BaseFixDialect

BaseFixDialect

protected BaseFixDialect(IdGenerator transactionIdGenerator, Encoding encoding, string version)

baseFixDialect = BaseFixDialect(transactionIdGenerator, encoding, version)

Initialize BaseFixDialect.

transactionIdGenerator

Transaction id generator.

encoding

Encoding.

version

FIX version.

Accounts

public string Accounts { get; set; }

value = baseFixDialect.Accounts
baseFixDialect.Accounts = value

Accounts associated with FIX login.

Address

protected EndPoint Address { get; private set; }

value = baseFixDialect.Address
baseFixDialect.Address = value

Server address.

AssociatedBoards

public string[] AssociatedBoards { get; }

value = baseFixDialect.AssociatedBoards

The adapter can process subscription only with instruments associated with the specified board.

CancelOnDisconnect

public virtual bool CancelOnDisconnect { get; set; }

value = baseFixDialect.CancelOnDisconnect
baseFixDialect.CancelOnDisconnect = value

Cancel On Disconnect.

CandlesBuildFrom

public virtual IEnumerable<Level1Fields> CandlesBuildFrom { get; }

value = baseFixDialect.CandlesBuildFrom

Possible options for candles building.

Categories

public virtual MessageAdapterCategories Categories { get; }

value = baseFixDialect.Categories

Message adapter categories.

CheckTimeFrameByRequest

public virtual bool CheckTimeFrameByRequest { get; }

value = baseFixDialect.CheckTimeFrameByRequest

Check possible time-frame by request.

ClientCode

public string ClientCode { get; set; }

value = baseFixDialect.ClientCode
baseFixDialect.ClientCode = value

Client code assigned by the broker.

ClientVersion

public string ClientVersion { get; set; }

value = baseFixDialect.ClientVersion
baseFixDialect.ClientVersion = value

Client app version.

CurrentCounter

public virtual long CurrentCounter { get; set; }

value = baseFixDialect.CurrentCounter
baseFixDialect.CurrentCounter = value

Counter.

DateParser

public FastDateTimeParser DateParser { get; set; }

value = baseFixDialect.DateParser
baseFixDialect.DateParser = value

Date parser.

DisconnectTimeout

public virtual TimeSpan DisconnectTimeout { get; }

value = baseFixDialect.DisconnectTimeout

Gets the timeout to wait for a graceful disconnect.

DoNotSendAccount

public bool DoNotSendAccount { get; set; }

value = baseFixDialect.DoNotSendAccount
baseFixDialect.DoNotSendAccount = value

Do not send Account.

Encoding

public Encoding Encoding { get; set; }

value = baseFixDialect.Encoding
baseFixDialect.Encoding = value

Encoding.

EnqueueSubscriptions

public virtual bool EnqueueSubscriptions { get; set; }

value = baseFixDialect.EnqueueSubscriptions
baseFixDialect.EnqueueSubscriptions = value

Enqueue subscriptions.

ExchangeBoard

public string ExchangeBoard { get; set; }

value = baseFixDialect.ExchangeBoard
baseFixDialect.ExchangeBoard = value

Board, where securities are traded.

ExtraSetup

public virtual bool ExtraSetup { get; }

value = baseFixDialect.ExtraSetup

The adapter requires extra setup.

FaultDelay

public TimeSpan FaultDelay { get; set; }

value = baseFixDialect.FaultDelay
baseFixDialect.FaultDelay = value

Gets or sets the delay applied between faulted iterations.

FeatureName

public virtual string FeatureName { get; }

value = baseFixDialect.FeatureName

Feature name.

HeartbeatBeforeConnect

public virtual bool HeartbeatBeforeConnect { get; }

value = baseFixDialect.HeartbeatBeforeConnect

Start sending TimeMessage before connection established.

HeartbeatInterval

public TimeSpan HeartbeatInterval { get; set; }

value = baseFixDialect.HeartbeatInterval
baseFixDialect.HeartbeatInterval = value

Server check interval for track the connection alive. The value is Zero turned off tracking.

