internal ReqParamsTick(ResponseReader r)
{
RequestId = r.ReadInt();
MinTick = r.ReadDouble();
BboExchange = r.ReadString();
SnapshotPermissions = r.ReadInt();
}
internal HistoricalLastTicks(ResponseReader r)
{
RequestId = r.ReadInt();
int n = r.ReadInt();
Ticks = Enumerable.Repeat(new HistoricalLastTick(r), n).ToList();
Done = r.ReadBool();
}
internal SymbolSamples(ResponseReader r)
{
RequestId = r.ReadInt();
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Descriptions.Add(new ContractDescription(r));
}
}
internal SoftDollarTiers(ResponseReader r)
{
RequestId = r.ReadInt();
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Tiers.Add(new SoftDollarTier(r));
}
}
internal MarketRule(ResponseReader r)
{
MarketRuleId = r.ReadInt();
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
PriceIncrements.Add(new PriceIncrement(r));
}
}
internal HistogramItems(ResponseReader r)
{
RequestId = r.ReadInt();
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Items.Add(new HistogramItem(r));
}
}
internal HistoricalTicks(ResponseReader r)
{
RequestId = r.ReadInt();
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Ticks.Add(new HistoricalTick(r));
}
Done = r.ReadBool();
}
internal ScannerData(ResponseReader r)
{
r.RequireVersion(3);
RequestId = r.ReadInt();
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Items.Add(new ScannerDataItem(r));
}
}
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 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 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 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 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 PnLSingle(ResponseReader r)
{
RequestId = r.ReadInt();
Pos = r.ReadInt();
DailyPnL = r.ReadDouble();
if (r.Builder.SupportsServerVersion(ServerVersion.UNREALIZED_PNL))
{
UnrealizedPnL = r.ReadDouble();
}
if (r.Builder.SupportsServerVersion(ServerVersion.REALIZED_PNL))
{
RealizedPnL = r.ReadDouble();
}
Value = r.ReadDouble();
}
internal HistoricalTick(ResponseReader r)
{
Time = r.ReadLong();
r.ReadInt(); // ?
Price = r.ReadDouble();
Size = r.ReadLong();
}
internal SizeTick(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
TickType = r.ReadEnum <TickType>();
Size = r.ReadLong();
}
internal MarketDataTypeTick(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
TickType = TickType.MarketDataType;
MarketDataType = r.ReadEnum <MarketDataType>();
}
internal NewsBulletin(ResponseReader r)
{
r.IgnoreVersion();
MessageId = r.ReadInt();
Type = r.ReadEnum <NewsBulletinType>();
Message = r.ReadString();
Origin = r.ReadString();
}
internal HistoricalNews(ResponseReader r)
{
RequestId = r.ReadInt();
Time = r.ReadString();
ProviderCode = r.ReadString();
ArticleId = r.ReadString();
Headline = r.ReadString();
}
internal HistoricalData(ResponseReader r) // a one-shot deal
{
if (!r.Builder.SupportsServerVersion(ServerVersion.SYNT_REALTIME_BARS))
{
r.RequireVersion(3);
}
RequestId = r.ReadInt();
Start = r.ReadLocalDateTime(DateTimePattern);
End = r.ReadLocalDateTime(DateTimePattern);
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Bars.Add(new HistoricalDataBar(r));
}
}
internal AccountSummary(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Account = r.ReadString();
Tag = r.ReadString();
Value = r.ReadString();
Currency = r.ReadString();
}
internal MarketDepthExchanges(ResponseReader r)
{
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Exchanges.Add(new MarketDepthExchange(r));
}
}
internal PriceTick(ResponseReader r)
{
r.RequireVersion(3);
RequestId = r.ReadInt();
TickType = r.ReadEnum <TickType>();
Price = r.ReadDouble();
Size = r.ReadLong();
TickAttrib = new TickAttrib(r);
}
internal NewsProviders(ResponseReader r)
{
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Providers.Add(new NewsProvider(r));
}
}
internal TickNews(ResponseReader r)
{
RequestId = r.ReadInt();
TimeStamp = r.ReadLong();
ProviderCode = r.ReadString();
ArticleId = r.ReadString();
Headline = r.ReadString();
ExtraData = r.ReadString();
}
internal HistoricalBidAskTick(ResponseReader r)
{
Time = r.ReadLong();
TickAttribBidAsk.Set(r.ReadInt());
PriceBid = r.ReadDouble();
PriceAsk = r.ReadDouble();
SizeBid = r.ReadLong();
SizeAsk = r.ReadLong();
}
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 FamilyCodes(ResponseReader r)
{
int n = r.ReadInt();
for (int i = 0; i < n; i++)
{
Codes.Add(new FamilyCode(r));
}
}
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 AccountUpdateMulti(ResponseReader r)
{
r.IgnoreVersion();
RequestId = r.ReadInt();
Account = r.ReadString();
ModelCode = r.ReadString();
Key = r.ReadString();
Value = r.ReadString();
Currency = r.ReadString();
}
