public static int Decode(MessageHeader messageHeader,
MarketDataIncrementalRefreshTrades marketData,
DirectBuffer buffer,
int bufferIndex)
{
messageHeader.Wrap(buffer, bufferIndex, 0);
int actingVersion = messageHeader.Version;
int actingBlockLength = messageHeader.BlockLength;
marketData.WrapForDecode(buffer, bufferIndex + MessageHeader.Size, actingBlockLength, actingVersion);
var transactTime = marketData.TransactTime;
var matchEventIndicator = marketData.MatchEventIndicator;
var mdIncGrpGroup = marketData.MdIncGrp;
while (mdIncGrpGroup.HasNext)
{
mdIncGrpGroup.Next();
var tradeId = mdIncGrpGroup.TradeId;
var securityId = mdIncGrpGroup.SecurityId;
var mantissa = mdIncGrpGroup.MdEntryPx.Mantissa;
var i = mdIncGrpGroup.MdEntrySize.Mantissa;
var numberOfOrders = mdIncGrpGroup.NumberOfOrders;
var mdUpdateAction = mdIncGrpGroup.MdUpdateAction;
var rptSeq = mdIncGrpGroup.RptSeq;
var aggressorSide = mdIncGrpGroup.AggressorSide;
var mdEntryType = mdIncGrpGroup.MdEntryType;
}
return(marketData.Size);
}
public static long Decode(MarketDataIncrementalRefreshTrades.Builder marketData,
byte[] input)
{
var builder = MarketDataIncrementalRefreshTrades.CreateBuilder();
marketData.Clear();
builder.MergeFrom(input).Build();
ulong transactTime = marketData.TransactTime;
uint eventTimeDelta = marketData.EventTimeDelta;
MarketDataIncrementalRefreshTrades.Types.MatchEventIndicator matchEventIndicator =
marketData.MatchEventIndicator;
foreach (MdIncGrp mdIncGrp in marketData.MdIncGroupList)
{
ulong tradeId = mdIncGrp.TradeId;
ulong securityId = mdIncGrp.SecurityId;
long mantissa = mdIncGrp.MdEntryPx.Mantissa;
int i = mdIncGrp.MdEntrySize.Mantissa;
uint numberOfOrders = mdIncGrp.NumberOfOrders;
MdIncGrp.Types.MdUpdateAction mdUpdateAction = mdIncGrp.MdUpdateAction;
uint repSeq = mdIncGrp.RepSeq;
MdIncGrp.Types.Side aggressorSide = mdIncGrp.AggressorSide;
MdIncGrp.Types.MdEntryType mdEntryType = mdIncGrp.MdEntryType;
}
return(input.Length);
}
public static long Decode(MarketDataIncrementalRefreshTrades.Builder marketData,
byte[] input)
{
var builder = MarketDataIncrementalRefreshTrades.CreateBuilder();
marketData.Clear();
builder.MergeFrom(input).Build();
ulong transactTime = marketData.TransactTime;
uint eventTimeDelta = marketData.EventTimeDelta;
MarketDataIncrementalRefreshTrades.Types.MatchEventIndicator matchEventIndicator =
marketData.MatchEventIndicator;
foreach (MdIncGrp mdIncGrp in marketData.MdIncGroupList)
{
ulong tradeId = mdIncGrp.TradeId;
ulong securityId = mdIncGrp.SecurityId;
long mantissa = mdIncGrp.MdEntryPx.Mantissa;
int i = mdIncGrp.MdEntrySize.Mantissa;
uint numberOfOrders = mdIncGrp.NumberOfOrders;
MdIncGrp.Types.MdUpdateAction mdUpdateAction = mdIncGrp.MdUpdateAction;
uint repSeq = mdIncGrp.RepSeq;
MdIncGrp.Types.Side aggressorSide = mdIncGrp.AggressorSide;
MdIncGrp.Types.MdEntryType mdEntryType = mdIncGrp.MdEntryType;
}
return input.Length;
}
public GpbBenchmarkState()
{
Marketdata = MarketDataIncrementalRefreshTrades.CreateBuilder();
