Serializer

DeserializeBondDataMsg

public static BondDataMsg DeserializeBondDataMsg(SpanReader reader, int totalSize, CouponPayment[] couponPayments)

result = Serializer.DeserializeBondDataMsg(reader, totalSize, couponPayments)

Deserialize BondDataMsg (dynamic size message with coupon payments).

DeserializeClearingAccountMsg

public static ClearingAccountMsg DeserializeClearingAccountMsg(SpanReader reader, int totalSize, ExchangeAccount[] exchangeAccounts)

result = Serializer.DeserializeClearingAccountMsg(reader, totalSize, exchangeAccounts)

Deserialize ClearingAccountMsg (dynamic size message with exchange accounts).

DeserializeClientMsg

public static ClientMsg DeserializeClientMsg(SpanReader reader, int totalSize, ExchangeClient[] exchangeClients)

result = Serializer.DeserializeClientMsg(reader, totalSize, exchangeClients)

Deserialize ClientMsg (dynamic size message with exchange clients and tags).

DeserializeCommonDataMsg

public static CommonDataMsg DeserializeCommonDataMsg(SpanReader reader, int totalSize, CommonEntry[] entries)

result = Serializer.DeserializeCommonDataMsg(reader, totalSize, entries)

Deserialize CommonDataMsg (dynamic size message with common entries).

DeserializeExecutionMsg

public static ExecutionMsg DeserializeExecutionMsg(SpanReader reader, int totalSize, Deal[] deals)

result = Serializer.DeserializeExecutionMsg(reader, totalSize, deals)

Deserialize ExecutionMsg (dynamic size message with deals).

DeserializeFrame

public static Frame DeserializeFrame(SpanReader reader)

result = Serializer.DeserializeFrame(reader)

Deserialize Frame header.

DeserializeInstrumentDataMsg

public static InstrumentDataMsg DeserializeInstrumentDataMsg(SpanReader reader, int totalSize, Period[] periods, ExchangeInstrument[] exchangeInstruments)

result = Serializer.DeserializeInstrumentDataMsg(reader, totalSize, periods, exchangeInstruments)

Deserialize InstrumentDataMsg (dynamic size message with periods and exchange instruments).

DeserializeOrderBookDataMsg

public static OrderBookDataMsg DeserializeOrderBookDataMsg(SpanReader reader, int totalSize, PriceLevel[] levels)

result = Serializer.DeserializeOrderBookDataMsg(reader, totalSize, levels)

Deserialize OrderBookDataMsg (dynamic size message with price levels).

DeserializePositionUpdateMsg

public static PositionUpdateMsg DeserializePositionUpdateMsg(SpanReader reader, int totalSize, ExtraData[] extraData)

result = Serializer.DeserializePositionUpdateMsg(reader, totalSize, extraData)

Deserialize PositionUpdateMsg (dynamic size message with extra data).

DeserializePriceLevelsDataMsg

public static PriceLevelsDataMsg DeserializePriceLevelsDataMsg(SpanReader reader, int totalSize, PriceLevel[] levels)

result = Serializer.DeserializePriceLevelsDataMsg(reader, totalSize, levels)

Deserialize PriceLevelsDataMsg (dynamic size message with price levels).

SerializeFrame

public static void SerializeFrame(SpanWriter writer, MsgTypes msgId, short size)

Serializer.SerializeFrame(writer, msgId, size)

Serialize Frame header.