// **********************************************************************
public void Write(DateTime dateTime, AuxInfo auxInfo)
{
dw.WriteRecHeader(sid, dateTime);
// --------------------------------------------------
long milliseconds = DateTimeHelper.ToMs(auxInfo.DateTime);
AuxInfoFlags flags = AuxInfoFlags.None;
// --------------------------------------------------
if (lastMilliseconds != milliseconds)
{
flags |= AuxInfoFlags.DateTime;
}
if (lastAskTotal != auxInfo.AskTotal)
{
flags |= AuxInfoFlags.AskTotal;
}
if (lastBidTotal != auxInfo.BidTotal)
{
flags |= AuxInfoFlags.BidTotal;
}
if (lastOI != auxInfo.OI)
{
flags |= AuxInfoFlags.OI;
}
if (lastPrice != auxInfo.Price)
{
flags |= AuxInfoFlags.Price;
}
if (lastHiLimit != auxInfo.HiLimit ||
lastLoLimit != auxInfo.LoLimit ||
lastDeposit != auxInfo.Deposit)
{
flags |= AuxInfoFlags.SessionInfo;
}
if (lastRate != auxInfo.Rate)
{
flags |= AuxInfoFlags.Rate;
}
if (auxInfo.Message != null)
{
flags |= AuxInfoFlags.Message;
}
// --------------------------------------------------
dw.Write((byte)flags);
// --------------------------------------------------
if ((flags & AuxInfoFlags.DateTime) != 0)
{
dw.WriteGrowing(milliseconds, ref lastMilliseconds);
}
if ((flags & AuxInfoFlags.AskTotal) != 0)
{
dw.WriteLeb128(auxInfo.AskTotal - lastAskTotal);
lastAskTotal = auxInfo.AskTotal;
}
if ((flags & AuxInfoFlags.BidTotal) != 0)
{
dw.WriteLeb128(auxInfo.BidTotal - lastBidTotal);
lastBidTotal = auxInfo.BidTotal;
}
if ((flags & AuxInfoFlags.OI) != 0)
{
dw.WriteLeb128(auxInfo.OI - lastOI);
lastOI = auxInfo.OI;
}
if ((flags & AuxInfoFlags.Price) != 0)
{
dw.WriteLeb128(auxInfo.Price - lastPrice);
lastPrice = auxInfo.Price;
}
if ((flags & AuxInfoFlags.SessionInfo) != 0)
{
dw.WriteLeb128(auxInfo.HiLimit);
dw.WriteLeb128(auxInfo.LoLimit);
dw.Write(auxInfo.Deposit);
lastHiLimit = auxInfo.HiLimit;
lastLoLimit = auxInfo.LoLimit;
lastDeposit = auxInfo.Deposit;
}
if ((flags & AuxInfoFlags.Rate) != 0)
{
dw.Write(auxInfo.Rate);
lastRate = auxInfo.Rate;
}
if ((flags & AuxInfoFlags.Message) != 0)
{
dw.Write(auxInfo.Message);
}
// --------------------------------------------------
}
// **********************************************************************
public override void Read(bool push)
{
AuxInfoFlags flags = (AuxInfoFlags)dr.ReadByte();
string message;
// ------------------------------------------------------------
if ((flags & AuxInfoFlags.DateTime) != 0)
{
lastMilliseconds = dr.ReadGrowing(lastMilliseconds);
}
if ((flags & AuxInfoFlags.AskTotal) != 0)
{
lastAskTotal += (int)dr.ReadLeb128();
}
if ((flags & AuxInfoFlags.BidTotal) != 0)
{
lastBidTotal += (int)dr.ReadLeb128();
}
if ((flags & AuxInfoFlags.OI) != 0)
{
lastOI += (int)dr.ReadLeb128();
}
if ((flags & AuxInfoFlags.Price) != 0)
{
lastPrice += (int)dr.ReadLeb128();
}
if ((flags & AuxInfoFlags.SessionInfo) != 0)
{
lastHiLimit = (int)dr.ReadLeb128();
lastLoLimit = (int)dr.ReadLeb128();
lastDeposit = dr.ReadDouble();
}
if ((flags & AuxInfoFlags.Rate) != 0)
{
lastRate = dr.ReadDouble();
}
if ((flags & AuxInfoFlags.Message) != 0)
{
message = dr.ReadString();
}
else
{
message = null;
}
// ------------------------------------------------------------
if (push && Handler != null)
{
Handler(Security.Key, new AuxInfo(
DateTimeHelper.FromMs(lastMilliseconds),
lastPrice, lastAskTotal, lastBidTotal,
lastOI, lastHiLimit, lastLoLimit,
lastDeposit, lastRate, message));
}
}
