Extensions

CalcCheckSum

public static int CalcCheckSum(IFixBase fix)

result = Extensions.CalcCheckSum(fix)

To calculate the checksum.

fix

IFixBase

Returns: Checksum.

FillLevel1

public static void FillLevel1(Level1ChangeMessage message, char entryType, decimal? price, decimal? size, string otherValue, FastDateTimeParser dateTimeParser)

Extensions.FillLevel1(message, entryType, price, size, otherValue, dateTimeParser)

message

entryType

price

size

otherValue

dateTimeParser

FromDialect

public static string FromDialect(Type type)

result = Extensions.FromDialect(type)

Convert dialect type to string.

type

Dialect type.

Returns: String value.

FromFixOptionStyle

public static OptionStyles FromFixOptionStyle(int style)

result = Extensions.FromFixOptionStyle(style)

Convert Int32 to OptionStyles value.

style

Int32 value.

Returns: OptionStyles value.

FromFixOptionType

public static OptionTypes FromFixOptionType(PutOrCall type)

result = Extensions.FromFixOptionType(type)

Convert PutOrCall to OptionTypes value.

type

PutOrCall value.

Returns: OptionTypes value.

FromFixSettlType

public static SettlementTypes FromFixSettlType(int style)

result = Extensions.FromFixSettlType(style)

Convert Int32 to SettlementTypes value.

style

Int32 value.

Returns: SettlementTypes value.

FromFixSide

public static Sides FromFixSide(char side, bool required)

result = Extensions.FromFixSide(side, required)

Convert Side to Sides value.

side

Side value.

required

is required.

Returns: Sides value.

FromFixStatus

public static OrderStates FromFixStatus(char status)

result = Extensions.FromFixStatus(status)

Convert OrdStatus to OrderStates value.

status

OrdStatus value.

Returns: OrderStates value.

FromFixStatus

public static SessionStates FromFixStatus(TradSesStatus status)

result = Extensions.FromFixStatus(status)

Convert TradSesStatus to SessionStates value.

status

TradSesStatus value.

Returns: SessionStates value.

FromFixStatus2

public static OrderStates? FromFixStatus2(char status)

result = Extensions.FromFixStatus2(status)

Convert OrdStatus to OrderStates value.

status

OrdStatus value.

Returns: OrderStates value or null.

FromFixType

public static SecurityTypes? FromFixType(string type)

result = Extensions.FromFixType(type)

Convert SecurityType to SecurityTypes value.

type

SecurityType value.

Returns: SecurityTypes value.

FromQuoteType

public static SecurityStates? FromQuoteType(int? type)

result = Extensions.FromQuoteType(type)

Convert QuoteType to SecurityStates value.

type

QuoteType value.

Returns: SecurityStates value.

FromTickDir

public static bool FromTickDir(char dir)

result = Extensions.FromTickDir(dir)

Convert TickDirection to Boolean value.

dir

TickDirection value.

Returns: Boolean value.

GetFixTimeInForce

public static char GetFixTimeInForce(OrderRegisterMessage message)

result = Extensions.GetFixTimeInForce(message)

message

The message containing the information for the order registration.

Returns: FixTimeInForce value.

GetFixType

public static char GetFixType(OrderMessage message)

result = Extensions.GetFixType(message)

Get OrdType value.

message

A message containing info about the order.

Returns: OrdType value.

GetRequestId

public static long GetRequestId(ISubscriptionMessage msg)

result = Extensions.GetRequestId(msg)

Get request id.

msg

Subscription.

GetSubscriptionType

public static char GetSubscriptionType(ISubscriptionMessage msg)

result = Extensions.GetSubscriptionType(msg)

msg

Subscription.

Returns: SubscriptionRequestType value.

InitSecId

public static void InitSecId(SecurityMessage message, string symbol, string board, string idSource, string idValue)

Extensions.InitSecId(message, symbol, board, idSource, idValue)

message

symbol

board

idSource

idValue

IsCandleEntry

public static bool IsCandleEntry(char mdEntryType)

result = Extensions.IsCandleEntry(mdEntryType)

Check the specified type is candle.

mdEntryType

MDEntry value.

Returns: Check result.

IsDump

public static bool IsDump(ILogSource source)

result = Extensions.IsDump(source)

source

IsMarketMaker

public static bool IsMarketMaker(char? orderCapacity, string orderRestrictions)

result = Extensions.IsMarketMaker(orderCapacity, orderRestrictions)

Is the order of market-maker.

orderCapacity

OrderCapacity value.

orderRestrictions

OrderRestrictions value.

Returns: Check result.

IsSubscribe

public static bool IsSubscribe(char? type)

result = Extensions.IsSubscribe(type)

Convert SubscriptionRequestType to Boolean value.

type

SubscriptionRequestType value.

Returns: Boolean value.

IsSubscribe

public static bool IsSubscribe(char type)

result = Extensions.IsSubscribe(type)

Convert SubscriptionRequestType to Boolean value.

type

SubscriptionRequestType value.

Returns: Boolean value.

ReadFileInfoAsync``1

public static IAsyncEnumerable<TMessage> ReadFileInfoAsync<TMessage>(IFixReader reader, Func<FixTags, IFixReader, CancellationToken, ValueTask<bool>> readTag, CancellationToken cancellationToken)

result = Extensions.ReadFileInfoAsync(reader, readTag, cancellationToken)

Read file info.

reader

Reader.

readTag

Custom tag handler.

cancellationToken

Cancellation token.

