public static CancelOrderRequest ReadFromBuffer(ByteBuffer buf, int offset = 0)
{
if (buf.length - offset < StructSize)
{
return(null);
}
var req = new CancelOrderRequest();
req.RequestId = encoding.GetString(buf.data, offset, 16).Trim((char)0);
offset += 16;
req.ClearingAccountId = encoding.GetString(buf.data, offset, 16).Trim((char)0);
offset += 16;
req.TraderAccountId = encoding.GetString(buf.data, offset, 16).Trim((char)0);
offset += 16;
req.InstrumentId = BitConverter.ToInt32(buf.data, offset);
offset += PropInfo.GetSize(req, r => r.InstrumentId);
req.ExchangeOrderId = BitConverter.ToInt64(buf.data, offset);
offset += PropInfo.GetSize(req, r => r.ExchangeOrderId);
req.OriginRequestId = encoding.GetString(buf.data, offset, 16).Trim((char)0);
offset += 16;
req.OrderSide = (OrderSide)buf.data[offset++];
req.TrimZeroSymbols();
return(req);
}
public static CancelOrderResponse ReadFromBuffer(MessageHeader frame, ByteBuffer buf, int offset = 0)
{
if (buf.length - offset < StructSize)
{
return(null);
}
var resp = new CancelOrderResponse();
resp.OriginRequest = CancelOrderRequest.ReadFromBuffer(buf, offset);
if (resp.OriginRequest == null)
{
return(null);
}
offset += CancelOrderRequest.StructSize;
resp.InputTime = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.InputTime);
resp.OutputTime = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.OutputTime);
resp.SystemTime = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.SystemTime);
resp.AmountCancelled = BitConverter.ToInt32(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.AmountCancelled);
resp.AmountRest = BitConverter.ToInt32(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.AmountRest);
resp.CancelReason = (CancelReason)buf.data[offset++];
return(resp);
}
public static OrderResponse ReadFromBuffer(MessageHeader frame, ByteBuffer buf, int offset = 0)
{
if (buf.length - offset < StructSize)
{
return(null);
}
var resp = new OrderResponse();
resp.InputTime = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.InputTime);
resp.OutputTime = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.OutputTime);
resp.OriginRequest = OrderRequest.ReadFromBuffer(buf, offset);
if (resp.OriginRequest == null)
{
return(null);
}
offset += OrderRequest.StructSize;
resp.SystemTime = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.SystemTime);
resp.ExchangeOrderId = BitConverter.ToInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.ExchangeOrderId);
resp.LiquidityPoolId = BitConverter.ToInt16(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.LiquidityPoolId);
resp.OrderRoutingRule = BitConverter.ToInt16(buf.data, offset);
return(resp);
}
public static ExecReportBody ReadFromBuffer(ByteBuffer buf, int offset = 0)
{
var d = new ExecReportBody();
d.SystemTime = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(d, r => r.SystemTime);
d.ExchangeOrderId = BitConverter.ToInt64(buf.data, offset);
offset += PropInfo.GetSize(d, r => r.ExchangeOrderId);
d.AmountRest = BitConverter.ToInt64(buf.data, offset);
offset += PropInfo.GetSize(d, r => r.AmountRest);
d.DealsCount = buf.data[offset++];
if (d.DealsCount > d.Deals.Length)
{
d.Deals = new Deal[d.DealsCount];
}
for (var i = 0; i < d.DealsCount; i++)
{
var deal = Deal.ReadFromBuffer(buf, offset);
if (deal == null)
{
break;
}
d.Deals[i] = deal;
offset += Deal.StructSize;
}
return(d);
}
static Deal()
{
Deal d = null;
StructSize = PropInfo.GetSize(d, o => o.DealId) +
PropInfo.GetSize(d, o => o.Price) +
PropInfo.GetSize(d, o => o.Amount);
}
static MessageHeader()
{
MessageHeader f = null;
StructSize =
PropInfo.GetSize(f, r => r.msgId) +
PropInfo.GetSize(f, r => r.msgSize) +
PropInfo.GetSize(f, r => r.msgSeq);
}
static RejectResponse()
{
RejectResponse r = null;
StructSize = PropInfo.GetSize(r, o => o.InputTime) +
PropInfo.GetSize(r, o => o.OutputTime) +
PropInfo.GetSize(r, o => o.Time) +
16 + // RequestId
PropInfo.GetSize(r, o => o.ErrorCodeInternal);
}
static MassCancelRequest()
{
MassCancelRequest o = null;
StructSize = 16 + // RequestId
16 + // ClearingAccountId
16 + // TraderAccountId
PropInfo.GetSize(o, r => r.InstrumentId) +
1; // CancelMode
}
static CancelOrderResponse()
{
CancelOrderResponse r = null;
StructSize = CancelOrderRequest.StructSize +
PropInfo.GetSize(r, o => o.InputTime) +
PropInfo.GetSize(r, o => o.OutputTime) +
PropInfo.GetSize(r, o => o.SystemTime) +
PropInfo.GetSize(r, o => o.AmountCancelled) +
PropInfo.GetSize(r, o => o.AmountRest) +
1; // CancelReason
}
static OrderResponse()
{
OrderResponse r = null;
StructSize = OrderRequest.StructSize +
PropInfo.GetSize(r, o => o.InputTime) +
PropInfo.GetSize(r, o => o.OutputTime) +
PropInfo.GetSize(r, o => o.SystemTime) +
PropInfo.GetSize(r, o => o.ExchangeOrderId) +
PropInfo.GetSize(r, o => o.LiquidityPoolId) +
