public void BytesTo(ref ReadStream stream)
{
var headers = stream.ReadHeaders();
if (headers.TryGetValue(EventPropertyType.L_8, out byte count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(1);
}
}
if (headers.TryGetValue(EventPropertyType.L_Date, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(11);
}
}
if (headers.TryGetValue(EventPropertyType.L_16, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(2);
}
}
if (headers.TryGetValue(EventPropertyType.L_32, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(4);
}
}
if (headers.TryGetValue(EventPropertyType.L_64, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(8);
}
}
if (headers.TryGetValue(EventPropertyType.L_Str, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 0)
{
ExchangeNo = stream.ReadString(); continue;
}
if (index == 1)
{
ExchangeName = stream.ReadString(); continue;
}
var c = stream.ReadInt32(); stream.Advance(c);
}
}
if (headers.TryGetValue(EventPropertyType.L_Array, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
var c = stream.ReadInt32(); stream.Advance(c);
}
}
if (headers.TryGetValue(EventPropertyType.L_N, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
var l = stream.ReadInt32();
stream.Advance(l);
}
}
}
public void BytesTo(ReadStream stream)
{
var headers = stream.ReadHeaders();
if (headers.TryGetValue(EventPropertyType.L_8, out byte count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(1);
}
}
if (headers.TryGetValue(EventPropertyType.L_Date, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(11);
}
}
if (headers.TryGetValue(EventPropertyType.L_16, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(2);
}
}
if (headers.TryGetValue(EventPropertyType.L_32, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 1)
{
CommodityType = (CommodityType)stream.ReadInt32(); continue;
}
stream.Advance(4);
}
}
if (headers.TryGetValue(EventPropertyType.L_64, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 4)
{
MarginValue = stream.ReadDouble(); continue;
}
if (index == 5)
{
FreeValue = stream.ReadDouble(); continue;
}
stream.Advance(8);
}
}
if (headers.TryGetValue(EventPropertyType.L_Str, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 0)
{
ExchangeNo = stream.ReadString(); continue;
}
if (index == 2)
{
CommodityNo = stream.ReadString(); continue;
}
if (index == 3)
{
InstrumentID = stream.ReadString(); continue;
}
if (index == 6)
{
ContractExpDate = stream.ReadString(); continue;
}
if (index == 7)
{
LastTradeDate = stream.ReadString(); continue;
}
if (index == 8)
{
FirstNoticeDate = stream.ReadString(); continue;
}
if (index == 9)
{
ContractName = stream.ReadString(); continue;
}
var c = stream.ReadInt32(); stream.Advance(c);
}
}
if (headers.TryGetValue(EventPropertyType.L_Array, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
var c = stream.ReadInt32(); stream.Advance(c);
}
}
if (headers.TryGetValue(EventPropertyType.L_N, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
var l = stream.ReadInt32();
stream.Advance(l);
}
}
}
public void BytesTo(ReadStream stream)
{
var headers = stream.ReadHeaders();
if (headers.TryGetValue(EventPropertyType.L_8, out byte count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(1);
}
}
if (headers.TryGetValue(EventPropertyType.L_Date, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 7)
{
TradeTime = stream.ReadDate(); continue;
}
stream.Advance(11);
}
}
if (headers.TryGetValue(EventPropertyType.L_16, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(2);
}
}
if (headers.TryGetValue(EventPropertyType.L_32, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 9)
{
ZCVolume = stream.ReadInt32(); continue;
}
stream.Advance(4);
}
}
if (headers.TryGetValue(EventPropertyType.L_64, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 3)
{
LastPrice = stream.ReadDouble(); continue;
}
if (index == 6)
{
TotalVolume = stream.ReadUInt64(); continue;
}
if (index == 8)
{
Volume = stream.ReadUInt64(); continue;
}
stream.Advance(8);
}
}
if (headers.TryGetValue(EventPropertyType.L_Str, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 0)
{