Icon

public virtual Uri Icon { get; }

value = baseFixDialect.Icon

Icon.

IsAutoReplyOnTransactonalUnsubscription

public virtual bool IsAutoReplyOnTransactonalUnsubscription { get; }

value = baseFixDialect.IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsDemo

public bool IsDemo { get; set; }

value = baseFixDialect.IsDemo
baseFixDialect.IsDemo = value

Connect to demo trading instead of real trading server.

IsFullCandlesOnly

public virtual bool IsFullCandlesOnly { get; }

value = baseFixDialect.IsFullCandlesOnly

Translates CandleMessage as only fully filled.

IsNativeIdentifiers

public virtual bool IsNativeIdentifiers { get; }

value = baseFixDialect.IsNativeIdentifiers

Identify security in messages by native identifier Native.

IsNativeIdentifiersPersistable

public virtual bool IsNativeIdentifiersPersistable { get; }

value = baseFixDialect.IsNativeIdentifiersPersistable

Native identifier can be stored.

IsPositionsEmulationRequired

public virtual bool? IsPositionsEmulationRequired { get; }

value = baseFixDialect.IsPositionsEmulationRequired

Adapter required emulation PositionChangeMessage.

IsReplaceCommandEditCurrent

public virtual bool IsReplaceCommandEditCurrent { get; }

value = baseFixDialect.IsReplaceCommandEditCurrent

Is the OrderReplaceMessage command edit a current order.

IsResetCounter

public bool IsResetCounter { get; set; }

value = baseFixDialect.IsResetCounter
baseFixDialect.IsResetCounter = value

Should the sequence counter be reset.

IsSecurityNewsOnly

public virtual bool IsSecurityNewsOnly { get; }

value = baseFixDialect.IsSecurityNewsOnly

Adapter provides news related with specified security.

IsSupportExecutionsPnL

public virtual bool IsSupportExecutionsPnL { get; }

value = baseFixDialect.IsSupportExecutionsPnL

Adapter fills PnL.

IsSupportMarketDataResponse

protected virtual bool IsSupportMarketDataResponse { get; }

value = baseFixDialect.IsSupportMarketDataResponse

Support market-data response.

IsSupportOrderBookIncrements

public virtual bool IsSupportOrderBookIncrements { get; }

value = baseFixDialect.IsSupportOrderBookIncrements

Adapter translates incremental order books.

IsSupportSubscriptions

public virtual bool IsSupportSubscriptions { get; }

value = baseFixDialect.IsSupportSubscriptions

Support any subscriptions (ticks, order books etc.).

IsSupportTransactionLog

public virtual bool IsSupportTransactionLog { get; }

value = baseFixDialect.IsSupportTransactionLog

Adapter translates orders changes on reply of OrderStatusMessage.

IterationInterval

public virtual TimeSpan IterationInterval { get; }

value = baseFixDialect.IterationInterval

Interval between iterations.

LastResendRequest

protected long LastResendRequest { get; private set; }

value = baseFixDialect.LastResendRequest
baseFixDialect.LastResendRequest = value

Login

public string Login { get; set; }

value = baseFixDialect.Login
baseFixDialect.Login = value

Login.

LoginAsPortfolioName

protected virtual bool LoginAsPortfolioName { get; }

value = baseFixDialect.LoginAsPortfolioName

Use Login as portfolio name.

LookupTimeout

public virtual TimeSpan? LookupTimeout { get; }

value = baseFixDialect.LookupTimeout

Lookup timeout.

MaxParallelMessages

public int MaxParallelMessages { get; set; }

value = baseFixDialect.MaxParallelMessages
baseFixDialect.MaxParallelMessages = value

Gets or sets the maximum number of parallel (non-control) messages that can be processed. Must be greater than or equal to1.

NewOrderSingleErrorsAsReject

protected virtual bool NewOrderSingleErrorsAsReject { get; }

value = baseFixDialect.NewOrderSingleErrorsAsReject

Reply errors for messages of type NewOrderSingle transfers via Reject.

