Serializer
SpbEx protocol serializer using SpanReader/SpanWriter.
Methods
DeserializeBondDataMsg(SpanReader, int, CouponPayment[]) : BondDataMsg
Deserialize BondDataMsg (dynamic size message with coupon payments).
DeserializeClearingAccountMsg(SpanReader, int, ExchangeAccount[]) : ClearingAccountMsg
Deserialize ClearingAccountMsg (dynamic size message with exchange accounts).
DeserializeClientMsg(SpanReader, int, ExchangeClient[]) : ClientMsg
Deserialize ClientMsg (dynamic size message with exchange clients and tags).
DeserializeCommonDataMsg(SpanReader, int, CommonEntry[]) : CommonDataMsg
Deserialize CommonDataMsg (dynamic size message with common entries).
DeserializeExecutionMsg(SpanReader, int, Deal[]) : ExecutionMsg
Deserialize ExecutionMsg (dynamic size message with deals).
DeserializeFrame(SpanReader) : Frame
Deserialize Frame header.
DeserializeInstrumentDataMsg(SpanReader, int, Period[], ExchangeInstrument[]) : InstrumentDataMsg
Deserialize InstrumentDataMsg (dynamic size message with periods and exchange instruments).
DeserializeOrderBookDataMsg(SpanReader, int, PriceLevel[]) : OrderBookDataMsg
Deserialize OrderBookDataMsg (dynamic size message with price levels).
DeserializePositionUpdateMsg(SpanReader, int, ExtraData[]) : PositionUpdateMsg
Deserialize PositionUpdateMsg (dynamic size message with extra data).
DeserializePriceLevelsDataMsg(SpanReader, int, PriceLevel[]) : PriceLevelsDataMsg
Deserialize PriceLevelsDataMsg (dynamic size message with price levels).
SerializeFrame(SpanWriter, MsgTypes, short)
Serialize Frame header.