internal MarketDataTypeTick(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); TickType = TickType.MarketDataType; MarketDataType = r.ReadEnum <MarketDataType>(); }
internal SizeTick(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); TickType = r.ReadEnum <TickType>(); Size = r.ReadLong(); }
internal NewsBulletin(ResponseReader r) { r.IgnoreVersion(); MessageId = r.ReadInt(); Type = r.ReadEnum <NewsBulletinType>(); Message = r.ReadString(); Origin = r.ReadString(); }
internal AccountSummary(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); Account = r.ReadString(); Tag = r.ReadString(); Value = r.ReadString(); Currency = r.ReadString(); }
internal AccountUpdateMulti(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); Account = r.ReadString(); ModelCode = r.ReadString(); Key = r.ReadString(); Value = r.ReadString(); Currency = r.ReadString(); }
internal static Tick Create(ResponseReader r) { r.IgnoreVersion(); int requestId = r.ReadInt(); TickType tickType = r.ReadEnum <TickType>(); double value = r.ReadDouble(); if (tickType == TickType.Halted) { return(new HaltedTick(requestId, tickType, value == 0 ? HaltType.NotHalted : HaltType.GeneralHalt)); } return(new GenericTick(requestId, tickType, value)); }
internal RealtimeBar(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); Time = Instant.FromUnixTimeSeconds(long.Parse(r.ReadString(), NumberFormatInfo.InvariantInfo)); Open = r.ReadDouble(); High = r.ReadDouble(); Low = r.ReadDouble(); Close = r.ReadDouble(); Volume = r.ReadLong(); Wap = r.ReadDouble(); Count = r.ReadInt(); }
internal ExchangeForPhysicalTick(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); TickType = r.ReadEnum <TickType>(); BasisPoints = r.ReadDouble(); FormattedBasisPoints = r.ReadString(); ImpliedFuturesPrice = r.ReadDouble(); HoldDays = r.ReadInt(); FutureLastTradeDate = r.ReadString(); DividendImpact = r.ReadDouble(); DividendsToLastTradeDate = r.ReadDouble(); }
internal MarketDepth(ResponseReader r, bool isLevel2) { r.IgnoreVersion(); RequestId = r.ReadInt(); Position = r.ReadInt(); MarketMaker = isLevel2 ? r.ReadString() : string.Empty; Operation = r.ReadEnum <MarketDepthOperation>(); Side = r.ReadEnum <MarketDepthSide>(); Price = r.ReadDouble(); Size = r.ReadLong(); if (isLevel2 && r.Builder.SupportsServerVersion(ServerVersion.SMART_DEPTH)) { IsSmartDepth = r.ReadBool(); } }
internal static Tick Create(ResponseReader r) { r.IgnoreVersion(); int requestId = r.ReadInt(); TickType tickType = r.ReadEnum <TickType>(); string str = r.ReadString(); if (tickType == TickType.RealtimeVolume) { return(new RealtimeVolumeTick(requestId, str)); } if (tickType == TickType.LastTimeStamp) { return(new TimeTick(requestId, str)); } return(new StringTick(requestId, tickType, str)); }
internal CommissionReport(ResponseReader r) { r.IgnoreVersion(); ExecutionId = r.ReadString(); Commission = r.ReadDouble(); Currency = r.ReadString(); RealizedPnl = r.ReadDouble(); Yield = r.ReadDouble(); YieldRedemptionDate = r.ReadInt(); if (Execution.Executions.TryGetValue(ExecutionId, out Execution? execution)) { Execution = execution; OrderId = execution.OrderId; RequestId = execution.RequestId; } }
internal OrderStatusReport(ResponseReader r) { if (!r.Builder.SupportsServerVersion(ServerVersion.MARKET_CAP_PRICE)) { r.IgnoreVersion(); } OrderId = r.ReadInt(); Status = r.ReadStringEnum <OrderStatus>(); Filled = r.ReadDouble(); Remaining = r.ReadDouble(); AverageFillPrice = r.ReadDouble(); PermanentId = r.ReadInt(); ParentId = r.ReadInt(); LastFillPrice = r.ReadDouble(); ClientId = r.ReadInt(); WhyHeld = r.ReadString(); if (r.Builder.SupportsServerVersion(ServerVersion.MARKET_CAP_PRICE)) { MktCapPrice = r.ReadDouble(); } }
internal ContractDetailsEnd(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); }
internal DisplayGroupUpdate(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); ContractInfo = r.ReadString(); }
internal FundamentalData(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); Data = r.ReadString(); }
internal DisplayGroups(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); Groups = r.ReadString(); }
internal SnapshotEndTick(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); }
internal ExecutionEnd(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); }
internal ScannerParameters(ResponseReader r) { r.IgnoreVersion(); Parameters = r.ReadString(); }
internal AccountPositionMultiEnd(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); }
internal ManagedAccounts(ResponseReader r) { r.IgnoreVersion(); Accounts = r.ReadString(); }
internal FinancialAdvisor(ResponseReader r) { r.IgnoreVersion(); DataType = r.ReadEnum <FinancialAdvisorDataType>(); Data = r.ReadString(); }
internal NextId(ResponseReader r) { r.IgnoreVersion(); Id = r.ReadInt(); }
internal VerifyMessageApi(ResponseReader r) { r.IgnoreVersion(); Data = r.ReadString(); }
internal VerifyAndAuthorizeMessageApi(ResponseReader r) { r.IgnoreVersion(); ApiData = r.ReadString(); XyzChallenge = r.ReadString(); }
internal VerifyAndAuthorizeCompleted(ResponseReader r) { r.IgnoreVersion(); IsSuccessful = r.ReadBool(); ErrorText = r.ReadString(); }
internal AccountSummaryEnd(ResponseReader r) { r.IgnoreVersion(); RequestId = r.ReadInt(); }
internal CurrentTime(ResponseReader r) { r.IgnoreVersion(); Time = Instant.FromUnixTimeSeconds(long.Parse(r.ReadString(), NumberFormatInfo.InvariantInfo)); }