FixServerSerializer

FixServerSerializer

public FixServerSerializer(IFixReader reader, IFixWriter writer, IFixWriter bodyWriter, string version, string senderCompId, string targetCompId, FastDateTimeParser dateParser, FastDateTimeParser dateTimeParser, FastTimeSpanParser timeParser, Func<long> getNextId)

fixServerSerializer = FixServerSerializer(reader, writer, bodyWriter, version, senderCompId, targetCompId, dateParser, dateTimeParser, timeParser, getNextId)

Initializes a new instance of the FixServerSerializer.

reader

The FIX reader for parsing incoming messages.

writer

The FIX writer for writing outgoing messages.

bodyWriter

The FIX writer for message body.

version

The FIX protocol version.

senderCompId

The sender comp ID.

targetCompId

The target comp ID.

dateParser

The date parser.

dateTimeParser

The date/time parser.

timeParser

The time parser.

getNextId

Function to get the next message sequence ID.

Reader

public IFixReader Reader { get; }

value = fixServerSerializer.Reader

The FIX reader for parsing incoming messages.

Writer

public IFixWriter Writer { get; }

value = fixServerSerializer.Writer

The FIX writer for writing outgoing messages.

Convert

protected static string Convert(string value, bool convertToLatin)

result = FixServerSerializer.Convert(value, convertToLatin)

Convert string to Latin if needed.

ReadBoardLookupAsync

public virtual ValueTask<FixBoardLookup?> ReadBoardLookupAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadBoardLookupAsync(cancellationToken)

Read BoardLookup message data.

Returns: Data or null if read failed.

ReadBoardLookupSubscriptionAsync``1

public virtual IAsyncEnumerable<ValueTuple<BoardLookupMessage, string>> ReadBoardLookupSubscriptionAsync<TSession>(TSession session, Func<TSession, string, long> createTransactionId, Func<TSession, string, long> getTransactionId, CancellationToken cancellationToken)

result = fixServerSerializer.ReadBoardLookupSubscriptionAsync(session, createTransactionId, getTransactionId, cancellationToken)

Read BoardLookup subscription message.

session

Client session.

createTransactionId

Transaction ID creator.

getTransactionId

Transaction ID getter.

cancellationToken

Cancellation token.

Returns: Board lookup messages with request IDs.

ReadBoardUpdateAsync

public virtual ValueTask<FixBoardUpdate?> ReadBoardUpdateAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadBoardUpdateAsync(cancellationToken)

Read BoardUpdate message data.

Returns: Data or null if read failed.

ReadCommandAsync``2

public virtual IAsyncEnumerable<ValueTuple<TCommandMessage, string>> ReadCommandAsync<TSession, TCommandMessage>(TSession session, Func<TSession, string, long> getTransactionId, Func<FixTags, IFixReader, CancellationToken, ValueTask<bool>> readTag, CancellationToken cancellationToken)

result = fixServerSerializer.ReadCommandAsync(session, getTransactionId, readTag, cancellationToken)

Read Command message.

ReadDataTypeLookupAsync

public virtual ValueTask<FixDataTypeLookup?> ReadDataTypeLookupAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadDataTypeLookupAsync(cancellationToken)

Read DataTypeLookup message data.

Returns: Data or null if read failed.

ReadHeartbeatAsync

public virtual ValueTask<bool> ReadHeartbeatAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadHeartbeatAsync(cancellationToken)

Read Heartbeat message (consumes message, returns success).

ReadHistoryEndAsync

public virtual ValueTask<bool> ReadHistoryEndAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadHistoryEndAsync(cancellationToken)

Read HistoryEnd message (consumes message, returns success).

ReadHistoryStartAsync

public virtual ValueTask<FixHistoryStart?> ReadHistoryStartAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadHistoryStartAsync(cancellationToken)

Read HistoryStart message data.

Returns: Data or null if read failed.

ReadLogoutAsync

public virtual ValueTask<bool> ReadLogoutAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadLogoutAsync(cancellationToken)

Read Logout message (consumes message, returns success).

