public override void Deserialize(PlaceOrderMessage message, UnsafeBinaryReader binaryReader)
{
var version = binaryReader.ReadByte();
if (version != _version)
{
throw new InvalidOperationException($"version mismatch; expected:{_version} received:{version}");
}
message.Id = binaryReader.ReadInt64();
message.InstrumentId = binaryReader.ReadInt32();
message.Price = binaryReader.ReadDouble();
message.Quantity = binaryReader.ReadDouble();
message.Side = (OrderSide)binaryReader.ReadByte();
message.val0 = binaryReader.ReadInt64();
message.val1 = binaryReader.ReadInt64();
message.val2 = binaryReader.ReadInt64();
message.val3 = binaryReader.ReadInt64();
message.val4 = binaryReader.ReadInt64();
message.val5 = binaryReader.ReadInt64();
message.val6 = binaryReader.ReadInt64();
message.val7 = binaryReader.ReadInt64();
message.val8 = binaryReader.ReadInt64();
message.val9 = binaryReader.ReadInt64();
message.val11 = binaryReader.ReadInt64();
message.val12 = binaryReader.ReadInt64();
message.val13 = binaryReader.ReadInt64();
message.val14 = binaryReader.ReadInt64();
message.val15 = binaryReader.ReadInt64();
}
private void CreateContext(Encoding encoding, int bufferSegmentSize, int bufferSegmentCount = 512)
{
_segmentProvider = new BufferSegmentProvider(bufferSegmentCount, bufferSegmentSize);
_reader = new UnsafeBinaryReader(encoding);
_reader.SetBuffers(_segmentProvider.GetBufferSegments());
_writer = _segmentProvider.GetBinaryWriter(encoding);
}
public override void Deserialize(OrderAckMessage message, UnsafeBinaryReader binaryReader)
{
var version = binaryReader.ReadByte();
if (version != _version)
{
throw new InvalidOperationException($"version mismatch; expected:{_version} received:{version}");
}
message.Id = binaryReader.ReadInt64();
}
/// <summary>
/// Take a raw message buffer and extract the endpoint name and serialized proto buffer.
/// </summary>
/// <param name="messageData"></param>
public Message(byte[] messageData)
{
unsafe
{
var segmentReader = new UnsafeBinaryReader(Encoding.UTF8);
fixed(byte *mData = messageData)
{
var segment = new BufferSegment(mData);
segmentReader.SetBuffer(segment.Data, messageData.Length);
var length = segmentReader.ReadVariableLengthQuantity();
fixed(byte *headerData = segmentReader.ReadBytes(length))
{
Header = GetHeader(headerData, length);
}
Payload = segmentReader.ReadBytes(segmentReader.AvailableData());
}
}
}
public abstract void Deserialize(T message, UnsafeBinaryReader binaryReader);
void IBinaryMessageSerializer.Deserialize(object message, UnsafeBinaryReader binaryReader)
{
Deserialize((T)message, binaryReader);
}
public override void Deserialize(Pong message, UnsafeBinaryReader binaryReader)
{
message.PingId = binaryReader.ReadInt32();
}
public ReleasableMessage DeserializeWithLengthPrefix(List <BufferSegment> framedMessage, UnsafeBinaryReader binaryReader)
{
binaryReader.SetBuffers(framedMessage);
var messageTypeId = new MessageTypeId(binaryReader.ReadUInt32());
var serializationEngine = _messageEnginesByTypeId[messageTypeId];
var message = serializationEngine.Allocator.Allocate();
serializationEngine.Serializer.Deserialize(message, binaryReader);
return(new ReleasableMessage(messageTypeId, message, serializationEngine.Releaser));
}
public ReceivingContext(Encoding encoding)
{
BinaryReader = new UnsafeBinaryReader(encoding);
}
