Implement Bytes()

markwinter · Dec 21, 2024 · f010a28 · f010a28
1 parent bc6cd32
commit f010a28
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Showing 3 changed files with 33 additions and 2 deletions.
diff --git a/itch/5.0/order_add.go b/itch/5.0/order_add.go
@@ -35,7 +35,6 @@ func (o OrderAdd) Type() uint8 {
 
 func (o OrderAdd) Bytes() []byte {
 	data := make([]byte, orderAddSize)
-	// TODO: implement
 
 	data[0] = MESSAGE_ORDER_ADD
 	binary.BigEndian.PutUint16(data[1:3], o.StockLocate)

diff --git a/itch/5.0/participant_position.go b/itch/5.0/participant_position.go
@@ -49,7 +49,26 @@ func (p ParticipantPosition) Type() uint8 {
 
 func (p ParticipantPosition) Bytes() []byte {
 	data := make([]byte, participantPositionSize)
-	// TODO: implement
+
+	data[0] = MESSAGE_PARTICIPANT_POSITION
+	binary.BigEndian.PutUint16(data[1:3], p.StockLocate)
+
+	// Order of these fields are important. We write timestamp to 3:11 first to let us write a uint64, then overwrite 3:5 with tracking number
+	binary.BigEndian.PutUint64(data[3:11], uint64(p.Timestamp.Nanoseconds()))
+	binary.BigEndian.PutUint16(data[3:5], p.TrackingNumber)
+
+	copy(data[11:15], []byte(fmt.Sprintf("%-4s", p.Mpid)))
+	copy(data[15:23], []byte(fmt.Sprintf("%-8s", p.Stock)))
+
+	if p.PrimaryMM {
+		data[23] = 'Y'
+	} else {
+		data[23] = 'N'
+	}
+
+	data[24] = byte(p.Mode)
+	data[25] = byte(p.State)
+
 	return data
 }
 

diff --git a/itch/5.0/stock_directory.go b/itch/5.0/stock_directory.go
@@ -183,6 +183,19 @@ func (s StockDirectory) Bytes() []byte {
 		data[29] = 'T'
 	}
 
+	data[30] = []byte(s.ShortSaleThresholdIndicator)[0]
+	data[31] = []byte(s.IpoFlag)[0]
+	data[32] = []byte(s.LuldReferencePriceTier)[0]
+	data[33] = []byte(s.EtpFlag)[0]
+
+	binary.BigEndian.PutUint32(data[34:38], s.EtpLeverageFactor)
+
+	if s.InverseIndicator {
+		data[38] = 'Y'
+	} else {
+		data[38] = 'N'
+	}
+
 	return data
 }