func (m *IttoMessageOptionOpen) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = IttoMessageOptionOpen{
IttoMessageCommon: decodeIttoMessage(data),
OId: packet.OptionIdFromUint32(binary.BigEndian.Uint32(data[5:9])),
OpenState: data[9],
}
return nil
}
func (m *IttoMessageOptionsTrade) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = IttoMessageOptionsTrade{
IttoMessageCommon: decodeIttoMessage(data),
Side: packet.MarketSideFromByte(data[5]),
OId: packet.OptionIdFromUint32(binary.BigEndian.Uint32(data[6:10])),
Cross: binary.BigEndian.Uint32(data[10:14]),
Match: binary.BigEndian.Uint32(data[14:18]),
Price: packet.PriceFrom4Dec(int(binary.BigEndian.Uint32(data[18:22]))),
Size: int(binary.BigEndian.Uint32(data[22:26])),
}
return nil
}
func (m *IttoMessageOptionsCrossTrade) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = IttoMessageOptionsCrossTrade{
IttoMessageOptionsTrade: IttoMessageOptionsTrade{
IttoMessageCommon: decodeIttoMessage(data),
OId: packet.OptionIdFromUint32(binary.BigEndian.Uint32(data[5:9])),
Cross: binary.BigEndian.Uint32(data[9:13]),
Match: binary.BigEndian.Uint32(data[13:17]),
Price: packet.PriceFrom4Dec(int(binary.BigEndian.Uint32(data[18:22]))),
Size: int(binary.BigEndian.Uint32(data[22:26])),
},
CrossType: data[17],
}
return nil
}
func (m *IttoMessageNoii) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = IttoMessageNoii{
IttoMessageCommon: decodeIttoMessage(data),
AuctionId: binary.BigEndian.Uint32(data[5:9]),
AuctionType: data[9],
Size: binary.BigEndian.Uint32(data[10:14]),
Imbalance: OrderSide{
Side: packet.MarketSideFromByte(data[14]),
Price: packet.PriceFrom4Dec(int(binary.BigEndian.Uint32(data[19:23]))),
Size: int(binary.BigEndian.Uint32(data[23:27])),
},
OId: packet.OptionIdFromUint32(binary.BigEndian.Uint32(data[15:19])),
}
return nil
}
func (m *IttoMessageOptionDirectory) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = IttoMessageOptionDirectory{
IttoMessageCommon: decodeIttoMessage(data),
OId: packet.OptionIdFromUint32(binary.BigEndian.Uint32(data[5:9])),
Symbol: string(data[9:15]),
Expiration: time.Date(2000+int(data[15]), time.Month(data[16]), int(data[17]), 0, 0, 0, 0, time.Local),
StrikePrice: int(binary.BigEndian.Uint32(data[18:22])),
OType: data[22],
Source: data[23],
UnderlyingSymbol: string(data[24:37]),
ClosingType: data[37],
Tradable: data[38],
MPV: data[39],
}
return nil
}
func (m *IttoMessageAddOrder) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = IttoMessageAddOrder{
IttoMessageCommon: decodeIttoMessage(data),
OrderSide: OrderSide{
RefNumD: packet.OrderIdFromUint32(binary.BigEndian.Uint32(data[5:9])),
Side: packet.MarketSideFromByte(data[9]),
},
OId: packet.OptionIdFromUint32(binary.BigEndian.Uint32(data[10:14])),
}
if m.Type.IsShort() {
m.Price = packet.PriceFrom2Dec(int(binary.BigEndian.Uint16(data[14:16])))
m.Size = int(binary.BigEndian.Uint16(data[16:18]))
} else {
m.Price = packet.PriceFrom4Dec(int(binary.BigEndian.Uint32(data[14:18])))
m.Size = int(binary.BigEndian.Uint32(data[18:22]))
}
return nil
}
func (m *IttoMessageAddQuote) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = IttoMessageAddQuote{
IttoMessageCommon: decodeIttoMessage(data),
Bid: OrderSide{Side: packet.MarketSideBid, RefNumD: packet.OrderIdFromUint32(binary.BigEndian.Uint32(data[5:9]))},
Ask: OrderSide{Side: packet.MarketSideAsk, RefNumD: packet.OrderIdFromUint32(binary.BigEndian.Uint32(data[9:13]))},
OId: packet.OptionIdFromUint32(binary.BigEndian.Uint32(data[13:17])),
}
if m.Type.IsShort() {
m.Bid.Price = packet.PriceFrom2Dec(int(binary.BigEndian.Uint16(data[17:19])))
m.Bid.Size = int(binary.BigEndian.Uint16(data[19:21]))
m.Ask.Price = packet.PriceFrom2Dec(int(binary.BigEndian.Uint16(data[21:23])))
m.Ask.Size = int(binary.BigEndian.Uint16(data[23:25]))
} else {
m.Bid.Price = packet.PriceFrom4Dec(int(binary.BigEndian.Uint32(data[17:21])))
m.Bid.Size = int(binary.BigEndian.Uint32(data[21:25]))
m.Ask.Price = packet.PriceFrom4Dec(int(binary.BigEndian.Uint32(data[25:29])))
m.Ask.Size = int(binary.BigEndian.Uint32(data[29:33]))
}
return nil
}
func parseProductId(data []byte) packet.OptionId {
errs.Check(len(data) >= 4)
return packet.OptionIdFromUint32(binary.LittleEndian.Uint32(data))
}