Returns: Async enumerable of file messages.

ReadHeaderAsync

public static ValueTask<string> ReadHeaderAsync(IFixReader reader, string expectedVersion, CancellationToken cancellationToken)

result = Extensions.ReadHeaderAsync(reader, expectedVersion, cancellationToken)

Read FIX header.

reader

Reader.

expectedVersion

Expected FixVersions value.

cancellationToken

Cancellation token.

Returns: FixMessages value.

ReadMarketDataMessagesAsync

public static IAsyncEnumerable<ValueTuple<MarketDataMessage, string, string>> ReadMarketDataMessagesAsync(IFixReader reader, FastDateTimeParser dataBoundDateParser, CancellationToken cancellationToken)

result = Extensions.ReadMarketDataMessagesAsync(reader, dataBoundDateParser, cancellationToken)

Read market data messages (async version).

reader

Reader.

dataBoundDateParser

Date parser.

cancellationToken

Cancellation token.

Returns: Async enumerable of market data messages with request/response IDs.

ReadMarketDataRequestAsync

public static ValueTask<FixMarketDataRequest?> ReadMarketDataRequestAsync(IFixReader reader, FastDateTimeParser dateBoundParser, CancellationToken cancellationToken)

result = Extensions.ReadMarketDataRequestAsync(reader, dateBoundParser, cancellationToken)

Read market data request from FIX message (async version).

reader

Reader.

dateBoundParser

Date parser.

cancellationToken

Cancellation token.

Returns: Market data request or null if read failed.

ReadMessageAsync

public static IAsyncEnumerable<FixTags> ReadMessageAsync(IFixReader reader, CancellationToken cancellationToken)

result = Extensions.ReadMessageAsync(reader, cancellationToken)

Read message.

reader

Reader.

cancellationToken

Cancellation token.

Returns: FixTags values.

ReadMessageAsync

public static ValueTask<bool> ReadMessageAsync(IFixReader reader, Func<FixTags, CancellationToken, ValueTask<bool>> handler, CancellationToken cancellationToken)

result = Extensions.ReadMessageAsync(reader, handler, cancellationToken)

Read message.

reader

Reader.

handler

Tag handler.

cancellationToken

Cancellation token.

Returns: if the message was successfully read, othewise, returns .

ReadMessageAsync

public static ValueTask<bool> ReadMessageAsync(IFixReader reader, Func<FixTags, ValueTask<bool>> handler, CancellationToken cancellationToken)

result = Extensions.ReadMessageAsync(reader, handler, cancellationToken)

Read message.

reader

Reader.

handler

Async tag handler.

cancellationToken

Cancellation token.

Returns: if the message was successfully read, othewise, returns .

ReadNewsAsync

public static IAsyncEnumerable<Message> ReadNewsAsync(IFixReader reader, FastDateTimeParser parser, CancellationToken cancellationToken)

result = Extensions.ReadNewsAsync(reader, parser, cancellationToken)

Read news.

reader

FIX reader.

parser

Time parser.

cancellationToken

Cancellation token.

Returns: News messages.

ReadOrderConditionAsync

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

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

Read OrderCondition.

reader

Reader.

tag

Tag.

getCondition

Handler.

cancellationToken

Cancellation token.

Returns: if the tag was handled, if the tag is unknown.

ReadSecurityMessageAsync

public static IAsyncEnumerable<ValueTuple<SecurityMessage, bool?, long?, bool, string, string>> ReadSecurityMessageAsync(IFixReader reader, FastDateTimeParser dateParser, FastDateTimeParser yearMonthParser, IDictionary<long, RefPair<int, int>> totalSecCountByRequestId, Action<SecurityMessage, string, string, string, string> initSecId, Action<Exception> errorHandler, Func<FixTags, IFixReader, SecurityMessage, CancellationToken, ValueTask<bool>> customTagHandler, Func<string, SecurityTypes?> getSecurityType, CancellationToken cancellationToken)

result = Extensions.ReadSecurityMessageAsync(reader, dateParser, yearMonthParser, totalSecCountByRequestId, initSecId, errorHandler, customTagHandler, getSecurityType, cancellationToken)

Read security message (async version).

reader

Reader.

dateParser

Date parser.

yearMonthParser

Year-month parser.

totalSecCountByRequestId

Total security count by request ID.

initSecId

Initialize security ID callback.

errorHandler

Error handler.

customTagHandler

Custom tag handler.

getSecurityType

Get security type callback.

cancellationToken

Cancellation token.

Returns: Async enumerable of security messages with metadata.

ReadTagAsync

public static ValueTask<bool> ReadTagAsync(IFixReader reader, FixTags expectedTag, CancellationToken cancellationToken)

result = Extensions.ReadTagAsync(reader, expectedTag, cancellationToken)

Read tag and check if it matches expected tag.

reader

Reader.

expectedTag

Expected tag.

cancellationToken

Cancellation token.

Returns: if the tag matches, otherwise.