PropInfo.GetSize(r, o => o.OrderRoutingRule);
}
static CancelOrderRequest()
{
CancelOrderRequest o = null;
StructSize = 16 + // RequestId
16 + // ClearingAccountId
16 + // TraderAccountId
PropInfo.GetSize(o, r => r.InstrumentId) +
PropInfo.GetSize(o, r => r.ExchangeOrderId) +
16 + // OriginRequestId
1; // OrderSide
}
static MassCancelResponse()
{
MassCancelResponse o = null;
StructSize = PropInfo.GetSize(o, r => r.InputTime) +
PropInfo.GetSize(o, r => r.OutputTime) +
PropInfo.GetSize(o, r => r.Time) +
16 + // OriginRequestId
16 + // ClearingAccountId
16 + // TraderAccountId
PropInfo.GetSize(o, r => r.InstrumentId) +
1 + // CancelMode
1 + // CancelStatus
PropInfo.GetSize(o, r => r.CancelledOrders);
}
public static MessageHeader ReadFromBuffer(ByteBuffer buf, int offset = 0)
{
if (buf.length - offset < StructSize)
{
return(null);
}
MessageHeader f = null;
var frame = new MessageHeader
{
msgId = BitConverter.ToInt16(buf.data, offset),
msgSize = BitConverter.ToUInt16(buf.data, offset + PropInfo.GetSize(f, r => r.msgId)),
msgSeq = BitConverter.ToInt64(buf.data, offset + PropInfo.GetSize(f, r => r.msgId) +
PropInfo.GetSize(f, r => r.msgSize))
};
return(frame);
}
static OrderRequest()
{
OrderRequest r = null;
StructSize =
16 // RequestId
+ 16 // ClearingAccountId
+ 16 // TraderAccountId
+ PropInfo.GetSize(r, o => o.InstrumentId)
+ sizeof(byte) // OrderType
+ sizeof(byte) // TimeInForce
+ sizeof(byte) // OrderSide
+ sizeof(byte) // AutoCancel
+ PropInfo.GetSize(r, o => o.Amount)
+ PropInfo.GetSize(r, o => o.Price)
+ PropInfo.GetSize(r, o => o.Flags)
+ 16; // comment
}
public static Deal ReadFromBuffer(ByteBuffer buf, int offset = 0)
{
var d = new Deal();
if (buf.length - offset < StructSize)
{
return(d);
}
d.DealId = BitConverter.ToInt64(buf.data, offset);
offset += PropInfo.GetSize(d, r => r.DealId);
d.Price = BitConverter.ToInt64(buf.data, offset);
offset += PropInfo.GetSize(d, r => r.Price);
d.Amount = BitConverter.ToInt64(buf.data, offset);
offset += PropInfo.GetSize(d, r => r.Amount);
return(d);
}
public static MassCancelResponse ReadFromBuffer(MessageHeader frame, ByteBuffer buf, int offset = 0)
{
if (buf.length - offset < StructSize)
{
return(null);
}
var resp = new MassCancelResponse();
resp.InputTime = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.InputTime);
resp.OutputTime = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.OutputTime);
resp.Time = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.Time);
resp.OriginRequestId = encoding.GetString(buf.data, offset, 16).Trim((char)0);;
offset += 16;
resp.ClearingAccountId = encoding.GetString(buf.data, offset, 16).Trim((char)0);;
offset += 16;
resp.TraderAccountId = encoding.GetString(buf.data, offset, 16).Trim((char)0);;
offset += 16;
resp.InstrumentId = BitConverter.ToInt32(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.InstrumentId);
resp.CancelMode = (MassCancelMode)buf.data[offset++];
resp.CancelStatus = (MassCancelStatus)buf.data[offset++];
resp.CancelledOrders = BitConverter.ToInt32(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.CancelledOrders);
return(resp);
}
public static OrderRequest ReadFromBuffer(ByteBuffer buf, int offset = 0)
{
if (buf.length - offset < StructSize)
{
return(null);
}
var req = new OrderRequest();
req.RequestId = encoding.GetString(buf.data, offset, 16).TrimEnd((char)0);
offset += 16;
req.ClearingAccountId = encoding.GetString(buf.data, offset, 16).TrimEnd((char)0);
offset += 16;
req.TraderAccountId = encoding.GetString(buf.data, offset, 16).TrimEnd((char)0);
offset += 16;
req.InstrumentId = BitConverter.ToInt32(buf.data, offset);
offset += PropInfo.GetSize(req, r => r.InstrumentId);
req.OrderType = (OrderType)buf.data[offset++];
req.TimeInForce = (TimeInForce)buf.data[offset++];
req.OrderSide = (OrderSide)buf.data[offset++];
req.AutoCancel = (AutoCancel)buf.data[offset++];
req.Amount = BitConverter.ToInt64(buf.data, offset);
offset += PropInfo.GetSize(req, r => r.Amount);
req.Price = BitConverter.ToInt64(buf.data, offset);
offset += PropInfo.GetSize(req, r => r.Price);
req.Flags = BitConverter.ToUInt64(buf.data, offset);
return(req);
}
public static RejectResponse ReadFromBuffer(MessageHeader frame, ByteBuffer buf, int offset = 0)
{
if (buf.length - offset < StructSize)
{
return(null);
}
var resp = new RejectResponse();
resp.InputTime = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.InputTime);
resp.OutputTime = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.OutputTime);
resp.Time = BitConverter.ToUInt64(buf.data, offset);
offset += PropInfo.GetSize(resp, o => o.Time);
resp.RequestId = encoding.GetString(buf.data, offset, 16).Trim((char)0);
offset += 16;
resp.ErrorCodeInternal = BitConverter.ToInt16(buf.data, offset);
return(resp);
}