public Message(DateTime dateTime, int type, int id, int senderId, int receiverId, ObjectTable fields) : base(dateTime)
{
Type = type;
Id = id;
SenderId = senderId;
ReceiverId = receiverId;
Fields = fields;
}
public override object Read(BinaryReader reader, byte version)
{
var table = new ObjectTable();
int index;
while ((index = reader.ReadInt32()) != -1)
table[index] = this.streamerManager.Deserialize(reader);
return table;
}
public Response(DateTime dateTime, int type, int id, int commandId, int senderId, int receiverId, ObjectTable fields) : base(dateTime, type, id, senderId, receiverId, fields)
{
CommandId = commandId;
}
public Command(DateTime dateTime, int type, int id, int senderId, int receiverId, ObjectTable fields) : base(dateTime, type, id, senderId, receiverId, fields)
{
}
public ExecutionMessage(ExecutionMessage executionMessage) : base(executionMessage)
{
Id = executionMessage.Id;
this.order = executionMessage.Order;
OrderId = executionMessage.OrderId;
ClOrderId = executionMessage.ClOrderId;
ProviderOrderId = executionMessage.ProviderOrderId;
this.instrument = executionMessage.Instrument;
InstrumentId = executionMessage.InstrumentId;
ClientId = executionMessage.ClientId;
IsLoaded = executionMessage.IsLoaded;
CurrencyId = executionMessage.CurrencyId;
Fields = new ObjectTable(executionMessage.Fields);
}
public ExecutionCommand(ExecutionCommand command)
: this()
{
Type = command.Type;
Id = command.Id;
ProviderId = command.ProviderId;
RouteId = command.RouteId;
AlgoId = command.AlgoId;
PortfolioId = command.PortfolioId;
InstrumentId = command.InstrumentId;
TransactTime = command.TransactTime;
DateTime = command.DateTime;
Instrument = command.Instrument;
Provider = command.Provider;
Portfolio = command.Portfolio;
Side = command.Side;
OrdType = command.OrdType;
TimeInForce = command.TimeInForce;
ExpireTime = command.ExpireTime;
Price = command.Price;
StopPx = command.StopPx;
Qty = command.Qty;
OCA = command.OCA;
Text = command.Text;
Account = command.Account;
ClientID = command.ClientID;
Fields = new ObjectTable(command.Fields);
}
public ExecutionCommand(ExecutionCommandType type, Order order)
: this()
{
Type = type;
Order = order;
OrderId = order.Id;
ProviderId = order.ProviderId;
RouteId = order.RouteId;
AlgoId = order.AlgoId;
PortfolioId = order.PortfolioId;
InstrumentId = order.InstrumentId;
TransactTime = order.TransactTime;
DateTime = order.DateTime;
Instrument = order.Instrument;
Provider = order.Provider;
Portfolio = order.Portfolio;
Side = order.Side;
OrdType = order.Type;
TimeInForce = order.TimeInForce;
ExpireTime = order.ExpireTime;
Price = order.Price;
StopPx = order.StopPx;
Qty = order.Qty;
MinQty = order.MinQty;
PegDifference = order.PegDifference;
ExecInst = order.ExecInst;
OCA = order.OCA;
Text = order.Text;
Account = order.Account;
ClientID = order.ClientID;
Fields = new ObjectTable(order.Fields);
}
public override object Read(BinaryReader reader, byte version)
{
int id = reader.ReadInt32();
var type = (InstrumentType)reader.ReadByte();
var symbol = reader.ReadString();
var description = reader.ReadString();
var currencyId = reader.ReadByte();
var exchange = reader.ReadString();
var instrument = new Instrument(id, type, symbol, description, currencyId, exchange);
instrument.TickSize = reader.ReadDouble();
instrument.Maturity = new DateTime(reader.ReadInt64());
instrument.Factor = reader.ReadDouble();
instrument.Strike = reader.ReadDouble();
