func (m *IttoMessageQuoteReplace) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = IttoMessageQuoteReplace{
IttoMessageCommon: decodeIttoMessage(data),
Bid: ReplaceOrderSide{
OrigRefNumD: packet.OrderIdFromUint32(binary.BigEndian.Uint32(data[5:9])),
OrderSide: OrderSide{Side: packet.MarketSideBid, RefNumD: packet.OrderIdFromUint32(binary.BigEndian.Uint32(data[9:13]))},
},
Ask: ReplaceOrderSide{
OrigRefNumD: packet.OrderIdFromUint32(binary.BigEndian.Uint32(data[13:17])),
OrderSide: OrderSide{Side: packet.MarketSideAsk, RefNumD: packet.OrderIdFromUint32(binary.BigEndian.Uint32(data[17:21]))},
},
}
if m.Type.IsShort() {
m.Bid.Price = packet.PriceFrom2Dec(int(binary.BigEndian.Uint16(data[21:23])))
m.Bid.Size = int(binary.BigEndian.Uint16(data[23:25]))
m.Ask.Price = packet.PriceFrom2Dec(int(binary.BigEndian.Uint16(data[25:27])))
m.Ask.Size = int(binary.BigEndian.Uint16(data[27:29]))
} else {
m.Bid.Price = packet.PriceFrom4Dec(int(binary.BigEndian.Uint32(data[21:25])))
m.Bid.Size = int(binary.BigEndian.Uint32(data[25:29]))
m.Ask.Price = packet.PriceFrom4Dec(int(binary.BigEndian.Uint32(data[29:33])))
m.Ask.Size = int(binary.BigEndian.Uint32(data[33:37]))
}
return nil
}
func (m *PitchMessageTrade) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = PitchMessageTrade{
PitchMessageCommon: decodePitchMessage(data),
OrderId: packet.OrderIdFromUint64(binary.LittleEndian.Uint64(data[6:14])),
Side: packet.MarketSideFromByte(data[14]),
}
switch m.Type {
case PitchMessageTypeTradeShort:
m.Size = uint32(binary.LittleEndian.Uint16(data[15:17]))
m.Symbol = parseSymbol(data[17:23])
m.Price = packet.PriceFrom2Dec(int(binary.LittleEndian.Uint16(data[23:25])))
m.ExecutionId = binary.LittleEndian.Uint64(data[25:33])
case PitchMessageTypeTradeLong:
m.Size = binary.LittleEndian.Uint32(data[15:19])
m.Symbol = parseSymbol(data[19:25])
m.Price = packet.PriceFrom4Dec(int(binary.LittleEndian.Uint64(data[25:33])))
m.ExecutionId = binary.LittleEndian.Uint64(data[33:41])
case PitchMessageTypeTradeExpanded:
m.Size = binary.LittleEndian.Uint32(data[15:19])
m.Symbol = parseSymbol(data[19:27])
m.Price = packet.PriceFrom4Dec(int(binary.LittleEndian.Uint64(data[27:35])))
m.ExecutionId = binary.LittleEndian.Uint64(data[35:43])
}
return nil
}
func (m *PitchMessageAddOrder) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = PitchMessageAddOrder{
PitchMessageCommon: decodePitchMessage(data),
OrderId: packet.OrderIdFromUint64(binary.LittleEndian.Uint64(data[6:14])),
Side: packet.MarketSideFromByte(data[14]),
}
switch m.Type {
case PitchMessageTypeAddOrderShort:
m.Size = uint32(binary.LittleEndian.Uint16(data[15:17]))
m.Symbol = parseSymbol(data[17:23])
m.Price = packet.PriceFrom2Dec(int(binary.LittleEndian.Uint16(data[23:25])))
m.Flags = data[25]
case PitchMessageTypeAddOrderLong:
m.Size = binary.LittleEndian.Uint32(data[15:19])
m.Symbol = parseSymbol(data[19:25])
m.Price = packet.PriceFrom4Dec(int(binary.LittleEndian.Uint64(data[25:33])))
m.Flags = data[33]
case PitchMessageTypeAddOrderExpanded:
m.Size = binary.LittleEndian.Uint32(data[15:19])
m.Symbol = parseSymbol(data[19:27])
m.Price = packet.PriceFrom4Dec(int(binary.LittleEndian.Uint64(data[27:35])))
m.Flags = data[35]
copy(m.ParticipantId[:], data[36:40])
}
return nil
}
func (m *PitchMessageModifyOrder) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = PitchMessageModifyOrder{
PitchMessageCommon: decodePitchMessage(data),
OrderId: packet.OrderIdFromUint64(binary.LittleEndian.Uint64(data[6:14])),
}
switch m.Type {
case PitchMessageTypeModifyOrderLong:
m.Size = binary.LittleEndian.Uint32(data[14:18])
m.Price = packet.PriceFrom4Dec(int(binary.LittleEndian.Uint64(data[18:26])))
m.Flags = data[26]
case PitchMessageTypeModifyOrderShort:
m.Size = uint32(binary.LittleEndian.Uint16(data[14:16]))
m.Price = packet.PriceFrom2Dec(int(binary.LittleEndian.Uint16(data[16:18])))
m.Flags = data[18]
}
return nil
}
func (m *IttoMessageSingleSideReplace) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = IttoMessageSingleSideReplace{
IttoMessageCommon: decodeIttoMessage(data),
ReplaceOrderSide: ReplaceOrderSide{
OrigRefNumD: packet.OrderIdFromUint32(binary.BigEndian.Uint32(data[5:9])),
OrderSide: OrderSide{RefNumD: packet.OrderIdFromUint32(binary.BigEndian.Uint32(data[9:13]))},
},
}
if m.Type.IsShort() {
m.Price = packet.PriceFrom2Dec(int(binary.BigEndian.Uint16(data[13:15])))
m.Size = int(binary.BigEndian.Uint16(data[15:17]))
} else {
m.Price = packet.PriceFrom4Dec(int(binary.BigEndian.Uint32(data[13:17])))
m.Size = int(binary.BigEndian.Uint32(data[17:21]))
}
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 (s *TomSide) parseTomSideCompact(data []byte) {
s.Price = packet.PriceFrom2Dec(int(binary.LittleEndian.Uint16(data[0:2])))
s.Size = int(binary.LittleEndian.Uint16(data[2:4]))
s.PriorityCustomerSize = int(binary.LittleEndian.Uint16(data[4:6]))
s.Condition = data[6]
}