private void parseCandlesMeta(Stream stream)
{
var bt = SecDBPrimitives.ReadByte(stream);
if (bt != 0x03)//0x3 - Candles metadata header
{
throw new FinancialException("CandlesMeta.Header != 0x03");
}
//Filler
bt = SecDBPrimitives.ReadByte(stream);
//HdrCount
var icount = SecDBPrimitives.ReadUInt16(stream);
var chdrs = new CandleHeader[icount];
//CandleHeader
for (var i = 0; i < icount; i++)
{
bt = SecDBPrimitives.ReadByte(stream);
if (bt != 0x04)//0x4 - Candle Header
{
throw new FinancialException("CandleHeader.Header != 0x04");
}
//Filler
bt = SecDBPrimitives.ReadByte(stream);
var resolution = SecDBPrimitives.ReadUInt16(stream);
var starttime = SecDBPrimitives.ReadUInt32(stream);
var count = SecDBPrimitives.ReadUInt32(stream);
var offset = SecDBPrimitives.ReadUInt32(stream);
if (resolution == 0)
{
throw new FinancialException("CandleHeader.Resolution == 0x00");
}
var sdt = new DateTime(m_SystemHeader.Date.Year,
m_SystemHeader.Date.Month,
m_SystemHeader.Date.Day,
0, 0, 0, DateTimeKind.Utc).AddSeconds(starttime);
var ch = new CandleHeader(this, resolution, starttime, sdt, count, offset);
chdrs[i] = ch;
}
m_Candles_Meta = new CandlesMeta(this, chdrs);
}
private void parseMetadata(Stream stream)
{
var bt = SecDBPrimitives.ReadByte(stream);
if (bt != 0x01)//0x1 - Streams header
{
throw new FinancialException("StreamsMeta.Header != 0x01");
}
//Compression
bt = SecDBPrimitives.ReadByte(stream);
if (bt == 0)
{
m_Streams_CompressionType = CompressionType.None;
}
else if (bt == 1)
{
m_Streams_CompressionType = CompressionType.GZip;
}
else
{
throw new FinancialException("StreamsMeta.Compression != 0 | 1");
}
//DataOffset
m_Streams_DataOffset = SecDBPrimitives.ReadUInt32(stream);
//Stream Count
var scount = SecDBPrimitives.ReadByte(stream);
m_Streams_Metas = new StreamMeta[scount + 1];
m_Streams_Metas[0] = new StreamMeta(StreamID.Seconds);
//StreamMeta
for (var i = 1; i <= scount; i++) //<= as scount does not include zeros element which is mandatory
{
bt = SecDBPrimitives.ReadByte(stream);
if (bt != 0x02)//0x2 - Stream header
{
throw new FinancialException("StreamMeta.Header != 0x02");
}
//StreamID
bt = SecDBPrimitives.ReadByte(stream);
if (bt > (byte)StreamID.MAX_ID)
{
throw new FinancialException("StreamMeta.StreamID {0} = invalid".Args(bt));
}
var sid = (StreamID)bt;
m_Streams_Metas[i] = new StreamMeta(sid);
}
//CandlesMeta
parseCandlesMeta(stream);
//Verify data start
//Beginning of Stream Data Marker
stream.Seek(m_Streams_DataOffset, SeekOrigin.Begin);
var magic = SecDBPrimitives.ReadUInt32(stream);
if (magic != 0xABBABABA)
{
throw new FinancialException("StreamDataMarker != 0xABBABABA");
}
}