NotSupportedResultMessages

public virtual IEnumerable<MessageTypes> NotSupportedResultMessages { get; set; }

value = baseFixDialect.NotSupportedResultMessages
baseFixDialect.NotSupportedResultMessages = value

Not supported by adapter result message types.

OrderConditionType

public virtual Type OrderConditionType { get; }

value = baseFixDialect.OrderConditionType

Type of OrderCondition.

OverrideExecIdByNative

public bool OverrideExecIdByNative { get; set; }

value = baseFixDialect.OverrideExecIdByNative
baseFixDialect.OverrideExecIdByNative = value

Override ExecId by native identifier (if present in FIX message).

Password

public SecureString Password { get; set; }

value = baseFixDialect.Password
baseFixDialect.Password = value

Password.

PossibleSupportedMessages

public virtual IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = baseFixDialect.PossibleSupportedMessages

Possible supported by adapter message types.

QuotesAsLevel1

public bool QuotesAsLevel1 { get; set; }

value = baseFixDialect.QuotesAsLevel1
baseFixDialect.QuotesAsLevel1 = value

Translate quote data as Level1ChangeMessage or QuoteChangeMessage.

ReConnectionSettings

public ReConnectionSettings ReConnectionSettings { get; }

value = baseFixDialect.ReConnectionSettings

Connection tracking settings IMessageAdapter with a server.

SecurityExtendedFields

public virtual IEnumerable<ValueTuple<string, Type>> SecurityExtendedFields { get; }

value = baseFixDialect.SecurityExtendedFields

Names of extended security fields in SecurityMessage.

SenderCompId

public string SenderCompId { get; set; }

value = baseFixDialect.SenderCompId
baseFixDialect.SenderCompId = value

Sender ID.

StorageName

public virtual string StorageName { get; }

value = baseFixDialect.StorageName

The storage name, associated with the adapter.

SupportedInMessages

public virtual IEnumerable<MessageTypes> SupportedInMessages { get; set; }

value = baseFixDialect.SupportedInMessages
baseFixDialect.SupportedInMessages = value

Supported by adapter message types.

SupportedOrderBookDepths

public virtual IEnumerable<int> SupportedOrderBookDepths { get; }

value = baseFixDialect.SupportedOrderBookDepths

Available options for MaxDepth.

SupportLicensing

public virtual bool SupportLicensing { get; }

value = baseFixDialect.SupportLicensing

Support of licensing features.

SupportUnknownExecutions

public virtual bool SupportUnknownExecutions { get; set; }

value = baseFixDialect.SupportUnknownExecutions
baseFixDialect.SupportUnknownExecutions = value

Support executions processing, generated by third-party software.

TargetCompId

public string TargetCompId { get; set; }

value = baseFixDialect.TargetCompId
baseFixDialect.TargetCompId = value

Target ID.

TickAsLevel1

public bool TickAsLevel1 { get; set; }

value = baseFixDialect.TickAsLevel1
baseFixDialect.TickAsLevel1 = value

Translate tick data as Level1ChangeMessage or ExecutionMessage.

TimeParser

public FastTimeSpanParser TimeParser { get; set; }

value = baseFixDialect.TimeParser
baseFixDialect.TimeParser = value

Time parser.

TimeStampParser

public FastDateTimeParser TimeStampParser { get; set; }

value = baseFixDialect.TimeStampParser
baseFixDialect.TimeStampParser = value

Time stamp parser.

TimeZone

public TimeZoneInfo TimeZone { get; set; }

value = baseFixDialect.TimeZone
baseFixDialect.TimeZone = value

Information about the time zone where the exchange is located.

TransactionIdGenerator

public virtual IdGenerator TransactionIdGenerator { get; }

value = baseFixDialect.TransactionIdGenerator

Transaction id generator.

UseInChannel

public virtual bool UseInChannel { get; }

value = baseFixDialect.UseInChannel

Use channels for in messages.

UseOutChannel

public virtual bool UseOutChannel { get; }

value = baseFixDialect.UseOutChannel

Use channels for out messages.