instrument.PutCall = (PutCall)reader.ReadByte();
instrument.Margin = reader.ReadDouble();
int count = reader.ReadInt32();
for (int i = 0; i < count; i++)
instrument.AltId.Add((AltId)this.streamerManager.Deserialize(reader));
count = reader.ReadInt32();
for (int j = 0; j < count; j++)
instrument.Legs.Add((Leg)this.streamerManager.Deserialize(reader));
if (version == 0)
{
int cnt = reader.ReadInt32();
for (int k = 0; k < cnt; k++)
instrument.Fields[k] = reader.ReadDouble();
}
if (version >= 1)
instrument.PriceFormat = reader.ReadString();
if (version >= 1 && version <= 4)
{
int size = reader.ReadInt32();
if (size != -1)
{
byte typeId = reader.ReadByte();
byte ver = reader.ReadByte();
var fields = new ObjectTable();
int index;
while ((index = reader.ReadInt32()) != -1)
{
typeId = reader.ReadByte();
var objectStreamer = this.streamerManager.Get(typeId);
fields[index] = objectStreamer.Read(reader, ver);
}
instrument.Fields = fields;
}
}
if (version >= 2)
{
instrument.CCY1 = reader.ReadByte();
instrument.CCY2 = reader.ReadByte();
}
if (version >= 3)
{
instrument.DeleteCached = reader.ReadBoolean();
}
if (version >= 4)
{
instrument.Formula = reader.ReadString();
}
if (version >= 5)
{
int eof = reader.ReadInt32();
if (eof != -1)
instrument.Fields = (ObjectTable)this.streamerManager.Deserialize(reader);
}
return instrument;
}
public Message(DateTime dateTime, int type, int id, int senderId, int receiverId, ObjectTable fields) : base(dateTime)
{
Type = type;
Id = id;
SenderId = senderId;
ReceiverId = receiverId;
Fields = fields;
}
public override object Read(BinaryReader reader, byte version)
{
int id = reader.ReadInt32();
var type = (InstrumentType)reader.ReadByte();
var symbol = reader.ReadString();
var description = reader.ReadString();
var currencyId = reader.ReadByte();
var exchange = reader.ReadString();
var instrument = new Instrument(id, type, symbol, description, currencyId, exchange);
instrument.TickSize = reader.ReadDouble();
instrument.Maturity = new DateTime(reader.ReadInt64());
instrument.Factor = reader.ReadDouble();
instrument.Strike = reader.ReadDouble();
instrument.PutCall = (PutCall)reader.ReadByte();
instrument.Margin = reader.ReadDouble();
int count = reader.ReadInt32();
for (int i = 0; i < count; i++)
{
instrument.AltId.Add((AltId)this.streamerManager.Deserialize(reader));
}
count = reader.ReadInt32();
for (int j = 0; j < count; j++)
{
instrument.Legs.Add((Leg)this.streamerManager.Deserialize(reader));
}
if (version == 0)
{
int cnt = reader.ReadInt32();
for (int k = 0; k < cnt; k++)
{
instrument.Fields[k] = reader.ReadDouble();
}
}
if (version >= 1)
{
instrument.PriceFormat = reader.ReadString();
}
if (version >= 1 && version <= 4)
{
int size = reader.ReadInt32();
if (size != -1)
{
byte typeId = reader.ReadByte();
byte ver = reader.ReadByte();
var fields = new ObjectTable();
int index;
while ((index = reader.ReadInt32()) != -1)
{
typeId = reader.ReadByte();
var objectStreamer = this.streamerManager.Get(typeId);
fields[index] = objectStreamer.Read(reader, ver);
}
instrument.Fields = fields;
}
}
if (version >= 2)
{
instrument.CCY1 = reader.ReadByte();
instrument.CCY2 = reader.ReadByte();
}
if (version >= 3)
{
instrument.DeleteCached = reader.ReadBoolean();
}
if (version >= 4)
{
instrument.Formula = reader.ReadString();
}
if (version >= 5)
{
int eof = reader.ReadInt32();
if (eof != -1)
{
instrument.Fields = (ObjectTable)this.streamerManager.Deserialize(reader);
}
}
return(instrument);
}