/// <inheritdoc />
public Event Deserialize(byte[] dataBytes)
{
var unpacked = MessagePackSerializer.Deserialize <Dictionary <string, byte[]> >(dataBytes);
var @event = ObjectDeserializer.AsString(unpacked[nameof(Event.Type)]);
var id = ObjectDeserializer.AsGuid(unpacked[nameof(Event.Id)]);
var timestamp = ObjectDeserializer.AsZonedDateTime(unpacked[nameof(Event.Timestamp)]);
switch (@event)
{
case nameof(AccountStateEvent):
var currency = ObjectDeserializer.AsEnum <Currency>(unpacked[nameof(AccountStateEvent.Currency)]);
return(new AccountStateEvent(
this.identifierCache.AccountId(unpacked),
currency,
ObjectDeserializer.AsMoney(unpacked[nameof(AccountStateEvent.CashBalance)], currency),
ObjectDeserializer.AsMoney(unpacked[nameof(AccountStateEvent.CashStartDay)], currency),
ObjectDeserializer.AsMoney(unpacked[nameof(AccountStateEvent.CashActivityDay)], currency),
ObjectDeserializer.AsMoney(unpacked[nameof(AccountStateEvent.MarginUsedLiquidation)], currency),
ObjectDeserializer.AsMoney(unpacked[nameof(AccountStateEvent.MarginUsedMaintenance)], currency),
ObjectDeserializer.AsDecimal(unpacked[nameof(AccountStateEvent.MarginRatio)]),
ObjectDeserializer.AsString(unpacked[nameof(AccountStateEvent.MarginCallStatus)]),
id,
timestamp));
case nameof(OrderInitialized):
return(new OrderInitialized(
ObjectDeserializer.AsOrderId(unpacked),
this.identifierCache.Symbol(unpacked),
ObjectDeserializer.AsEnum <OrderSide>(unpacked[nameof(OrderInitialized.OrderSide)]),
ObjectDeserializer.AsEnum <OrderType>(unpacked[nameof(OrderInitialized.OrderType)]),
ObjectDeserializer.AsQuantity(unpacked[nameof(OrderInitialized.Quantity)]),
ObjectDeserializer.AsNullablePrice(unpacked[nameof(OrderInitialized.Price)]),
ObjectDeserializer.AsEnum <TimeInForce>(unpacked[nameof(OrderInitialized.TimeInForce)]),
ObjectDeserializer.AsNullableZonedDateTime(unpacked[nameof(OrderInitialized.ExpireTime)]),
id,
timestamp));
case nameof(OrderInvalid):
return(new OrderInvalid(
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsString(unpacked[nameof(OrderInvalid.InvalidReason)]),
id,
timestamp));
case nameof(OrderDenied):
return(new OrderDenied(
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsString(unpacked[nameof(OrderDenied.DeniedReason)]),
id,
timestamp));
case nameof(OrderSubmitted):
return(new OrderSubmitted(
this.identifierCache.AccountId(unpacked),
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsZonedDateTime(unpacked[nameof(OrderSubmitted.SubmittedTime)]),
id,
timestamp));
case nameof(OrderAccepted):
return(new OrderAccepted(
this.identifierCache.AccountId(unpacked),
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsOrderIdBroker(unpacked),
ObjectDeserializer.AsZonedDateTime(unpacked[nameof(OrderAccepted.AcceptedTime)]),
id,
timestamp));
case nameof(OrderRejected):
return(new OrderRejected(
this.identifierCache.AccountId(unpacked),
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsZonedDateTime(unpacked[nameof(OrderRejected.RejectedTime)]),
ObjectDeserializer.AsString(unpacked[nameof(OrderRejected.RejectedReason)]),
id,
timestamp));
case nameof(OrderWorking):
return(new OrderWorking(
this.identifierCache.AccountId(unpacked),
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsOrderIdBroker(unpacked),
this.identifierCache.Symbol(unpacked),
ObjectDeserializer.AsEnum <OrderSide>(unpacked[nameof(OrderWorking.OrderSide)]),