ReadTrailerAsync

public static ValueTask<bool> ReadTrailerAsync(IFixReader reader, CancellationToken cancellationToken)

result = Extensions.ReadTrailerAsync(reader, cancellationToken)

Read FIX trailer.

reader

Reader.

cancellationToken

Cancellation token.

Returns: if the message was successfully read, othewise, returns .

ReadUserInfoMessageAsync

public static IAsyncEnumerable<Message> ReadUserInfoMessageAsync(IFixReader reader, FastDateTimeParser dateParser, Func<FixTags, CancellationToken, ValueTask<bool>> handler, CancellationToken cancellationToken)

result = Extensions.ReadUserInfoMessageAsync(reader, dateParser, handler, cancellationToken)

Read user info message.

reader

Reader.

dateParser

Date parser.

handler

Custom tag handler.

cancellationToken

Cancellation token.

Returns: Async enumerable of user info messages.

ReadUtcAsync

public static ValueTask<DateTime> ReadUtcAsync(IFixReader reader, FastDateTimeParser parser, CancellationToken cancellationToken)

result = Extensions.ReadUtcAsync(reader, parser, cancellationToken)

Read time.

reader

Reader.

parser

Time parser.

cancellationToken

Cancellation token.

Returns: Time.

RegisterCandleType

public static void RegisterCandleType(char code, Type messageType)

Extensions.RegisterCandleType(code, messageType)

Register new candle type.

code

MDEntry value.

messageType

The type of candle message.

SetOrderType

public static void SetOrderType(OrderMessage message, char ordType)

Extensions.SetOrderType(message, ordType)

Set OrdType value.

message

A message containing info about the order.

ordType

OrdType value.

SkipMessageAsync

public static ValueTask<Exception> SkipMessageAsync(IFixReader reader, CancellationToken cancellationToken)

result = Extensions.SkipMessageAsync(reader, cancellationToken)

Skip reading message.

reader

Reader.

cancellationToken

Cancellation token.

Returns: Possible error.

ToCandleMessage

public static CandleMessage ToCandleMessage(char entryType)

result = Extensions.ToCandleMessage(entryType)

Convert MDEntryType to CandleMessage value.

entryType

MDEntryType value.

Returns: CandleMessage value.

ToDataType

public static DataType ToDataType(char mdEntryType, string arg)

result = Extensions.ToDataType(mdEntryType, arg)

Convert MDEntryType to DataType value.

mdEntryType

MDEntryType value.

arg

MDEntryArg value.

Returns: DataType value.

ToDialect

public static Type ToDialect(string dialect, ILogReceiver logs)

result = Extensions.ToDialect(dialect, logs)

Convert string to dialect type.

dialect

String value.

logs

Logs.

Returns: Dialect type.

ToFix

public static string ToFix(SecurityTypes type)

result = Extensions.ToFix(type)

Convert SecurityTypes to SecurityType value.

type

SecurityTypes value.

Returns: SecurityType value.

ToFix

public static char ToFix(Sides side)

result = Extensions.ToFix(side)

Convert Sides to Side value.

side

Sides value.

Returns: Side value.

ToFix

public static MDEntry ToFix(KeyValuePair<Level1Fields, object> change, DateTime time, FastDateTimeParser dateTimeParser)

result = Extensions.ToFix(change, time, dateTimeParser)

Convert KeyValuePair to MDEntry.

change

Change.

time

Time.

dateTimeParser

Time parser.

Returns: MDEntry value.

ToFix

public static int ToFix(SettlementTypes type)

result = Extensions.ToFix(type)

Convert SettlementTypes to Int32 value.

type

SettlementTypes value.

Returns: Int32 value.

ToFix

public static int ToFix(OptionStyles style)

result = Extensions.ToFix(style)

Convert OptionStyles to Int32 value.

style

OptionStyles value.

Returns: Int32 value.

ToFix

public static int ToFix(OptionTypes type)

result = Extensions.ToFix(type)

Convert OptionTypes to Int32 value.

type

OptionTypes value.

Returns: Int32 value.

ToFix

public static string ToFix(CurrencyTypes type)

result = Extensions.ToFix(type)

Convert CurrencyTypes to String value.

type

CurrencyTypes value.

Returns: String value.

ToFix

public static TradSesStatus ToFix(SessionStates state)

result = Extensions.ToFix(state)

Convert SessionStates to TradSesStatus value.

state

SessionStates value.

Returns: TradSesStatus value.

ToFix

public static char ToFix(Level1Fields field)

result = Extensions.ToFix(field)

Convert Level1Fields to MDEntryType value.

field

Level1Fields value.

Returns: MDEntryType value.

ToFix

public static char ToFix(TimeInForce tif)

result = Extensions.ToFix(tif)

Convert TimeInForce to FixTimeInForce value.

tif

TimeInForce value.

Returns: FixTimeInForce value.

ToFixMDType

public static char ToFixMDType(DataType type, string mdEntryArg)

result = Extensions.ToFixMDType(type, mdEntryArg)

Convert DataType to MDEntryType value.

type

DataType value.

mdEntryArg

MDEntryArg value.

Returns: MDEntryType value.

ToFixOrdStatus

public static char? ToFixOrdStatus(ExecutionMessage message)

result = Extensions.ToFixOrdStatus(message)

Convert ExecutionMessage to OrdStatus value.

message

ExecutionMessage value.

Returns: OrdStatus value.