var input = new MemoryStream();
GpbMarketDataBenchmark.Encode(Marketdata, input);
In = input.ToArray();
var outBuffer = new Byte[1024];
Out = new MemoryStream(outBuffer);
}
public static int Encode(MessageHeader messageHeader,
MarketDataIncrementalRefreshTrades marketData,
DirectBuffer buffer,
int bufferIndex)
{
messageHeader.Wrap(buffer, bufferIndex, 0);
messageHeader.BlockLength = MarketDataIncrementalRefreshTrades.BlockLength;
messageHeader.TemplateId = MarketDataIncrementalRefreshTrades.TemplateId;
messageHeader.SchemaId = MarketDataIncrementalRefreshTrades.SchemaId;
messageHeader.Version = MarketDataIncrementalRefreshTrades.Schema_Version;
marketData.WrapForEncode(buffer, bufferIndex + MessageHeader.Size);
marketData.TransactTime = 1234L;
marketData.EventTimeDelta = 987;
marketData.MatchEventIndicator = MatchEventIndicator.END_EVENT;
var mdIncGrp = marketData.MdIncGrpCount(2);
mdIncGrp.Next();
mdIncGrp.TradeId = 1234L;
mdIncGrp.SecurityId = 56789L;
mdIncGrp.MdEntryPx.Mantissa = 50;
mdIncGrp.MdEntrySize.Mantissa = 10;
mdIncGrp.NumberOfOrders = 1;
mdIncGrp.MdUpdateAction = MDUpdateAction.NEW;
mdIncGrp.RptSeq = 1;
mdIncGrp.AggressorSide = Side.BUY;
mdIncGrp.MdEntryType = MDEntryType.BID;
mdIncGrp.Next();
mdIncGrp.TradeId = 1234L;
mdIncGrp.SecurityId = 56789L;
mdIncGrp.MdEntryPx.Mantissa = 50;
mdIncGrp.MdEntrySize.Mantissa = 10;
mdIncGrp.NumberOfOrders = 1;
mdIncGrp.MdUpdateAction = MDUpdateAction.NEW;
mdIncGrp.RptSeq = 1;
mdIncGrp.AggressorSide = Side.SELL;
mdIncGrp.MdEntryType = MDEntryType.OFFER;
return(marketData.Size);
}
public static long Encode(MarketDataIncrementalRefreshTrades.Builder marketData, Stream output)
{
output.Position = 0;
marketData.Clear()
.SetTransactTime(1234L)
.SetEventTimeDelta(987)
.SetMatchEventIndicator(MarketDataIncrementalRefreshTrades.Types.MatchEventIndicator.END_EVENT);
MdIncGrp.Builder groupBuilder = MdIncGrp.CreateBuilder();
groupBuilder.SetTradeId(1234L);
groupBuilder.SetSecurityId(56789L);
groupBuilder.SetMdEntryPx(Decimal64.CreateBuilder().SetMantissa(50));
groupBuilder.SetMdEntrySize(IntQty32.CreateBuilder().SetMantissa(10));
groupBuilder.SetNumberOfOrders(1);
groupBuilder.SetMdUpdateAction(MdIncGrp.Types.MdUpdateAction.NEW);
groupBuilder.SetRepSeq(1);
groupBuilder.SetAggressorSide(MdIncGrp.Types.Side.BUY);
groupBuilder.SetMdEntryType(MdIncGrp.Types.MdEntryType.BID);
marketData.AddMdIncGroup(groupBuilder);
groupBuilder = MdIncGrp.CreateBuilder();
groupBuilder.SetTradeId(1234L);
groupBuilder.SetSecurityId(56789L);
groupBuilder.SetMdEntryPx(Decimal64.CreateBuilder().SetMantissa(50));
groupBuilder.SetMdEntrySize(IntQty32.CreateBuilder().SetMantissa(10));
groupBuilder.SetNumberOfOrders(1);
groupBuilder.SetMdUpdateAction(MdIncGrp.Types.MdUpdateAction.NEW);
groupBuilder.SetRepSeq(1);
groupBuilder.SetAggressorSide(MdIncGrp.Types.Side.SELL);
groupBuilder.SetMdEntryType(MdIncGrp.Types.MdEntryType.OFFER);
marketData.AddMdIncGroup(groupBuilder);
marketData.Build().WriteTo(output);
return output.Position;
}
