SuperDerivativesFixDialect

SuperDerivativesFixDialect

public SuperDerivativesFixDialect(IdGenerator transactionIdGenerator)

superDerivativesFixDialect = SuperDerivativesFixDialect(transactionIdGenerator)

Initializes a new instance of the SuperDerivativesFixDialect.

transactionIdGenerator

Transaction id generator.

FeatureName

public override string FeatureName { get; }

value = superDerivativesFixDialect.FeatureName

Feature name.

PossibleSupportedMessages

public override IEnumerable<MessageTypeInfo> PossibleSupportedMessages { get; }

value = superDerivativesFixDialect.PossibleSupportedMessages

Possible supported by adapter message types.

GetSecurityType

protected override SecurityTypes? GetSecurityType(string type)

result = superDerivativesFixDialect.GetSecurityType(type)

Convert String to SecurityTypes value.

type

String value.

Returns: SecurityTypes value.

GetSupportedMarketDataTypesAsync

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

result = superDerivativesFixDialect.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.

OnReadAsync

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

result = superDerivativesFixDialect.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 = superDerivativesFixDialect.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.