ToLevel1

public static Level1Fields ToLevel1(char entryType)

result = Extensions.ToLevel1(entryType)

Convert MDEntryType to Level1Fields value.

entryType

MDEntryType value.

Returns: Level1Fields value.

ToMarginMode

public static MarginModes ToMarginMode(char cashMargin)

result = Extensions.ToMarginMode(cashMargin)

cashMargin

ToMessages

public static IEnumerable<MarketDataMessage> ToMessages(FixMarketDataRequest fix)

result = Extensions.ToMessages(fix)

Convert FixMarketDataRequest to MarketDataMessage enumerable.

fix

FIX market data request.

Returns: Market data messages.

ToNative

public static char? ToNative(QuoteConditions condition, bool force)

result = Extensions.ToNative(condition, force)

Convert QuoteConditions to QuoteCondition value.

condition

QuoteConditions value.

force

Returns: QuoteCondition value.

ToNative

public static char ToNative(QuoteChangeActions action)

result = Extensions.ToNative(action)

Convert QuoteChangeActions to MDUpdateAction value.

action

QuoteChangeActions value.

Returns: MDUpdateAction value.

ToNewsPriority

public static NewsPriorities? ToNewsPriority(char? urgency)

result = Extensions.ToNewsPriority(urgency)

Convert Urgency to NewsPriorities value.

urgency

Urgency value.

Returns: NewsPriorities value.

ToPositionEffect

public static OrderPositionEffects? ToPositionEffect(char? effect)

result = Extensions.ToPositionEffect(effect)

Convert PositionEffect to OrderPositionEffects value.

effect

PositionEffect value.

Returns: OrderPositionEffects value.

ToQuoteAction

public static QuoteChangeActions ToQuoteAction(char action)

result = Extensions.ToQuoteAction(action)

Convert MDUpdateAction to QuoteChangeActions value.

action

MDUpdateAction value.

Returns: QuoteChangeActions value.

ToQuoteCondition

public static QuoteConditions ToQuoteCondition(string condition)

result = Extensions.ToQuoteCondition(condition)

Convert QuoteCondition to QuoteConditions value.

condition

QuoteCondition value.

Returns: QuoteConditions value.

ToSecurityType

public static string ToSecurityType(OrderMessage message)

result = Extensions.ToSecurityType(message)

message

A message containing info about the order.

Returns: SecurityType value.

ToTickDir

public static char ToTickDir(bool dir)

result = Extensions.ToTickDir(dir)

Convert Boolean to TickDirection value.

dir

Boolean value.

Returns: TickDirection value.

ToUserRequestType

public static FixUserRequestTypes ToUserRequestType(UserRequestType type)

result = Extensions.ToUserRequestType(type)

Convert UserRequestType to FixUserRequestTypes value.

type

UserRequestType value.

Returns: FixUserRequestTypes value.

ToUserStatus

public static UserStatus ToUserStatus(FixUserResponseTypes type, Exception error, string userName, UserRequestType requestType, string text)

result = Extensions.ToUserStatus(type, error, userName, requestType, text)

Convert FixUserResponseTypes to UserStatus value.

type

FixUserResponseTypes value.

error

userName

requestType

text

Returns: UserStatus value.

TryReplaceSoh

public static byte TryReplaceSoh(byte value)

result = Extensions.TryReplaceSoh(value)

value

WriteBuildFromAsync

public static ValueTask WriteBuildFromAsync(IFixWriter writer, DataType buildFrom, CancellationToken cancellationToken)

result = Extensions.WriteBuildFromAsync(writer, buildFrom, cancellationToken)

Write BuildFrom.

writer

Writer.

buildFrom

BuildFrom.

cancellationToken

Cancellation token.

WriteCommandAsync``1

public static ValueTask WriteCommandAsync<TCommandMessage>(IFixWriter writer, TCommandMessage message, FastDateTimeParser parser, Func<IFixWriter, TCommandMessage, CancellationToken, ValueTask> writeTags, CancellationToken cancellationToken)

result = Extensions.WriteCommandAsync(writer, message, parser, writeTags, cancellationToken)

Write CommandMessage.

writer

Writer.

message

Message.

parser

Time parser.

writeTags

Handler.

cancellationToken

Cancellation token.

WriteDataTypeAsync

public static ValueTask WriteDataTypeAsync(IFixWriter writer, DataType dataType, CancellationToken cancellationToken)

result = Extensions.WriteDataTypeAsync(writer, dataType, cancellationToken)

Write DataType.

writer

Writer.

dataType

Data type info.

cancellationToken

Cancellation token.

WriteExpiryDateAsync

public static ValueTask WriteExpiryDateAsync(IFixWriter writer, OrderRegisterMessage regMsg, FastDateTimeParser parser, TimeZoneInfo timeZone, CancellationToken cancellationToken)

result = Extensions.WriteExpiryDateAsync(writer, regMsg, parser, timeZone, cancellationToken)

Write ExpireDate.

writer

Writer.

regMsg

The message containing the information for the order registration.

parser

Time parser.

timeZone

Time zone.

cancellationToken

Cancellation token.

WriteFileAsync``1

public static ValueTask WriteFileAsync<TMessage>(IFixWriter writer, TMessage message, CancellationToken cancellationToken)

result = Extensions.WriteFileAsync(writer, message, cancellationToken)

Write RemoteFileMessage.

writer

Writer.

message

Message.

cancellationToken

Cancellation token.

