DefaultFixDialect

DefaultFixDialect

public DefaultFixDialect(IdGenerator transactionIdGenerator)

defaultFixDialect = DefaultFixDialect(transactionIdGenerator)

The default implementation of IFixDialect.

transactionIdGenerator

Transaction id generator.

CheckTimeFrameByRequest

public override bool CheckTimeFrameByRequest { get; }

value = defaultFixDialect.CheckTimeFrameByRequest

Check possible time-frame by request.

ConvertToLatin

public bool ConvertToLatin { get; set; }

value = defaultFixDialect.ConvertToLatin
defaultFixDialect.ConvertToLatin = value

Convert all non-latin text messages to latin.

IsAutoReplyOnTransactonalUnsubscription

public override bool IsAutoReplyOnTransactonalUnsubscription { get; }

value = defaultFixDialect.IsAutoReplyOnTransactonalUnsubscription

Send auto response for OrderStatusMessage and PortfolioLookupMessage unsubscribes.

IsSupportMarketDataResponse

protected override bool IsSupportMarketDataResponse { get; }

value = defaultFixDialect.IsSupportMarketDataResponse

Support market-data response.

NotSupportedResultMessages

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

value = defaultFixDialect.NotSupportedResultMessages
defaultFixDialect.NotSupportedResultMessages = value

Not supported by adapter result message types.

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = defaultFixDialect.PossibleSupportedMessages

Possible supported by adapter message types.

SupportLicensing

public override bool SupportLicensing { get; }

value = defaultFixDialect.SupportLicensing

Support of licensing features.

IsSupportCandlesUpdates

public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)

result = defaultFixDialect.IsSupportCandlesUpdates(subscription)

Support candles subscription and live updates.

subscription

MarketDataMessage

Returns: Check result.

OnReadAsync

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

result = defaultFixDialect.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.

OnWriteAsync

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

result = defaultFixDialect.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.

ReadOrderConditionAsync

protected virtual ValueTask<bool> ReadOrderConditionAsync(IFixReader reader, FixTags tag, Func<OrderCondition> getCondition, CancellationToken cancellationToken)

result = defaultFixDialect.ReadOrderConditionAsync(reader, tag, getCondition, cancellationToken)

To read the order condition OrderCondition.

reader

Data reader.

tag

Tag.

getCondition

The function returning the order condition.

cancellationToken

Cancellation token.

Returns: Whether the data was successfully processed.

RegisterCandleType

public static void RegisterCandleType(char code, Type messageType)

DefaultFixDialect.RegisterCandleType(code, messageType)

Register new candle type.

code

MDEntryType value.

messageType

Message type.

WriteOrderConditionAsync

protected virtual ValueTask WriteOrderConditionAsync(IFixWriter writer, OrderCondition condition, CancellationToken cancellationToken)

result = defaultFixDialect.WriteOrderConditionAsync(writer, condition, cancellationToken)

To record data by the order condition.

writer

FIX data writer.

condition

Order condition (e.g., stop- and algo- orders parameters).

cancellationToken

Cancellation token.