ReadMarketDataRequestAsync

public virtual IAsyncEnumerable<FixMarketDataRequest> ReadMarketDataRequestAsync(FastDateTimeParser dateParser, CancellationToken cancellationToken)

result = fixServerSerializer.ReadMarketDataRequestAsync(dateParser, cancellationToken)

Read MarketDataRequest message data.

dateParser

Date/time parser for date fields.

cancellationToken

Cancellation token.

Returns: Async enumerable of market data requests.

ReadNewOrderSingleAsync

public virtual ValueTask<FixNewOrderSingle?> ReadNewOrderSingleAsync(Func<OrderCondition> createCondition, Func<FixTags, Func<OrderCondition>, CancellationToken, ValueTask<bool>> readCondition, CancellationToken cancellationToken)

result = fixServerSerializer.ReadNewOrderSingleAsync(createCondition, readCondition, cancellationToken)

Read NewOrderSingle message data.

Returns: Data or null if read failed.

ReadNewsAsync

public virtual IAsyncEnumerable<FixNews> ReadNewsAsync(FastDateTimeParser dateParser, CancellationToken cancellationToken)

result = fixServerSerializer.ReadNewsAsync(dateParser, cancellationToken)

Read News message data.

dateParser

Date/time parser.

cancellationToken

Cancellation token.

Returns: News messages.

ReadOrderCancelReplaceRequestAsync

public virtual ValueTask<FixOrderCancelReplaceRequest?> ReadOrderCancelReplaceRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadOrderCancelReplaceRequestAsync(cancellationToken)

Read OrderCancelReplaceRequest message data.

Returns: Data or null if read failed.

ReadOrderCancelRequestAsync

public virtual ValueTask<FixOrderCancelRequest?> ReadOrderCancelRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadOrderCancelRequestAsync(cancellationToken)

Read OrderCancelRequest message data.

Returns: Data or null if read failed.

ReadOrderConditionAsync

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

result = fixServerSerializer.ReadOrderConditionAsync(tag, getCondition, cancellationToken)

Read order condition from FIX tags.

ReadOrderMassCancelRequestAsync

public virtual ValueTask<FixOrderMassCancelRequest?> ReadOrderMassCancelRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadOrderMassCancelRequestAsync(cancellationToken)

Read OrderMassCancelRequest message data.

Returns: Data or null if read failed.

ReadOrderMassStatusRequestAsync

public virtual ValueTask<FixOrderMassStatusRequest?> ReadOrderMassStatusRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadOrderMassStatusRequestAsync(cancellationToken)

Read OrderMassStatusRequest message data.

Returns: Data or null if read failed.

ReadOrderStatusRequestAsync

public virtual ValueTask<FixOrderStatusRequest?> ReadOrderStatusRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadOrderStatusRequestAsync(cancellationToken)

Read OrderStatusRequest message data.

Returns: Data or null if read failed.

ReadRemoveAsync

public virtual ValueTask<FixRemove?> ReadRemoveAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadRemoveAsync(cancellationToken)

Read Remove message data.

Returns: Data or null if read failed.

ReadRequestForPositionsAsync

public virtual ValueTask<FixRequestForPositions?> ReadRequestForPositionsAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadRequestForPositionsAsync(cancellationToken)

Read RequestForPositions message data.

Returns: Data or null if read failed.

ReadResendRequestAsync

public virtual ValueTask<FixResendRequest?> ReadResendRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadResendRequestAsync(cancellationToken)

Read ResendRequest message data.

Returns: Data or null if read failed.

ReadSecurityLegsRequestAsync

public virtual ValueTask<FixSecurityLegsRequest?> ReadSecurityLegsRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadSecurityLegsRequestAsync(cancellationToken)

Read SecurityLegsRequest message data.

Returns: Data or null if read failed.

