OneZeroFixDialect

OneZeroFixDialect

public OneZeroFixDialect(IdGenerator transactionIdGenerator)

oneZeroFixDialect = OneZeroFixDialect(transactionIdGenerator)

Initializes a new instance of the OneZeroFixDialect.

transactionIdGenerator

Transaction id generator.

FeatureName

public override string FeatureName { get; }

value = oneZeroFixDialect.FeatureName

Feature name.

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = oneZeroFixDialect.PossibleSupportedMessages

Possible supported by adapter message types.

GetOrderState

protected override OrderStates? GetOrderState(ExecutionReport report)

result = oneZeroFixDialect.GetOrderState(report)

Convert OrdStatus to OrderStates value.

report

ExecutionReport value.

Returns: OrderStates value.

GetSupportedMarketDataTypesAsync

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

result = oneZeroFixDialect.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.

OnWriteAsync

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

result = oneZeroFixDialect.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.

SecurityLookupAsync

protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)

result = oneZeroFixDialect.SecurityLookupAsync(lookupMsg, cancellationToken)