// **********************************************************************
public override void Read(bool push)
{
DealFlags flags = (DealFlags)dr.ReadByte();
// ------------------------------------------------------------
if ((flags & DealFlags.DateTime) != 0)
{
lastMilliseconds = dr.ReadGrowing(lastMilliseconds);
}
if ((flags & DealFlags.Id) != 0)
{
lastId = dr.ReadGrowing(lastId);
}
if ((flags & DealFlags.OrderId) != 0)
{
lastOrderId += dr.ReadLeb128();
}
if ((flags & DealFlags.Price) != 0)
{
lastPrice += (int)dr.ReadLeb128();
}
if ((flags & DealFlags.Volume) != 0)
{
lastVolume = (int)dr.ReadLeb128();
}
if ((flags & DealFlags.OI) != 0)
{
lastOI += (int)dr.ReadLeb128();
}
// ------------------------------------------------------------
if (push && Handler != null)
{
Handler(new Deal()
{
SecKey = Security.Key,
Type = (DealType)(flags & DealFlags.Type),
Id = lastId,
OrderId = lastOrderId,
DateTime = DateTimeHelper.FromMs(lastMilliseconds),
Price = lastPrice,
Volume = lastVolume,
OI = lastOI
});
}
}
// **********************************************************************
public void Write(DateTime dateTime, Deal deal)
{
dw.WriteRecHeader(sid, dateTime);
// ------------------------------------------------------------
long milliseconds = DateTimeHelper.ToMs(deal.DateTime);
DealFlags flags = (DealFlags)deal.Type & DealFlags.Type;
if (lastMilliseconds != milliseconds)
{
flags |= DealFlags.DateTime;
}
if (deal.Id != 0)
{
flags |= DealFlags.Id;
}
//if(deal.OrderId != 0)
// flags |= DealFlags.OrderId;
if (lastRawPrice != deal.Price)
{
lastRawPrice = deal.Price;
flags |= DealFlags.Price;
}
if (lastVolume != deal.Volume)
{
flags |= DealFlags.Volume;
}
if (lastOI != deal.OI)
{
flags |= DealFlags.OI;
}
// ------------------------------------------------------------
dw.Write((byte)flags);
// ------------------------------------------------------------
if ((flags & DealFlags.DateTime) != 0)
{
dw.WriteGrowing(milliseconds, ref lastMilliseconds);
}
if ((flags & DealFlags.Id) != 0)
{
dw.WriteGrowing(deal.Id, ref lastId);
}
if ((flags & DealFlags.Price) != 0)
{
int p = s.GetTicks(deal.Price);
dw.WriteLeb128(p - lastPrice);
lastPrice = p;
}
if ((flags & DealFlags.Volume) != 0)
{
dw.WriteLeb128(deal.Volume);
lastVolume = deal.Volume;
}
if ((flags & DealFlags.OI) != 0)
{
dw.WriteLeb128(deal.OI - lastOI);
lastOI = deal.OI;
}
// ------------------------------------------------------------
}