ReadSecurityListDeleteAsync

public virtual ValueTask<SecurityId[]> ReadSecurityListDeleteAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadSecurityListDeleteAsync(cancellationToken)

Read SecurityListDelete message data.

Returns: Array of security IDs to delete, or null if read failed.

ReadSecurityListRequestAsync

public virtual ValueTask<FixSecurityListRequest?> ReadSecurityListRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadSecurityListRequestAsync(cancellationToken)

Read SecurityListRequest message data.

Returns: Data or null if read failed.

ReadSecurityListUploadAsync

public virtual IAsyncEnumerable<SecurityMessage> ReadSecurityListUploadAsync(FastDateTimeParser dateParser, FastDateTimeParser yearMonthParser, Action<Exception> logError, CancellationToken cancellationToken)

result = fixServerSerializer.ReadSecurityListUploadAsync(dateParser, yearMonthParser, logError, cancellationToken)

Read SecurityListUpload messages.

dateParser

Date/time parser.

yearMonthParser

Year-month parser.

logError

Error logging action.

cancellationToken

Cancellation token.

Returns: Security messages.

ReadSecurityMappingAsync

public virtual ValueTask<FixSecurityMapping?> ReadSecurityMappingAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadSecurityMappingAsync(cancellationToken)

Read SecurityMapping message data.

Returns: Data or null if read failed.

ReadSecurityStatusRequestAsync

public virtual ValueTask<FixSecurityStatusRequest?> ReadSecurityStatusRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadSecurityStatusRequestAsync(cancellationToken)

Read SecurityStatusRequest message data.

Returns: Data or null if read failed.

ReadSequenceResetAsync

public virtual ValueTask<FixSequenceReset?> ReadSequenceResetAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadSequenceResetAsync(cancellationToken)

Read SequenceReset message data.

Returns: Data or null if read failed.

ReadSubscriptionRequestAsync``2

public virtual IAsyncEnumerable<ValueTuple<TSubscription, string>> ReadSubscriptionRequestAsync<TSession, TSubscription>(TSession session, Func<TSession, string, long> createTransactionId, Func<TSession, string, long> getTransactionId, Func<TSubscription, FixTags, IFixReader, CancellationToken, ValueTask<bool>> readTag, CancellationToken cancellationToken)

result = fixServerSerializer.ReadSubscriptionRequestAsync(session, createTransactionId, getTransactionId, readTag, cancellationToken)

Read generic subscription request.

ReadTestRequestAsync

public virtual ValueTask<FixTestRequest?> ReadTestRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadTestRequestAsync(cancellationToken)

Read TestRequest message data.

Returns: Data or null if read failed.

ReadTradingSessionStatusRequestAsync

public virtual ValueTask<FixTradingSessionStatusRequest?> ReadTradingSessionStatusRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadTradingSessionStatusRequestAsync(cancellationToken)

Read TradingSessionStatusRequest message data.

Returns: Data or null if read failed.

ReadUserInfoAsync

public virtual ValueTask<FixUserInfo?> ReadUserInfoAsync(FastDateTimeParser dateParser, CancellationToken cancellationToken)

result = fixServerSerializer.ReadUserInfoAsync(dateParser, cancellationToken)

Read UserInfo message data.

dateParser

Date/time parser.

cancellationToken

Cancellation token.

Returns: User info data or null if read failed.

ReadUserRequestAsync

public virtual ValueTask<FixUserRequest?> ReadUserRequestAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadUserRequestAsync(cancellationToken)

Read UserRequest message data.

Returns: Data or null if read failed.

ReadUserRequestExAsync

public virtual ValueTask<FixUserRequestEx?> ReadUserRequestExAsync(CancellationToken cancellationToken)

result = fixServerSerializer.ReadUserRequestExAsync(cancellationToken)

Read UserRequestEx message data.

Returns: Data or null if read failed.

WriteAsync

public virtual ValueTask WriteAsync(FixUserInfo data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write user info.

WriteAsync

public virtual ValueTask WriteAsync(FixOrderMassCancelReport data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write order mass cancel report.

