internal TradeSample(SecDBFileReader file, TradeSample ps, DateTime ts, Stream stream) : base(ts)
{
var flags = SecDBPrimitives.ReadByte(stream);
InternalTrade = (flags & (1)) != 0;
Aggressor = (AggressorType)((flags >> 1) & 0x3);
Side = (SideType)((flags >> 3) & 0x1);
IsQty = (flags & (1 << 4)) != 0;
IsTradeID = (flags & (1 << 5)) != 0;
IsOrderID = (flags & (1 << 6)) != 0;
var price = SecDBPrimitives.ReadSLEB128(stream);
if (ps == null)
{
PriceStep = price;
}
else
{
PriceStep = ps.PriceStep + price;
}
Price = PriceStep * file.SystemHeader.PriceStep;
if (IsQty)
{
Qty = SecDBPrimitives.ReadSLEB128(stream);
}
if (IsTradeID)
{
TradeID = SecDBPrimitives.ReadULEB128(stream);
}
if (IsOrderID)
{
OrderID = SecDBPrimitives.ReadULEB128(stream);
}
}
internal TradeSample(SecDBFileReader file, TradeSample ps, DateTime ts, Stream stream) : base(ts)
{
var flags = SecDBPrimitives.ReadByte(stream);
InternalTrade = (flags & (1)) !=0;
Aggressor = (AggressorType)((flags >> 1)&0x3);
Side = (SideType)((flags >> 3)&0x1);
IsQty = (flags & (1 << 4)) !=0;
IsTradeID = (flags & (1 << 5)) !=0;
IsOrderID = (flags & (1 << 6)) !=0;
var price = SecDBPrimitives.ReadSLEB128(stream);
if (ps==null)
PriceStep = price;
else
PriceStep = ps.PriceStep + price;
Price = PriceStep * file.SystemHeader.PriceStep;
if (IsQty) Qty = SecDBPrimitives.ReadSLEB128(stream);
if (IsTradeID) TradeID = SecDBPrimitives.ReadULEB128(stream);
if (IsOrderID) OrderID = SecDBPrimitives.ReadULEB128(stream);
}
