internal SummarySample(DateTime ts, Stream stream) : base(ts)
{
var flags = SecDBPrimitives.ReadByte(stream);
IsBidQty = (flags & (1)) != 0;
IsAskQty = (flags & (1 << 1)) != 0;
IsPositions = (flags & (1 << 2)) != 0;
IsRisk = (flags & (1 << 3)) != 0;
if (IsBidQty)
{
BidQty = SecDBPrimitives.ReadULEB128(stream);
}
if (IsAskQty)
{
AskQty = SecDBPrimitives.ReadULEB128(stream);
}
if (IsPositions)
{
Positions = SecDBPrimitives.ReadSLEB128(stream);
}
if (IsRisk)
{
RiskAmt = SecDBPrimitives.ReadDouble(stream);
}
}
internal InfoSample(DateTime ts, Stream stream) : base(ts)
{
var tp = SecDBPrimitives.ReadByte(stream);
if (tp == 0)
{
Body = SecDBPrimitives.ReadString(stream);
}
else
{
ResID = 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);
}
}
