IFixServerSerializer

Reader

public IFixReader Reader { get; }

value = iFixServerSerializer.Reader

IFixReader

Writer

public IFixWriter Writer { get; }

value = iFixServerSerializer.Writer

IFixWriter

ReadBoardLookupAsync

public ValueTask<FixBoardLookup?> ReadBoardLookupAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadBoardLookupAsync(cancellationToken)

Read BoardLookup message data.

Returns: Data or null if read failed.

ReadBoardLookupSubscriptionAsync``1

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

result = iFixServerSerializer.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 ValueTask<FixBoardUpdate?> ReadBoardUpdateAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadBoardUpdateAsync(cancellationToken)

Read BoardUpdate message data.

Returns: Data or null if read failed.

ReadCommandAsync``2

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

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

Read Command message.

ReadDataTypeLookupAsync

public ValueTask<FixDataTypeLookup?> ReadDataTypeLookupAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadDataTypeLookupAsync(cancellationToken)

Read DataTypeLookup message data.

Returns: Data or null if read failed.

ReadHeartbeatAsync

public ValueTask<bool> ReadHeartbeatAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadHeartbeatAsync(cancellationToken)

Read Heartbeat message (consumes message, returns success).

ReadHistoryEndAsync

public ValueTask<bool> ReadHistoryEndAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadHistoryEndAsync(cancellationToken)

Read HistoryEnd message (consumes message, returns success).

ReadHistoryStartAsync

public ValueTask<FixHistoryStart?> ReadHistoryStartAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadHistoryStartAsync(cancellationToken)

Read HistoryStart message data.

Returns: Data or null if read failed.

ReadLogoutAsync

public ValueTask<bool> ReadLogoutAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadLogoutAsync(cancellationToken)

Read Logout message (consumes message, returns success).

ReadMarketDataRequestAsync

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

result = iFixServerSerializer.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 ValueTask<FixNewOrderSingle?> ReadNewOrderSingleAsync(Func<OrderCondition> createCondition, Func<FixTags, Func<OrderCondition>, CancellationToken, ValueTask<bool>> readCondition, CancellationToken cancellationToken)

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

Read NewOrderSingle message data.

Returns: Data or null if read failed.

ReadNewsAsync

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

result = iFixServerSerializer.ReadNewsAsync(dateParser, cancellationToken)

Read News message data.

dateParser

Date/time parser.

cancellationToken

Cancellation token.

Returns: News messages.

ReadOrderCancelReplaceRequestAsync

public ValueTask<FixOrderCancelReplaceRequest?> ReadOrderCancelReplaceRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadOrderCancelReplaceRequestAsync(cancellationToken)

Read OrderCancelReplaceRequest message data.

Returns: Data or null if read failed.

ReadOrderCancelRequestAsync

public ValueTask<FixOrderCancelRequest?> ReadOrderCancelRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadOrderCancelRequestAsync(cancellationToken)

Read OrderCancelRequest message data.

Returns: Data or null if read failed.

ReadOrderConditionAsync

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

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

Read order condition from FIX tags.

ReadOrderMassCancelRequestAsync

public ValueTask<FixOrderMassCancelRequest?> ReadOrderMassCancelRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadOrderMassCancelRequestAsync(cancellationToken)

Read OrderMassCancelRequest message data.

Returns: Data or null if read failed.

ReadOrderMassStatusRequestAsync

public ValueTask<FixOrderMassStatusRequest?> ReadOrderMassStatusRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadOrderMassStatusRequestAsync(cancellationToken)

Read OrderMassStatusRequest message data.

Returns: Data or null if read failed.

ReadOrderStatusRequestAsync

public ValueTask<FixOrderStatusRequest?> ReadOrderStatusRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadOrderStatusRequestAsync(cancellationToken)

Read OrderStatusRequest message data.

Returns: Data or null if read failed.

ReadRemoveAsync

public ValueTask<FixRemove?> ReadRemoveAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadRemoveAsync(cancellationToken)

Read Remove message data.

Returns: Data or null if read failed.

ReadRequestForPositionsAsync

public ValueTask<FixRequestForPositions?> ReadRequestForPositionsAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadRequestForPositionsAsync(cancellationToken)

Read RequestForPositions message data.

Returns: Data or null if read failed.

ReadResendRequestAsync

public ValueTask<FixResendRequest?> ReadResendRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadResendRequestAsync(cancellationToken)

Read ResendRequest message data.

Returns: Data or null if read failed.

ReadSecurityLegsRequestAsync

public ValueTask<FixSecurityLegsRequest?> ReadSecurityLegsRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadSecurityLegsRequestAsync(cancellationToken)

Read SecurityLegsRequest message data.

Returns: Data or null if read failed.

