public override ByteBuffer Serialize()
{
var buf = new ByteBuffer(256);
var frame = new MessageHeader
{
msgId = (Int16)MessageType.NewOrderBody,
msgSeq = SessionId,
msgSize = (UInt16)StructSize
};
frame.AppendToBuffer(buf);
buf.AppendFixedString(RequestId, encoding, 16);
buf.AppendFixedString(ClearingAccountId, encoding, 16);
buf.AppendFixedString(TraderAccountId, encoding, 16);
buf.AppendInt32(InstrumentId);
buf.AppendByte((byte)OrderType);
buf.AppendByte((byte)TimeInForce);
buf.AppendByte((byte)OrderSide);
buf.AppendByte((byte)AutoCancel);
buf.AppendInt64(Amount);
buf.AppendInt64(Price);
buf.AppendUint64(Flags);
buf.AppendFixedString(Comment, encoding, 16);
return(buf);
}
private void MakeRequestResponse(RejectResponse msg, int seqid, ByteBuffer buf)
{
var header = new MessageHeader
{
msgId = (int)MessageType.RejectResponse,
msgSize = (ushort)RejectResponse.StructSize,
msgSeq = seqid
};
header.AppendToBuffer(buf);
buf.AppendUint64(msg.Time);
buf.AppendFixedString(msg.RequestId, Encoding.ASCII, 16);
buf.AppendInt16(msg.ErrorCodeInternal);
}
public override ByteBuffer Serialize()
{
var buf = new ByteBuffer(128);
var frame = new MessageHeader
{
msgId = (Int16)MessageType.MassCancelRequest,
msgSeq = SessionId,
msgSize = (UInt16)StructSize
};
frame.AppendToBuffer(buf);
buf.AppendFixedString(RequestId, encoding, 16);
buf.AppendFixedString(ClearingAccountId, encoding, 16);
buf.AppendFixedString(TraderAccountId, encoding, 16);
buf.AppendInt32(InstrumentId);
buf.AppendByte((byte)CancelMode);
return(buf);
}