WriteFixMessageAsync

public static ValueTask WriteFixMessageAsync(IFixWriter writer, IFixWriter bodyWriter, string version, string msgType, string senderCompId, string targetCompId, FastDateTimeParser sendingTimeParser, long seqNum, Action<IFixWriter> handler, CancellationToken cancellationToken)

result = Extensions.WriteFixMessageAsync(writer, bodyWriter, version, msgType, senderCompId, targetCompId, sendingTimeParser, seqNum, handler, cancellationToken)

Write FIX message.

writer

Whole message writer.

bodyWriter

Body only writer.

version

Version.

msgType

FixMessages value.

senderCompId

Sender ID.

targetCompId

Target ID.

sendingTimeParser

Time parser.

seqNum

Sequence number.

handler

Handler.

cancellationToken

Cancellation token.

WriteFixMessageAsync

public static ValueTask WriteFixMessageAsync(IFixWriter writer, IFixWriter bodyWriter, string version, string msgType, string senderCompId, string targetCompId, FastDateTimeParser sendingTimeParser, long seqNum, Func<IFixWriter, CancellationToken, ValueTask> handler, CancellationToken cancellationToken)

result = Extensions.WriteFixMessageAsync(writer, bodyWriter, version, msgType, senderCompId, targetCompId, sendingTimeParser, seqNum, handler, cancellationToken)

Write FIX message asynchronously with async handler.

writer

Whole message writer.

bodyWriter

Body only writer.

version

Version.

msgType

FixMessages value.

senderCompId

Sender ID.

targetCompId

Target ID.

sendingTimeParser

Time parser.

seqNum

Sequence number.

handler

Async handler.

cancellationToken

Cancellation token.

WriteHandlInstAsync

public static ValueTask WriteHandlInstAsync(IFixWriter writer, OrderRegisterMessage message, char defaultValue, CancellationToken cancellationToken)

result = Extensions.WriteHandlInstAsync(writer, message, defaultValue, cancellationToken)

Write HandlInst.

writer

Writer.

message

Message.

defaultValue

Default value.

cancellationToken

Cancellation token.

WriteMarketDataMessageAsync

public static ValueTask WriteMarketDataMessageAsync(IFixWriter writer, MarketDataMessage mdMsg, string requestId, string responseId, FastDateTimeParser dataBoundDateParser, Func<IFixWriter, MarketDataMessage, CancellationToken, ValueTask> writeSecurityId, CancellationToken cancellationToken)

result = Extensions.WriteMarketDataMessageAsync(writer, mdMsg, requestId, responseId, dataBoundDateParser, writeSecurityId, cancellationToken)

Write MarketDataMessage.

writer

Writer.

mdMsg

Message.

requestId

MDReqID value.

responseId

MDResponseID value.

dataBoundDateParser

Time parser.

writeSecurityId

Write security id.

cancellationToken

Cancellation token.

WriteMarketMakerAsync

public static ValueTask WriteMarketMakerAsync(IFixWriter writer, CancellationToken cancellationToken)

result = Extensions.WriteMarketMakerAsync(writer, cancellationToken)

Write OrderCapacity and OrderRestrictions.

writer

Writer.

cancellationToken

Cancellation token.

WriteNewsAsync

public static ValueTask WriteNewsAsync(IFixWriter writer, NewsMessage newsMsg, FastDateTimeParser parser, CancellationToken cancellationToken)

result = Extensions.WriteNewsAsync(writer, newsMsg, parser, cancellationToken)

Write NewsMessage.

writer

Writer.

newsMsg

Message.

parser

Time parser.

cancellationToken

Cancellation token.

WriteParametersAsync

public static ValueTask WriteParametersAsync(IFixWriter writer, IDictionary<string, string> parameters, CancellationToken cancellationToken)

result = Extensions.WriteParametersAsync(writer, parameters, cancellationToken)

Write parameters.

writer

Writer.

parameters

Parameters.

cancellationToken

Cancellation token.

WritePositionEffectAsync

public static ValueTask WritePositionEffectAsync(IFixWriter writer, OrderPositionEffects? effect, CancellationToken cancellationToken)

result = Extensions.WritePositionEffectAsync(writer, effect, cancellationToken)

Write PositionEffect.

writer

Writer.

effect

OrderPositionEffects value.

cancellationToken

Cancellation token.

WriteSecurityListAsync

public static ValueTask WriteSecurityListAsync(IFixWriter writer, FastDateTimeParser dateParser, bool convertToLatin, string requestId, string responseId, ICollection<SecurityMessage> securityMessages, bool lastFragment, CancellationToken cancellationToken)

result = Extensions.WriteSecurityListAsync(writer, dateParser, convertToLatin, requestId, responseId, securityMessages, lastFragment, cancellationToken)

Write SecurityMessage list.

writer

Writer.

dateParser

Time parser.

convertToLatin

Convert texts to latin.

requestId

MDReqID value.

responseId

MDResponseID value.

securityMessages

Securities.

lastFragment

Last message.

cancellationToken

Cancellation token.