ReadSecurityListDeleteAsync

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

result = iFixServerSerializer.ReadSecurityListDeleteAsync(cancellationToken)

Read SecurityListDelete message data.

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

ReadSecurityListRequestAsync

public ValueTask<FixSecurityListRequest?> ReadSecurityListRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadSecurityListRequestAsync(cancellationToken)

Read SecurityListRequest message data.

Returns: Data or null if read failed.

ReadSecurityListUploadAsync

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

result = iFixServerSerializer.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 ValueTask<FixSecurityMapping?> ReadSecurityMappingAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadSecurityMappingAsync(cancellationToken)

Read SecurityMapping message data.

Returns: Data or null if read failed.

ReadSecurityStatusRequestAsync

public ValueTask<FixSecurityStatusRequest?> ReadSecurityStatusRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadSecurityStatusRequestAsync(cancellationToken)

Read SecurityStatusRequest message data.

Returns: Data or null if read failed.

ReadSequenceResetAsync

public ValueTask<FixSequenceReset?> ReadSequenceResetAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadSequenceResetAsync(cancellationToken)

Read SequenceReset message data.

Returns: Data or null if read failed.

ReadSubscriptionRequestAsync``2

public 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 = iFixServerSerializer.ReadSubscriptionRequestAsync(session, createTransactionId, getTransactionId, readTag, cancellationToken)

Read generic subscription request.

ReadTestRequestAsync

public ValueTask<FixTestRequest?> ReadTestRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadTestRequestAsync(cancellationToken)

Read TestRequest message data.

Returns: Data or null if read failed.

ReadTradingSessionStatusRequestAsync

public ValueTask<FixTradingSessionStatusRequest?> ReadTradingSessionStatusRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadTradingSessionStatusRequestAsync(cancellationToken)

Read TradingSessionStatusRequest message data.

Returns: Data or null if read failed.

ReadUserInfoAsync

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

result = iFixServerSerializer.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 ValueTask<FixUserRequest?> ReadUserRequestAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadUserRequestAsync(cancellationToken)

Read UserRequest message data.

Returns: Data or null if read failed.

ReadUserRequestExAsync

public ValueTask<FixUserRequestEx?> ReadUserRequestExAsync(CancellationToken cancellationToken)

result = iFixServerSerializer.ReadUserRequestExAsync(cancellationToken)

Read UserRequestEx message data.

Returns: Data or null if read failed.

WriteAsync

public ValueTask WriteAsync(FixReject data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write reject message.

WriteAsync

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

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

Write market data request reject.

WriteAsync

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

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

Write security list response.

WriteAsync

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

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

Write security list response with error.

WriteAsync

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

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

Write execution report.

WriteAsync

public ValueTask WriteAsync(FixOrderCancelReject data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write order cancel reject.

WriteAsync

public ValueTask WriteAsync(FixOrderMassCancelReport data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write order mass cancel report.

WriteAsync

public ValueTask WriteAsync(FixPositionReport data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write position report.

WriteAsync

public ValueTask WriteAsync(FixTradingSessionStatus data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write trading session status.

WriteAsync

public ValueTask WriteAsync(FixHeartbeat data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write heartbeat response.

WriteAsync

public ValueTask WriteAsync(FixBoard data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write board message.

WriteAsync

public ValueTask WriteAsync(FixLogonResponse data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write logon response.

WriteAsync

public ValueTask WriteAsync(FixNews data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write news message.

WriteAsync

public ValueTask WriteAsync(FixSubscriptionResponse data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write subscription response.

WriteAsync

public ValueTask WriteAsync(FixSubscriptionFinished data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write subscription finished.

WriteAsync

public ValueTask WriteAsync(FixSubscriptionOnline data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write subscription online.

WriteAsync

public ValueTask WriteAsync(FixUserInfo data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write user info.

WriteAsync

public ValueTask WriteAsync(FixUserResponse data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write user response.

WriteAsync

public ValueTask WriteAsync(FixDataTypeInfo data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write data type info.

WriteAsync

public ValueTask WriteAsync(FixSecurityLegsInfo data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write security legs info.

WriteAsync

public ValueTask WriteAsync(FixSubscription data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write subscription.

WriteAsync

public ValueTask WriteAsync(FixRemoteFile data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write remote file.

WriteAsync

public ValueTask WriteAsync(FixMarketDataSnapshotFullRefresh data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write market data snapshot full refresh.

WriteAsync

public ValueTask WriteAsync(FixMarketDataIncrementalRefresh data, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteAsync(data, cancellationToken)

Write market data incremental refresh.

WriteOrderConditionAsync

public ValueTask WriteOrderConditionAsync(OrderCondition condition, CancellationToken cancellationToken)

result = iFixServerSerializer.WriteOrderConditionAsync(condition, cancellationToken)

Write order condition (for stop/algo orders).