QuikServerFixDialect

QuikServerFixDialect

public QuikServerFixDialect(IdGenerator transactionIdGenerator)

quikServerFixDialect = QuikServerFixDialect(transactionIdGenerator)

Initializes a new instance of the QuikServerFixDialect.

transactionIdGenerator

Transaction id generator.

FeatureName

public override string FeatureName { get; }

value = quikServerFixDialect.FeatureName

Feature name.

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = quikServerFixDialect.PossibleSupportedMessages

Possible supported by adapter message types.

SupportedOrderBookDepths

public override IEnumerable<int> SupportedOrderBookDepths { get; }

value = quikServerFixDialect.SupportedOrderBookDepths

Available options for MaxDepth.

FromSecurityTradingStatus

protected override SecurityStates? FromSecurityTradingStatus(int? status)

result = quikServerFixDialect.FromSecurityTradingStatus(status)

Convert SecurityTradingStatus to SecurityStates value.

status

SecurityTradingStatus value.

Returns: SecurityStates value.

IsLogoutError

protected override bool IsLogoutError(string text)

result = quikServerFixDialect.IsLogoutError(text)

Check Logout contains error message.

text

Text message.

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

OnReadAsync

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

result = quikServerFixDialect.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 = quikServerFixDialect.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.

ProcessSecurityDefinitionAsync

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

result = quikServerFixDialect.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.

ReadOrderConditionAsync

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

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

Read order condition.

reader

The reader of data recorded in the FIX protocol format.

tag

Tag.

getCondition

Condition.

cancellationToken

CancellationToken

Returns: Result.