CommodityNo = stream.ReadString(); continue;
}
if (index == 1)
{
ExchangeID = stream.ReadString(); continue;
}
if (index == 2)
{
InstrumentID = stream.ReadString(); continue;
}
if (index == 4)
{
Oper = stream.ReadString(); continue;
}
if (index == 5)
{
InTime = stream.ReadString(); continue;
}
var c = stream.ReadInt32(); stream.Advance(c);
}
}
if (headers.TryGetValue(EventPropertyType.L_Array, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
var c = stream.ReadInt32(); stream.Advance(c);
}
}
if (headers.TryGetValue(EventPropertyType.L_N, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
var l = stream.ReadInt32();
stream.Advance(l);
}
}
}
public void BytesTo(ref ReadStream stream)
{
var headers = stream.ReadHeaders();
if (headers.TryGetValue(EventPropertyType.L_8, out byte count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(1);
}
}
if (headers.TryGetValue(EventPropertyType.L_Date, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 44)
{
LocalTime = stream.ReadDate(); continue;
}
if (index == 60)
{
InTime = stream.ReadDate(); continue;
}
if (index == 62)
{
TradingDay = stream.ReadDate(); continue;
}
stream.Advance(11);
}
}
if (headers.TryGetValue(EventPropertyType.L_16, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(2);
}
}
if (headers.TryGetValue(EventPropertyType.L_32, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 24)
{
CommodityType = (CommodityType)stream.ReadInt32(); continue;
}
if (index == 49)
{
TradingState = (TradingState)stream.ReadInt32(); continue;
}
stream.Advance(4);
}
}
if (headers.TryGetValue(EventPropertyType.L_64, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 1)
{
AskPrice1 = stream.ReadDouble(); continue;
}
if (index == 2)
{
AskPrice2 = stream.ReadDouble(); continue;
}
if (index == 3)
{
AskPrice3 = stream.ReadDouble(); continue;
}
if (index == 4)
{
AskPrice4 = stream.ReadDouble(); continue;
}
if (index == 5)
{
AskPrice5 = stream.ReadDouble(); continue;
}
if (index == 6)
{
AskVolume1 = stream.ReadUInt64(); continue;
}
if (index == 7)
{
AskVolume2 = stream.ReadUInt64(); continue;
}
if (index == 8)
{
AskVolume3 = stream.ReadUInt64(); continue;
}
if (index == 9)
{
AskVolume4 = stream.ReadUInt64(); continue;
}
if (index == 10)
{
AskVolume5 = stream.ReadUInt64(); continue;
}
if (index == 11)
{
AveragePrice = stream.ReadDouble(); continue;
}
if (index == 12)
{
BidPrice1 = stream.ReadDouble(); continue;
}
if (index == 13)
{
BidPrice2 = stream.ReadDouble(); continue;
}
if (index == 14)
{
BidPrice3 = stream.ReadDouble(); continue;
}
if (index == 15)
{
BidPrice4 = stream.ReadDouble(); continue;
}
if (index == 16)
{
BidPrice5 = stream.ReadDouble(); continue;
}
if (index == 17)
{
BidVolume1 = stream.ReadUInt64(); continue;
}
if (index == 18)
{
BidVolume2 = stream.ReadUInt64(); continue;
}
if (index == 19)
{
BidVolume3 = stream.ReadUInt64(); continue;
}
if (index == 20)
{
BidVolume4 = stream.ReadUInt64(); continue;
}
if (index == 21)
{
BidVolume5 = stream.ReadUInt64(); continue;
}
if (index == 22)
{
ClosePrice = stream.ReadDouble(); continue;
}
if (index == 26)
{
HighestPrice = stream.ReadDouble(); continue;
}
if (index == 27)
{
HisHighPrice = stream.ReadDouble(); continue;
}
if (index == 28)
{
HisLowPrice = stream.ReadDouble(); continue;
}
if (index == 30)
{
LastPrice = stream.ReadDouble(); continue;
}
if (index == 31)
{
ImpliedBidQty = stream.ReadUInt64(); continue;
}
if (index == 32)
{
LowestPrice = stream.ReadDouble(); continue;
}
if (index == 33)
{
OpenInterest = stream.ReadUInt64(); continue;
}
if (index == 34)
{
OpenPrice = stream.ReadDouble(); continue;
}
if (index == 35)
{
PreClosePrice = stream.ReadDouble(); continue;
}
if (index == 36)
{
PreDelta = stream.ReadDouble(); continue;
}
if (index == 37)
{
CurrDelta = stream.ReadDouble(); continue;
}
if (index == 38)
{
TurnoverRate = stream.ReadDouble(); continue;
}
if (index == 39)
{
PreOpenInterest = stream.ReadUInt64(); continue;
}
if (index == 40)
{
PreSettlementPrice = stream.ReadDouble(); continue;
}
if (index == 41)
{
SettlementPrice = stream.ReadDouble(); continue;
}
if (index == 42)
{
