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 *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 *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 *PitchMessageAuctionUpdate) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = PitchMessageAuctionUpdate{
PitchMessageCommon: decodePitchMessage(data),
Symbol: parseSymbol(data[6:14]),
AuctionType: data[14],
ReferencePrice: packet.PriceFrom4Dec(int(binary.LittleEndian.Uint64(data[15:23]))),
BuySize: binary.LittleEndian.Uint32(data[23:27]),
SellSize: binary.LittleEndian.Uint32(data[27:31]),
IndicativePrice: packet.PriceFrom4Dec(int(binary.LittleEndian.Uint64(data[31:39]))),
AuctionOnlyPrice: packet.PriceFrom4Dec(int(binary.LittleEndian.Uint64(data[39:47]))),
}
return nil
}
func (m *PitchMessageAuctionSummary) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = PitchMessageAuctionSummary{
PitchMessageCommon: decodePitchMessage(data),
Symbol: parseSymbol(data[6:14]),
AuctionType: data[14],
Price: packet.PriceFrom4Dec(int(binary.LittleEndian.Uint64(data[15:23]))),
Size: binary.LittleEndian.Uint32(data[23:27]),
}
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 *IttoMessageSingleSideUpdate) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = IttoMessageSingleSideUpdate{
IttoMessageCommon: decodeIttoMessage(data),
OrderSide: OrderSide{
RefNumD: packet.OrderIdFromUint32(binary.BigEndian.Uint32(data[5:9])),
Price: packet.PriceFrom4Dec(int(binary.BigEndian.Uint32(data[10:14]))),
Size: int(binary.BigEndian.Uint32(data[14:18])),
},
Reason: data[9],
}
return nil
}
func (m *TomMessageTradeCancel) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = TomMessageTradeCancel{TomMessageTrade: TomMessageTrade{
TomMessageCommon: decodeTomMessage(data),
ProductId: parseProductId(data[5:9]),
TradeId: binary.LittleEndian.Uint32(data[9:13]),
Correction: data[13],
Price: packet.PriceFrom4Dec(int(binary.LittleEndian.Uint32(data[14:18]))),
Size: int(binary.LittleEndian.Uint32(data[18:22])),
TradeCondition: data[22],
}}
return nil
}
func (m *PitchMessageOrderExecutedAtPriceSize) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = PitchMessageOrderExecutedAtPriceSize{
PitchMessageOrderExecuted: PitchMessageOrderExecuted{
PitchMessageCommon: decodePitchMessage(data),
OrderId: packet.OrderIdFromUint64(binary.LittleEndian.Uint64(data[6:14])),
Size: binary.LittleEndian.Uint32(data[14:18]),
ExecutionId: binary.LittleEndian.Uint64(data[22:30]),
},
RemainingSize: binary.LittleEndian.Uint32(data[18:22]),
Price: packet.PriceFrom4Dec(int(binary.LittleEndian.Uint64(data[30:38]))),
}
return nil
}
func (m *IttoMessageSingleSideExecutedWithPrice) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = IttoMessageSingleSideExecutedWithPrice{
IttoMessageSingleSideExecuted: IttoMessageSingleSideExecuted{
IttoMessageCommon: decodeIttoMessage(data),
OrigRefNumD: packet.OrderIdFromUint32(binary.BigEndian.Uint32(data[5:9])),
Cross: binary.BigEndian.Uint32(data[9:13]),
Match: binary.BigEndian.Uint32(data[13:17]),
Size: int(binary.BigEndian.Uint32(data[22:26])),
},
Printable: data[17],
Price: packet.PriceFrom4Dec(int(binary.BigEndian.Uint32(data[18:22]))),
}
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 *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 (m *TomMessageLiquiditySeeking) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = TomMessageLiquiditySeeking{
TomMessageCommon: decodeTomMessage(data),
ProductId: parseProductId(data[5:9]),
EventType: data[9],
EventId: binary.LittleEndian.Uint32(data[10:14]),
Price: packet.PriceFrom4Dec(int(binary.LittleEndian.Uint32(data[14:18]))),
Side: packet.MarketSideFromByte(data[18]),
Quantity: [4]uint32{
binary.LittleEndian.Uint32(data[19:23]),
binary.LittleEndian.Uint32(data[23:27]),
binary.LittleEndian.Uint32(data[27:31]),
binary.LittleEndian.Uint32(data[31:35]),
},
AttributableId: [4]byte{data[35], data[36], data[37], data[38]},
//Reserved: data[39:43],
}
return nil
}
func (m *TomMessageSeriesUpdate) DecodeFromBytes(data []byte, df gopacket.DecodeFeedback) error {
*m = TomMessageSeriesUpdate{
TomMessageCommon: decodeTomMessage(data),
ProductId: parseProductId(data[5:9]),
UnderlyingSymbol: string(data[9:20]),
SecuritySymbol: string(data[20:26]),
Expiration: string(data[26:34]),
StrikePrice: packet.PriceFrom4Dec(int(binary.LittleEndian.Uint32(data[34:38]))),
CallOrPut: data[38],
OpeningTime: string(data[39:47]),
ClosingTime: string(data[47:55]),
Restricted: data[55],
LongTerm: data[56],
Active: data[57],
MbboIncrement: data[58],
LiquidityIncrement: data[59],
UnderlyingMarket: data[60],
PriorityQuoteWidth: int(binary.LittleEndian.Uint32(data[61:65])),
//Reserved: data[65:73],
}
return nil
}
func (s *TomSide) parseTomSideWide(data []byte) {
s.Price = packet.PriceFrom4Dec(int(binary.LittleEndian.Uint32(data[0:4])))
s.Size = int(binary.LittleEndian.Uint32(data[4:8]))
s.PriorityCustomerSize = int(binary.LittleEndian.Uint32(data[8:12]))
s.Condition = data[12]
}