FastQuant.ExecutionReportStreamer.Read C# (CSharp) Method

Read() public method

public Read ( BinaryReader reader, byte version ) : object
reader System.IO.BinaryReader
version byte
return object
        public override object Read(BinaryReader reader, byte version)
        {
            var r = new ExecutionReport();
            r.DateTime = new DateTime(reader.ReadInt64());
            r.OrderId = reader.ReadInt32();
            r.ClOrderId = reader.ReadString();
            r.ProviderOrderId = reader.ReadString();
            r.InstrumentId = reader.ReadInt32();
            r.CurrencyId = reader.ReadByte();
            r.ClientId = reader.ReadInt32();
            r.ExecType = (ExecType)reader.ReadByte();
            r.OrdStatus = (OrderStatus)reader.ReadByte();
            r.OrdType = (OrderType)reader.ReadByte();
            r.Side = (OrderSide)reader.ReadByte();
            r.TimeInForce = (TimeInForce)reader.ReadByte();
            r.ExpireTime = new DateTime(reader.ReadInt64());
            r.Price = reader.ReadDouble();
            r.StopPx = reader.ReadDouble();
            r.OrdQty = reader.ReadDouble();
            r.CumQty = reader.ReadDouble();
            r.LeavesQty = reader.ReadDouble();
            r.LastPx = reader.ReadDouble();
            r.LastQty = reader.ReadDouble();
            r.Commission = reader.ReadDouble();
            r.Text = reader.ReadString();
            r.ExecId = reader.ReadString();
            if (reader.ReadBoolean())
                r.Fields = (ObjectTable)this.streamerManager.Deserialize(reader);
            return r;
        }