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 *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 *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 *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
}