WriteAsync

public virtual ValueTask WriteAsync(FixOrderCancelReject data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write order cancel reject.

WriteAsync

public virtual ValueTask WriteAsync(FixExecutionReport data, Func<IFixWriter, OrderCondition, CancellationToken, ValueTask> condition, bool convertToLatin, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, condition, convertToLatin, cancellationToken)

Write execution report.

WriteAsync

public virtual ValueTask WriteAsync(FixSubscription data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write subscription.

WriteAsync

public virtual ValueTask WriteAsync(FixSubscriptionOnline data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write subscription online.

WriteAsync

public virtual ValueTask WriteAsync(FixSubscriptionFinished data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write subscription finished.

WriteAsync

public virtual ValueTask WriteAsync(FixSubscriptionResponse data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write subscription response.

WriteAsync

public virtual ValueTask WriteAsync(FixBoard data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write board message.

WriteAsync

public virtual ValueTask WriteAsync(FixTradingSessionStatus data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write trading session status.

WriteAsync

public virtual ValueTask WriteAsync(FixReject data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write reject message.

WriteAsync

public virtual ValueTask WriteAsync(FixLogonResponse data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write logon response.

WriteAsync

public virtual ValueTask WriteAsync(FixHeartbeat data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write heartbeat response.

WriteAsync

public virtual ValueTask WriteAsync(FixSecurityLegsInfo data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write security legs info.

WriteAsync

public virtual ValueTask WriteAsync(FixSecurityListResponseError data, bool convertToLatin, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, convertToLatin, cancellationToken)

Write security list response with error.

WriteAsync

public virtual ValueTask WriteAsync(FixMarketDataSnapshotFullRefresh data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write market data snapshot full refresh.

WriteAsync

public virtual ValueTask WriteAsync(FixMarketDataIncrementalRefresh data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write market data incremental refresh.

WriteAsync

public virtual ValueTask WriteAsync(FixMarketDataRequestReject data, bool convertToLatin, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, convertToLatin, cancellationToken)

Write market data request reject.

WriteAsync

public virtual ValueTask WriteAsync(FixNews data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write news message.

WriteAsync

public virtual ValueTask WriteAsync(FixDataTypeInfo data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write data type info.

WriteAsync

public virtual ValueTask WriteAsync(FixRemoteFile data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write remote file.

WriteAsync

public virtual ValueTask WriteAsync(FixPositionReport data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write position report.

WriteAsync

public virtual ValueTask WriteAsync(FixSecurityListResponse data, bool convertToLatin, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, convertToLatin, cancellationToken)

Write security list response.

WriteAsync

public virtual ValueTask WriteAsync(FixUserResponse data, CancellationToken cancellationToken)

result = fixServerSerializer.WriteAsync(data, cancellationToken)

Write user response.

WriteEntriesAsync

protected ValueTask WriteEntriesAsync(IFixWriter writer, ICollection<MDEntry> entries, CancellationToken cancellationToken)

result = fixServerSerializer.WriteEntriesAsync(writer, entries, cancellationToken)

Write MD entries.

WriteFixMessageAsync

protected ValueTask WriteFixMessageAsync(string msgType, Func<IFixWriter, CancellationToken, ValueTask> handler, CancellationToken cancellationToken)

result = fixServerSerializer.WriteFixMessageAsync(msgType, handler, cancellationToken)

Write a FIX message with the specified message type.

msgType

The FIX message type.

handler

The handler to write message body.

cancellationToken

Cancellation token.

WriteFixOrderConditionAsync

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

result = fixServerSerializer.WriteFixOrderConditionAsync(writer, condition, cancellationToken)

Write FIX order condition (for stop/algo orders).

WriteOrderConditionAsync

public virtual ValueTask WriteOrderConditionAsync(OrderCondition condition, CancellationToken cancellationToken)

result = fixServerSerializer.WriteOrderConditionAsync(condition, cancellationToken)

Write order condition (for stop/algo orders).