Version

public string Version { get; }

value = baseFixDialect.Version

FIX version.

YearMonthParser

public FastDateTimeParser YearMonthParser { get; set; }

value = baseFixDialect.YearMonthParser
baseFixDialect.YearMonthParser = value

Year and month parser.

ApplyTimeInForce

protected virtual bool ApplyTimeInForce(ExecutionReport report, ExecutionMessage msg, bool throwInvalid)

result = baseFixDialect.ApplyTimeInForce(report, msg, throwInvalid)

Apply time in force.

report

msg

throwInvalid

ChangePasswordAsync

protected virtual ValueTask ChangePasswordAsync(ChangePasswordMessage pwdMsg, CancellationToken cancellationToken)

result = baseFixDialect.ChangePasswordAsync(pwdMsg, cancellationToken)

CheckState

protected virtual void CheckState()

baseFixDialect.CheckState()

Check state before connect.

Clone

public virtual IMessageAdapter Clone()

result = baseFixDialect.Clone()

Creates a deep copy of a DataSeries

ConnectAsync

protected virtual ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)

result = baseFixDialect.ConnectAsync(connectMsg, cancellationToken)

CreateOrderLogMarketDepthBuilder

public virtual IOrderLogMarketDepthBuilder CreateOrderLogMarketDepthBuilder(SecurityId securityId)

result = baseFixDialect.CreateOrderLogMarketDepthBuilder(securityId)

Create market depth builder.

securityId

Security ID.

Returns: Order log to market depth builder.

DisconnectAsync

protected virtual ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)

result = baseFixDialect.DisconnectAsync(disconnectMsg, cancellationToken)

DisposeManaged

protected override void DisposeManaged()

baseFixDialect.DisposeManaged()

Release resources.

FromSecurityTradingStatus

protected virtual SecurityStates? FromSecurityTradingStatus(int? status)

result = baseFixDialect.FromSecurityTradingStatus(status)

Convert SecurityTradingStatus to SecurityStates value.

status

SecurityTradingStatus value.

Returns: SecurityStates value.

GetBoardCode

protected virtual string GetBoardCode(string destination, string exchange, string tradingSession)

result = baseFixDialect.GetBoardCode(destination, exchange, tradingSession)

Get board code.

destination

ExDestination.

exchange

SecurityGroup.

tradingSession

TradingSessionID.

Returns: Board code.

GetExecutionTime

protected virtual DateTime GetExecutionTime(ExecutionReport report)

result = baseFixDialect.GetExecutionTime(report)

Get execution time.

GetOrderState

protected virtual OrderStates? GetOrderState(ExecutionReport report)

result = baseFixDialect.GetOrderState(report)

Convert OrdStatus to OrderStates value.

report

ExecutionReport value.

Returns: OrderStates value.

GetOrderStringId

protected virtual string GetOrderStringId(string orderId)

result = baseFixDialect.GetOrderStringId(orderId)

Get OrderStringId.

orderId

OrderStringId value.

Returns: OrderStringId value.

GetOrderType

protected virtual OrderTypes GetOrderType(ExecutionReport report, OrderCondition condition)

result = baseFixDialect.GetOrderType(report, condition)

Get order type.

report

Execution report.

condition

Base order condition (for example, for stop order algo orders).

Returns: Order type.

GetSecurityType

protected virtual SecurityTypes? GetSecurityType(string type)

result = baseFixDialect.GetSecurityType(type)

Convert String to SecurityTypes value.

type

String value.

Returns: SecurityTypes value.

GetSupportedMarketDataTypesAsync

public virtual IAsyncEnumerable<DataType> GetSupportedMarketDataTypesAsync(SecurityId securityId, DateTime? from, DateTime? to)

result = baseFixDialect.GetSupportedMarketDataTypesAsync(securityId, from, to)

Get supported by adapter message types.

securityId

SecurityId

from

Start date for request. If , then all available messages will be returned.

to

End date for request. If , then all available messages will be returned.

Returns: Supported by adapter market data types.