WriteSideAsync

public static ValueTask WriteSideAsync(IFixWriter writer, Sides side, CancellationToken cancellationToken)

result = Extensions.WriteSideAsync(writer, side, cancellationToken)

Write Side.

writer

Writer.

side

Side.

cancellationToken

Cancellation token.

WriteStreamAsync

public static ValueTask WriteStreamAsync(IFixWriter dest, IFixWriter source, CancellationToken cancellationToken)

result = Extensions.WriteStreamAsync(dest, source, cancellationToken)

Copy content.

dest

Destination.

source

Source.

cancellationToken

Cancellation token.

WriteSubscriptionAsync

public static ValueTask WriteSubscriptionAsync(IFixWriter writer, ISubscriptionMessage msg, CancellationToken cancellationToken)

result = Extensions.WriteSubscriptionAsync(writer, msg, cancellationToken)

Write ISubscriptionMessage.

writer

Writer.

msg

Message.

cancellationToken

Cancellation token.

WriteSubscriptionRequestAsync

public static ValueTask WriteSubscriptionRequestAsync(IFixWriter writer, ISubscriptionMessage subscription, FastDateTimeParser parser, FixTags requestIdTag, CancellationToken cancellationToken)

result = Extensions.WriteSubscriptionRequestAsync(writer, subscription, parser, requestIdTag, cancellationToken)

Write ISubscriptionMessage.

writer

Writer.

subscription

Message.

parser

Time parser.

requestIdTag

Request id tag.

cancellationToken

Cancellation token.

WriteTransactTimeAsync

public static ValueTask WriteTransactTimeAsync(IFixWriter writer, FastDateTimeParser parser, CancellationToken cancellationToken)

result = Extensions.WriteTransactTimeAsync(writer, parser, cancellationToken)

Write TransactTime.

writer

Writer.

parser

Time parser.

cancellationToken

Cancellation token.

WriteUserInfoMessageAsync

public static ValueTask WriteUserInfoMessageAsync(IFixWriter writer, UserInfoMessage message, FastDateTimeParser dateParser, CancellationToken cancellationToken)

result = Extensions.WriteUserInfoMessageAsync(writer, message, dateParser, cancellationToken)

Write UserInfoMessage.

writer

Writer.

message

Message.

dateParser

Time parser.

cancellationToken

Cancellation token.

WriteUtcAsync

public static ValueTask WriteUtcAsync(IFixWriter writer, DateTime dto, FastDateTimeParser parser, CancellationToken cancellationToken)

result = Extensions.WriteUtcAsync(writer, dto, parser, cancellationToken)

Write time.

writer

Writer.

dto

Time.

parser

Time parser.

cancellationToken

Cancellation token.

AccruedCouponIncome

public const char AccruedCouponIncome

value = Extensions.AccruedCouponIncome

AccruedCouponIncome.

AfterSplit

public const char AfterSplit

value = Extensions.AfterSplit

AfterSplit.

AsksCount

public const char AsksCount

value = Extensions.AsksCount

AsksCount.

AsksVolume

public const char AsksVolume

value = Extensions.AsksVolume

AsksVolume.

AveragePrice

public const char AveragePrice

value = Extensions.AveragePrice

AveragePrice.

AverageTrueRange

public const char AverageTrueRange

value = Extensions.AverageTrueRange

AverageTrueRange.

BeforeSplit

public const char BeforeSplit

value = Extensions.BeforeSplit

BeforeSplit.

BestAskPrice

public const char BestAskPrice

value = Extensions.BestAskPrice

BestAskPrice.

BestAskTime

public const char BestAskTime

value = Extensions.BestAskTime

BestAskTime.

BestAskVolume

public const char BestAskVolume

value = Extensions.BestAskVolume

BestAskVolume.

BestBidPrice

public const char BestBidPrice

value = Extensions.BestBidPrice

BestBidPrice.

BestBidTime

public const char BestBidTime

value = Extensions.BestBidTime

BestBidTime.

BestBidVolume

public const char BestBidVolume

value = Extensions.BestBidVolume

BestBidVolume.

Beta

public const char Beta

value = Extensions.Beta

Beta.

BidsCount

public const char BidsCount

value = Extensions.BidsCount

BidsCount.

BidsVolume

public const char BidsVolume

value = Extensions.BidsVolume

BidsVolume.

BuyBackDate

public const char BuyBackDate

value = Extensions.BuyBackDate

BuyBackDate.

BuyBackPrice

public const char BuyBackPrice

value = Extensions.BuyBackPrice

BuyBackPrice.

CandleHeikin

public const char CandleHeikin

value = Extensions.CandleHeikin

HeikinAshiCandleMessage.

CandlePnF

public const char CandlePnF

value = Extensions.CandlePnF

PnFCandleMessage.

CandleRange

public const char CandleRange

value = Extensions.CandleRange

RangeCandleMessage.

CandleRenko

public const char CandleRenko

value = Extensions.CandleRenko

RenkoCandleMessage.

CandleTick

public const char CandleTick

value = Extensions.CandleTick

TickCandleMessage.

CandleTimeFrame

public const char CandleTimeFrame

value = Extensions.CandleTimeFrame

TimeFrameCandleMessage.

CandleVolume

public const char CandleVolume

value = Extensions.CandleVolume

VolumeCandleMessage.

Change

public const char Change

value = Extensions.Change

Change.