TotalVolume = stream.ReadUInt64(); continue;
}
if (index == 43)
{
Turnover = stream.ReadDouble(); continue;
}
if (index == 45)
{
Volume = stream.ReadUInt64(); continue;
}
if (index == 46)
{
ImpliedAskPrice = stream.ReadDouble(); continue;
}
if (index == 47)
{
ImpliedAskQty = stream.ReadUInt64(); continue;
}
if (index == 48)
{
ImpliedBidPrice = stream.ReadDouble(); continue;
}
if (index == 50)
{
Q5DAvgQty = stream.ReadUInt64(); continue;
}
if (index == 51)
{
PERatio = stream.ReadDouble(); continue;
}
if (index == 52)
{
TotalValue = stream.ReadUInt64(); continue;
}
if (index == 53)
{
NegotiableValue = stream.ReadDouble(); continue;
}
if (index == 54)
{
PositionTrend = stream.ReadDouble(); continue;
}
if (index == 55)
{
ChangeSpeed = stream.ReadDouble(); continue;
}
if (index == 56)
{
ChangeRate = stream.ReadDouble(); continue;
}
if (index == 57)
{
Swing = stream.ReadDouble(); continue;
}
if (index == 58)
{
TotalBidQty = stream.ReadUInt64(); continue;
}
if (index == 59)
{
TotalAskQty = stream.ReadUInt64(); continue;
}
stream.Advance(8);
}
}
if (headers.TryGetValue(EventPropertyType.L_Str, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 0)
{
CurrencyNo = stream.ReadString(); continue;
}
if (index == 23)
{
CommodityNo = stream.ReadString(); continue;
}
if (index == 25)
{
ExchangeID = stream.ReadString(); continue;
}
if (index == 29)
{
InstrumentID = stream.ReadString(); continue;
}
if (index == 61)
{
Source = stream.ReadString(); continue;
}
if (index == 63)
{
TradingTime = stream.ReadString(); continue;
}
var c = stream.ReadInt32(); stream.Advance(c);
}
}
if (headers.TryGetValue(EventPropertyType.L_Array, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
var c = stream.ReadInt32(); stream.Advance(c);
}
}
if (headers.TryGetValue(EventPropertyType.L_N, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
var l = stream.ReadInt32();
stream.Advance(l);
}
}
}
public void BytesTo(ref ReadStream stream)
{
var headers = stream.ReadHeaders();
if (headers.TryGetValue(EventPropertyType.L_8, out byte count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(1);
}
}
if (headers.TryGetValue(EventPropertyType.L_Date, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(11);
}
}
if (headers.TryGetValue(EventPropertyType.L_16, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
stream.Advance(2);
}
}
if (headers.TryGetValue(EventPropertyType.L_32, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 2)
{
CommodityType = (CommodityType)stream.ReadInt32(); continue;
}
if (index == 10)
{
MarketDot = stream.ReadInt32(); continue;
}
if (index == 11)
{
CommodityDenominator = stream.ReadInt32(); continue;
}
if (index == 12)
{
DeliveryDays = stream.ReadInt32(); continue;
}
if (index == 14)
{
CommodityTimeZone = stream.ReadInt32(); continue;
}
stream.Advance(4);
}
}
if (headers.TryGetValue(EventPropertyType.L_64, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 7)
{
ContractSize = stream.ReadDouble(); continue;
}
if (index == 8)
{
StrikePriceTimes = stream.ReadDouble(); continue;
}
if (index == 9)
{
CommodityTickSize = stream.ReadDouble(); continue;
}
stream.Advance(8);
}
}
if (headers.TryGetValue(EventPropertyType.L_Str, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
if (index == 0)
{
ExchangeNo = stream.ReadString(); continue;
}
if (index == 1)
{
ExchangeName = stream.ReadString(); continue;
}
if (index == 3)
{
CommodityNo = stream.ReadString(); continue;
}
if (index == 4)
{
CommodityName = stream.ReadString(); continue;
}
if (index == 5)
{
CommodityEngName = stream.ReadString(); continue;
}
if (index == 6)
{
TradeCurrency = stream.ReadString(); continue;
}
if (index == 13)
{
AddOneTime = stream.ReadString(); continue;
}
var c = stream.ReadInt32(); stream.Advance(c);
}
}
if (headers.TryGetValue(EventPropertyType.L_Array, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
var c = stream.ReadInt32(); stream.Advance(c);
}
}
if (headers.TryGetValue(EventPropertyType.L_N, out count))
{
for (var i = 0; i < count; i++)
{
var index = stream.ReadByte();
var l = stream.ReadInt32();
stream.Advance(l);
}
}
}