GetSyntheticPortfolioName

protected string GetSyntheticPortfolioName()

result = baseFixDialect.GetSyntheticPortfolioName()

Get synthetic portfolio name for LoginAsPortfolioName mode.

Returns: Portfolio code name.

InitSecId

protected virtual void InitSecId(SecurityMessage message, string symbol, string securityExchange, string idSource, string idValue)

baseFixDialect.InitSecId(message, symbol, securityExchange, idSource, idValue)

Init security id information.

message

A message containing info about the security.

symbol

Symbol.

securityExchange

Security exchange.

idSource

Id source.

idValue

Id value.

IsAllDownloadingSupported

public virtual bool IsAllDownloadingSupported(DataType dataType)

result = baseFixDialect.IsAllDownloadingSupported(dataType)

Is for the specified all securities downloading enabled.

dataType

Data type info.

Returns: Check result.

IsLogoutError

protected virtual bool IsLogoutError(string text)

result = baseFixDialect.IsLogoutError(text)

Check Logout contains error message.

text

Text message.

Returns: if the specified text contains error message, otherwise, .

IsSecurityRequired

public virtual bool IsSecurityRequired(DataType dataType)

result = baseFixDialect.IsSecurityRequired(dataType)

Support filtering subscriptions (subscribe/unsubscribe for specified security).

dataType

Data type info.

Returns: Check result.

IsSupportCandlesPriceLevels

public virtual bool IsSupportCandlesPriceLevels(MarketDataMessage subscription)

result = baseFixDialect.IsSupportCandlesPriceLevels(subscription)

Support candles PriceLevels.

subscription

MarketDataMessage

Returns: Check result.

IsSupportCandlesUpdates

public virtual bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = baseFixDialect.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

IsSyntheticPortfolioName

protected bool IsSyntheticPortfolioName(string portfolioName)

result = baseFixDialect.IsSyntheticPortfolioName(portfolioName)

Is the specified portfolio name generated by GetSyntheticPortfolioName.

portfolioName

Portfolio code name.

Returns: Check result.

OnReadAsync

protected virtual IAsyncEnumerable<Message> OnReadAsync(IFixReader reader, string msgType, CancellationToken cancellationToken)

result = baseFixDialect.OnReadAsync(reader, msgType, cancellationToken)

Read next message from FIX protocol.

reader

The reader of data recorded in the FIX protocol format.

msgType

Message type.

cancellationToken

CancellationToken

Returns: The sequence of messages.

OnReset

protected virtual void OnReset()

baseFixDialect.OnReset()

Reset state.

OnWriteAsync

protected virtual ValueTask<string> OnWriteAsync(IFixWriter writer, Message message, CancellationToken cancellationToken)

result = baseFixDialect.OnWriteAsync(writer, message, cancellationToken)

Write the specified message into FIX protocol.

writer

The recorder of data in the FIX protocol format.

message

The message.

cancellationToken

Cancellation token.

Returns: FixMessages value.

OrderStatusAsync

protected virtual ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)

result = baseFixDialect.OrderStatusAsync(statusMsg, cancellationToken)

PortfolioLookupAsync

protected virtual ValueTask PortfolioLookupAsync(PortfolioLookupMessage lookupMsg, CancellationToken cancellationToken)

result = baseFixDialect.PortfolioLookupAsync(lookupMsg, cancellationToken)

ProcessExecutionReportAsync

protected virtual IAsyncEnumerable<Message> ProcessExecutionReportAsync(ExecutionReport report, Func<ExecutionReport, ExecutionMessage, CancellationToken, IAsyncEnumerable<ExecutionMessage>> processExecMsg, CancellationToken cancellationToken)

result = baseFixDialect.ProcessExecutionReportAsync(report, processExecMsg, cancellationToken)

Process ExecutionReport instance.

report

ExecutionReport instance.

processExecMsg

Post handle an ExecutionMessage instance.