Commission

public const string Commission

value = Extensions.Commission

Commission.

CommissionMaker

public const char CommissionMaker

value = Extensions.CommissionMaker

CommissionMaker.

CommissionTaker

public const char CommissionTaker

value = Extensions.CommissionTaker

CommissionTaker.

CouponDate

public const char CouponDate

value = Extensions.CouponDate

CouponDate.

CouponPeriod

public const char CouponPeriod

value = Extensions.CouponPeriod

CouponPeriod.

CouponValue

public const char CouponValue

value = Extensions.CouponValue

CouponValue.

CurrentRatio

public const char CurrentRatio

value = Extensions.CurrentRatio

CurrentRatio.

DateFormat

public const string DateFormat

value = Extensions.DateFormat

Default UTCDateOnly format.

Decimals

public const char Decimals

value = Extensions.Decimals

Decimals.

Delta

public const char Delta

value = Extensions.Delta

Delta.

Dividend

public const char Dividend

value = Extensions.Dividend

Dividend.

Duration

public const char Duration

value = Extensions.Duration

Duration.

EmptyTag

public const FixTags EmptyTag

value = Extensions.EmptyTag

Empty tag.

FloatShort

public const char FloatShort

value = Extensions.FloatShort

FloatShort.

ForwardPriceEarnings

public const char ForwardPriceEarnings

value = Extensions.ForwardPriceEarnings

ForwardPriceEarnings.

Gamma

public const char Gamma

value = Extensions.Gamma

Gamma.

GrossMargin

public const char GrossMargin

value = Extensions.GrossMargin

GrossMargin.

HighAskPrice

public const char HighAskPrice

value = Extensions.HighAskPrice

HighAskPrice.

HighAskVolume

public const char HighAskVolume

value = Extensions.HighAskVolume

HighAskVolume.

HighPrice52Week

public const char HighPrice52Week

value = Extensions.HighPrice52Week

HighPrice52Week.

HistoricalVolatility

public const char HistoricalVolatility

value = Extensions.HistoricalVolatility

HistoricalVolatility.

HistoricalVolatilityMonth

public const char HistoricalVolatilityMonth

value = Extensions.HistoricalVolatilityMonth

HistoricalVolatilityMonth.

HistoricalVolatilityWeek

public const char HistoricalVolatilityWeek

value = Extensions.HistoricalVolatilityWeek

HistoricalVolatilityWeek.

Imbalance

public const char Imbalance

value = Extensions.Imbalance

Imbalance.

ImpliedVolatility

public const char ImpliedVolatility

value = Extensions.ImpliedVolatility

ImpliedVolatility.

Index

public const char Index

value = Extensions.Index

Index.

IssueSize

public const char IssueSize

value = Extensions.IssueSize

IssueSize.

IsSystem

public const char IsSystem

value = Extensions.IsSystem

IsSystem.

LastTradeId

public const char LastTradeId

value = Extensions.LastTradeId

LastTradeId.

LastTradeOrigin

public const char LastTradeOrigin

value = Extensions.LastTradeOrigin

LastTradeOrigin.

LastTradePrice

public const char LastTradePrice

value = Extensions.LastTradePrice

LastTradePrice.

LastTradeStringId

public const char LastTradeStringId

value = Extensions.LastTradeStringId

LastTradeStringId.

LastTradeTime

public const char LastTradeTime

value = Extensions.LastTradeTime

LastTradeTime.

LastTradeUpDown

public const char LastTradeUpDown

value = Extensions.LastTradeUpDown

LastTradeUpDown.

LastTradeVolume

public const char LastTradeVolume

value = Extensions.LastTradeVolume

LastTradeVolume.

LastTradeVolumeHigh

public const char LastTradeVolumeHigh

value = Extensions.LastTradeVolumeHigh

LastTradeVolumeHigh.

LastTradeVolumeLow

public const char LastTradeVolumeLow

value = Extensions.LastTradeVolumeLow

LastTradeVolumeLow.

Level1

public const char Level1

value = Extensions.Level1

Level1ChangeMessage.

Leverage

public const string Leverage

value = Extensions.Leverage

Leverage.

LiquidationPrice

public const string LiquidationPrice

value = Extensions.LiquidationPrice

LiquidationPrice.

LongTermDebtEquity

public const char LongTermDebtEquity

value = Extensions.LongTermDebtEquity

LongTermDebtEquity.

LowBidPrice

public const char LowBidPrice

value = Extensions.LowBidPrice

LowBidPrice.

LowBidVolume

public const char LowBidVolume

value = Extensions.LowBidVolume

LowBidVolume.

LowPrice52Week

public const char LowPrice52Week

value = Extensions.LowPrice52Week

LowPrice52Week.

MarginBuy

public const char MarginBuy

value = Extensions.MarginBuy

MarginBuy.

MarginSell

public const char MarginSell

value = Extensions.MarginSell

MarginSell.

MarketPriceToday

public const char MarketPriceToday

value = Extensions.MarketPriceToday

MarketPriceToday.

MarketPriceYesterday

public const char MarketPriceYesterday

value = Extensions.MarketPriceYesterday

MarketPriceYesterday.

MaxPrice

public const char MaxPrice

value = Extensions.MaxPrice

MaxPrice.

