendingContext(ISessionConfiguration configuration, RioBufferManager sendingBufferManager, Encoding encoding)
{
SendingBufferProvider = new SendingBufferProvider(configuration, sendingBufferManager);
BinaryWriter = new UnsafeBinaryWriter(encoding);
}
public override void Serialize(OrderAckMessage message, UnsafeBinaryWriter binaryWriter)
{
binaryWriter.Write(_version);
binaryWriter.Write(message.Id);
}