cancellationToken

CancellationToken

ProcessExecutionReportAsync

protected virtual IAsyncEnumerable<ExecutionMessage> ProcessExecutionReportAsync(ExecutionReport report, ExecutionMessage message, CancellationToken cancellationToken)

result = baseFixDialect.ProcessExecutionReportAsync(report, message, cancellationToken)

Process ExecutionReport instance.

report

ExecutionReport instance.

message

ExecutionMessage

cancellationToken

CancellationToken

ProcessExecutionReportExtraTagAsync

protected virtual ValueTask<bool> ProcessExecutionReportExtraTagAsync(FixTags tag, IFixReader reader, ExecutionReport report, CancellationToken cancellationToken)

result = baseFixDialect.ProcessExecutionReportExtraTagAsync(tag, reader, report, cancellationToken)

Process extra tags for ExecutionReport.

tag

Tag.

reader

The reader of data recorded in the FIX protocol format.

report

Execution report.

cancellationToken

CancellationToken

Returns: Result.

ProcessParties

protected virtual void ProcessParties(ExecutionReport report)

baseFixDialect.ProcessParties(report)

Process Parties.

report

Execution report.

ProcessSecurityDefinitionAsync

protected virtual ValueTask<bool> ProcessSecurityDefinitionAsync(FixTags tag, IFixReader reader, SecurityMessage message, CancellationToken cancellationToken)

result = baseFixDialect.ProcessSecurityDefinitionAsync(tag, reader, message, cancellationToken)

Process SecurityDefinition message.

tag

Tag.

reader

The reader of data recorded in the FIX protocol format.

message

A message containing info about the security.

cancellationToken

CancellationToken

Returns: Processing result.

ProcessSequenceResetExtraTagAsync

protected virtual ValueTask<bool> ProcessSequenceResetExtraTagAsync(FixTags tag, IFixReader reader, FixSeqResetMessage message, CancellationToken cancellationToken)

result = baseFixDialect.ProcessSequenceResetExtraTagAsync(tag, reader, message, cancellationToken)

Process extra tags for FixSeqResetMessage.

tag

Tag.

reader

The reader of data recorded in the FIX protocol format.

message

Sequence reset message.

cancellationToken

CancellationToken

Returns: Result.

RaiseNewOutMessageAsync

protected ValueTask RaiseNewOutMessageAsync(Message message, CancellationToken cancellationToken)

result = baseFixDialect.RaiseNewOutMessageAsync(message, cancellationToken)

Raise NewOutMessageAsync

message

Message.

cancellationToken

CancellationToken

ReadExecutionReportAsync

protected virtual ValueTask<bool> ReadExecutionReportAsync(IFixReader reader, ExecutionReport report, FastDateTimeParser transactTimeParser, Func<FixTags, IFixReader, ExecutionReport, CancellationToken, ValueTask<bool>> extraTagProcess, CancellationToken cancellationToken)

result = baseFixDialect.ReadExecutionReportAsync(reader, report, transactTimeParser, extraTagProcess, cancellationToken)

Read the ExecutionReport message.

reader

The reader of data recorded in the FIX protocol format.

report

ExecutionReport instance.

transactTimeParser

Parser for TransactTime field.

extraTagProcess

cancellationToken

CancellationToken

Returns: , if the messages was read successfully, to skip unknown message, null to break connection.

ResetAsync

protected virtual ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)

result = baseFixDialect.ResetAsync(resetMsg, cancellationToken)

SecurityLookupAsync

protected virtual ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = baseFixDialect.SecurityLookupAsync(lookupMsg, cancellationToken)

SendInMessageAsync

public virtual ValueTask SendInMessageAsync(Message message, CancellationToken cancellationToken)

result = baseFixDialect.SendInMessageAsync(message, cancellationToken)

Processes a generic message asynchronously.

message

The message to process.

cancellationToken

CancellationToken

StockSharp#Fix#Dialects#IFixDialect#Init(IFixWriter, IFixReader, EndPoint)

ToString

public override string ToString()

result = baseFixDialect.ToString()

Преобразовать к строковому представлению.

Returns: Строковое представление.