MaxVolume

public const char MaxVolume

value = Extensions.MaxVolume

MaxVolume.

MedianPrice

public const char MedianPrice

value = Extensions.MedianPrice

MedianPrice.

MinPrice

public const char MinPrice

value = Extensions.MinPrice

MinPrice.

MinVolume

public const char MinVolume

value = Extensions.MinVolume

MinVolume.

Multiplier

public const char Multiplier

value = Extensions.Multiplier

Multiplier.

News

public const char News

value = Extensions.News

NewsMessage.

OperatingMargin

public const char OperatingMargin

value = Extensions.OperatingMargin

OperatingMargin.

OrderLog

public const char OrderLog

value = Extensions.OrderLog

OrderLog.

Payout

public const char Payout

value = Extensions.Payout

Payout.

PriceBook

public const char PriceBook

value = Extensions.PriceBook

PriceBook.

PriceCash

public const char PriceCash

value = Extensions.PriceCash

PriceCash.

PriceEarnings

public const char PriceEarnings

value = Extensions.PriceEarnings

PriceEarnings.

PriceEarningsGrowth

public const char PriceEarningsGrowth

value = Extensions.PriceEarningsGrowth

PriceEarningsGrowth.

PriceFreeCash

public const char PriceFreeCash

value = Extensions.PriceFreeCash

PriceFreeCash.

PriceSales

public const char PriceSales

value = Extensions.PriceSales

PriceSales.

PriceStep

public const char PriceStep

value = Extensions.PriceStep

PriceStep.

ProfitMargin

public const char ProfitMargin

value = Extensions.ProfitMargin

ProfitMargin.

QuickRatio

public const char QuickRatio

value = Extensions.QuickRatio

QuickRatio.

RealizedPnL

public const string RealizedPnL

value = Extensions.RealizedPnL

RealizedPnL.

ReturnOnAssets

public const char ReturnOnAssets

value = Extensions.ReturnOnAssets

ReturnOnAssets.

ReturnOnEquity

public const char ReturnOnEquity

value = Extensions.ReturnOnEquity

ReturnOnEquity.

ReturnOnInvestment

public const char ReturnOnInvestment

value = Extensions.ReturnOnInvestment

ReturnOnInvestment.

Rho

public const char Rho

value = Extensions.Rho

Rho.

SharesFloat

public const char SharesFloat

value = Extensions.SharesFloat

SharesFloat.

SharesOutstanding

public const char SharesOutstanding

value = Extensions.SharesOutstanding

SharesOutstanding.

ShortRatio

public const char ShortRatio

value = Extensions.ShortRatio

ShortRatio.

State

public const char State

value = Extensions.State

State.

StepPrice

public const char StepPrice

value = Extensions.StepPrice

StepPrice.

StopTrailing

public const char StopTrailing

value = Extensions.StopTrailing

StopLossTrailing.

TakeProfit

public const char TakeProfit

value = Extensions.TakeProfit

TakeProfit.

TakeProfitTrailing

public const char TakeProfitTrailing

value = Extensions.TakeProfitTrailing

TakeProfitTrailing.

TheorPrice

public const char TheorPrice

value = Extensions.TheorPrice

TheorPrice.

Theta

public const char Theta

value = Extensions.Theta

Theta.

TimeFormat

public const string TimeFormat

value = Extensions.TimeFormat

Default UTCTimeOnly format.

TimeStampFormat

public const string TimeStampFormat

value = Extensions.TimeStampFormat

Default UTCTimestamp format.

TotalDebtEquity

public const char TotalDebtEquity

value = Extensions.TotalDebtEquity

TotalDebtEquity.

TradesCount

public const char TradesCount

value = Extensions.TradesCount

TradesCount.

Transactions

public const char Transactions

value = Extensions.Transactions

Transactions.

Turnover

public const char Turnover

value = Extensions.Turnover

Turnover.

UnderlyingBestAskPrice

public const char UnderlyingBestAskPrice

value = Extensions.UnderlyingBestAskPrice

UnderlyingBestAskPrice.

UnderlyingBestBidPrice

public const char UnderlyingBestBidPrice

value = Extensions.UnderlyingBestBidPrice

UnderlyingBestBidPrice.

UnderlyingMinVolume

public const char UnderlyingMinVolume

value = Extensions.UnderlyingMinVolume

UnderlyingMinVolume.

UnderlyingPrice

public const char UnderlyingPrice

value = Extensions.UnderlyingPrice

UnderlyingPrice.

UnrealizedPnL

public const string UnrealizedPnL

value = Extensions.UnrealizedPnL

UnrealizedPnL.

Vega

public const char Vega

value = Extensions.Vega

Vega.

VolumeStep

public const char VolumeStep

value = Extensions.VolumeStep

VolumeStep.

VWAPPrev

public const char VWAPPrev

value = Extensions.VWAPPrev

VWAPPrev.

YearMonthFormat

public const string YearMonthFormat

value = Extensions.YearMonthFormat

Default MonthYear format.

Yield

public const char Yield

value = Extensions.Yield

Yield.

YieldVWAP

public const char YieldVWAP

value = Extensions.YieldVWAP

YieldVWAP.

YieldVWAPPrev

public const char YieldVWAPPrev

value = Extensions.YieldVWAPPrev

YieldVWAPPrev.