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 ExecutionReport ReadFromBuffer(MessageHeader frame, ByteBuffer buf, int offset = 0)
{
if (buf.length - offset < OrderRequest.StructSize)
{
return(null);
}
var orig = OrderRequest.ReadFromBuffer(buf, offset);
if (orig == null)
{
return(null);
}
offset += OrderRequest.StructSize;
var rep = ExecReportBody.ReadFromBuffer(buf, offset);
return(rep == null
? null
: new ExecutionReport
{
OriginRequest = orig,
ExecReport = rep
});
}