TryParseNextMsqSeqNum

public virtual long? TryParseNextMsqSeqNum(string errorMessage)

result = baseFixDialect.TryParseNextMsqSeqNum(errorMessage)

Try extract expected MsgSeqNum from the specified error message.

errorMessage

Error message.

Returns: MsgSeqNum or .

WriteAccountAsync

protected ValueTask WriteAccountAsync(IFixWriter writer, IPortfolioNameMessage message, CancellationToken cancellationToken)

result = baseFixDialect.WriteAccountAsync(writer, message, cancellationToken)

Write Account value.

writer

Writer.

message

Message.

cancellationToken

Cancellation token.

WriteClOrdIdAsync

protected ValueTask WriteClOrdIdAsync(IFixWriter writer, long transactionId, CancellationToken cancellationToken)

result = baseFixDialect.WriteClOrdIdAsync(writer, transactionId, cancellationToken)

Write ClOrdID.

writer

Writer.

transactionId

Transaction ID.

cancellationToken

Cancellation token.

WriteLogonRequestAsync

protected ValueTask<string> WriteLogonRequestAsync(IFixWriter writer, ConnectMessage message, CancellationToken cancellationToken, Func<IFixWriter, CancellationToken, ValueTask> extra)

result = baseFixDialect.WriteLogonRequestAsync(writer, message, cancellationToken, extra)

To record the Logon message (request).

writer

The recorder of data in the FIX protocol format.

message

ConnectMessage.

cancellationToken

Cancellation token.

extra

Write extra parameters for Logon message.

Returns: FixMessages value.

WriteLogoutRequestAsync

protected static ValueTask<string> WriteLogoutRequestAsync(IFixWriter writer, CancellationToken cancellationToken, string text)

result = BaseFixDialect.WriteLogoutRequestAsync(writer, cancellationToken, text)

To record the Logout message (request).

writer

The recorder of data in the FIX protocol format.

cancellationToken

Cancellation token.

text

The text of reason.

Returns: FixMessages value.

WriteResendRequestAsync

protected static ValueTask<string> WriteResendRequestAsync(IFixWriter writer, long beginSeqNo, long endSeqNo, CancellationToken cancellationToken)

result = BaseFixDialect.WriteResendRequestAsync(writer, beginSeqNo, endSeqNo, cancellationToken)

To record the ResendRequest message.

writer

The recorder of data in the FIX protocol format.

beginSeqNo

The original message identifier.

endSeqNo

The last message identifier.

cancellationToken

Cancellation token.

Returns: FixMessages value.

WriteSequenceResetAsync

protected ValueTask<string> WriteSequenceResetAsync(IFixWriter writer, bool gapFill, long newSeqNo, CancellationToken cancellationToken)

result = baseFixDialect.WriteSequenceResetAsync(writer, gapFill, newSeqNo, cancellationToken)

To record the SequenceReset message (request).

writer

The recorder of data in the FIX protocol format.

gapFill

Gap fill.

newSeqNo

New sequence number.

cancellationToken

Cancellation token.

Returns: FixMessages value.

WriteTimeMessageAsync

protected static ValueTask<string> WriteTimeMessageAsync(IFixWriter writer, TimeMessage timeMsg, CancellationToken cancellationToken)

result = BaseFixDialect.WriteTimeMessageAsync(writer, timeMsg, cancellationToken)

To record the Heartbeat or TestRequest message.

writer

The recorder of data in the FIX protocol format.

timeMsg

Heartbeat message.

cancellationToken

Cancellation token.

Returns: FixMessages value.

WriteUserRequestChangePasswordAsync

protected ValueTask<string> WriteUserRequestChangePasswordAsync(IFixWriter writer, ChangePasswordMessage message, CancellationToken cancellationToken, string userName, string password)

result = baseFixDialect.WriteUserRequestChangePasswordAsync(writer, message, cancellationToken, userName, password)

To record the UserRequest message.

writer

The recorder of data in the FIX protocol format.

message

Password change message.

cancellationToken

Cancellation token.

userName

Current user name.

password

Current password.

Returns: FixMessages value.