ObjectDeserializer.AsEnum <OrderType>(unpacked[nameof(OrderWorking.OrderType)]),
ObjectDeserializer.AsQuantity(unpacked[nameof(OrderWorking.Quantity)]),
ObjectDeserializer.AsPrice(unpacked[nameof(OrderWorking.Price)]),
ObjectDeserializer.AsEnum <TimeInForce>(unpacked[nameof(OrderWorking.TimeInForce)]),
ObjectDeserializer.AsNullableZonedDateTime(unpacked[nameof(OrderWorking.ExpireTime)]),
ObjectDeserializer.AsZonedDateTime(unpacked[nameof(OrderWorking.WorkingTime)]),
id,
timestamp));
case nameof(OrderCancelled):
return(new OrderCancelled(
this.identifierCache.AccountId(unpacked),
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsZonedDateTime(unpacked[nameof(OrderCancelled.CancelledTime)]),
id,
timestamp));
case nameof(OrderCancelReject):
return(new OrderCancelReject(
this.identifierCache.AccountId(unpacked),
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsZonedDateTime(unpacked[nameof(OrderCancelReject.RejectedTime)]),
ObjectDeserializer.AsString(unpacked[nameof(OrderCancelReject.RejectedResponseTo)]),
ObjectDeserializer.AsString(unpacked[nameof(OrderCancelReject.RejectedReason)]),
id,
timestamp));
case nameof(OrderModified):
return(new OrderModified(
this.identifierCache.AccountId(unpacked),
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsOrderIdBroker(unpacked),
ObjectDeserializer.AsQuantity(unpacked[nameof(OrderModified.ModifiedQuantity)]),
ObjectDeserializer.AsPrice(unpacked[nameof(OrderModified.ModifiedPrice)]),
ObjectDeserializer.AsZonedDateTime(unpacked[nameof(OrderModified.ModifiedTime)]),
id,
timestamp));
case nameof(OrderExpired):
return(new OrderExpired(
this.identifierCache.AccountId(unpacked),
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsZonedDateTime(unpacked[nameof(OrderExpired.ExpiredTime)]),
id,
timestamp));
case nameof(OrderPartiallyFilled):
return(new OrderPartiallyFilled(
this.identifierCache.AccountId(unpacked),
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsExecutionId(unpacked),
ObjectDeserializer.AsPositionIdBroker(unpacked),
this.identifierCache.Symbol(unpacked),
ObjectDeserializer.AsEnum <OrderSide>(unpacked[nameof(OrderPartiallyFilled.OrderSide)]),
ObjectDeserializer.AsQuantity(unpacked[nameof(OrderPartiallyFilled.FilledQuantity)]),
ObjectDeserializer.AsQuantity(unpacked[nameof(OrderPartiallyFilled.LeavesQuantity)]),
ObjectDeserializer.AsPrice(unpacked[nameof(OrderPartiallyFilled.AveragePrice)]),
ObjectDeserializer.AsEnum <Currency>(unpacked[nameof(OrderPartiallyFilled.Currency)]),
ObjectDeserializer.AsZonedDateTime(unpacked[nameof(OrderPartiallyFilled.ExecutionTime)]),
id,
timestamp));
case nameof(OrderFilled):
return(new OrderFilled(
this.identifierCache.AccountId(unpacked),
ObjectDeserializer.AsOrderId(unpacked),
ObjectDeserializer.AsExecutionId(unpacked),
ObjectDeserializer.AsPositionIdBroker(unpacked),
this.identifierCache.Symbol(unpacked),
ObjectDeserializer.AsEnum <OrderSide>(unpacked[nameof(OrderFilled.OrderSide)]),
ObjectDeserializer.AsQuantity(unpacked[nameof(OrderFilled.FilledQuantity)]),
ObjectDeserializer.AsPrice(unpacked[nameof(OrderFilled.AveragePrice)]),
ObjectDeserializer.AsEnum <Currency>(unpacked[nameof(OrderFilled.Currency)]),
ObjectDeserializer.AsZonedDateTime(unpacked[nameof(OrderFilled.ExecutionTime)]),
id,
timestamp));
default:
throw ExceptionFactory.InvalidSwitchArgument(@event, nameof(@event));
}
}
