IFixServerSerializer

StockSharp.Server.Fix

Interface for FIX server message serialization. Provides methods for serializing outgoing and parsing incoming FIX messages.

Properties

Reader : IFixReader

IFixReader

Writer : IFixWriter

IFixWriter

Methods

ReadBoardLookupAsync(CancellationToken) : ValueTask<FixBoardLookup?>

Read BoardLookup message data.

Returns: Data or null if read failed.

ReadBoardLookupSubscriptionAsync``1(T, Func<T, string, long>, Func<T, string, long>, 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(CancellationToken) : ValueTask<FixBoardUpdate?>

Read BoardUpdate message data.

Returns: Data or null if read failed.

ReadDataTypeLookupAsync(CancellationToken) : ValueTask<FixDataTypeLookup?>

Read DataTypeLookup message data.

Returns: Data or null if read failed.

ReadHeartbeatAsync(CancellationToken) : ValueTask<bool>

Read Heartbeat message (consumes message, returns success).

ReadHistoryEndAsync(CancellationToken) : ValueTask<bool>

Read HistoryEnd message (consumes message, returns success).

ReadHistoryStartAsync(CancellationToken) : ValueTask<FixHistoryStart?>

Read HistoryStart message data.

Returns: Data or null if read failed.

ReadLogoutAsync(CancellationToken) : ValueTask<bool>

Read Logout message (consumes message, returns success).

ReadMarketDataRequestAsync(FastDateTimeParser, CancellationToken) : IAsyncEnumerable<FixMarketDataRequest>

Read MarketDataRequest message data.

dateParser
Date/time parser for date fields.
cancellationToken
Cancellation token.

Returns: Async enumerable of market data requests.

ReadNewOrderSingleAsync(Func<OrderCondition>, Func<FixTags, Func<OrderCondition>, CancellationToken, ValueTask<bool>>, CancellationToken) : ValueTask<FixNewOrderSingle?>

Read NewOrderSingle message data.

Returns: Data or null if read failed.

ReadNewsAsync(FastDateTimeParser, CancellationToken) : IAsyncEnumerable<FixNews>

Read News message data.

dateParser
Date/time parser.
cancellationToken
Cancellation token.

Returns: News messages.

ReadOrderCancelReplaceRequestAsync(CancellationToken) : ValueTask<FixOrderCancelReplaceRequest?>

Read OrderCancelReplaceRequest message data.

Returns: Data or null if read failed.

ReadOrderCancelRequestAsync(CancellationToken) : ValueTask<FixOrderCancelRequest?>

Read OrderCancelRequest message data.

Returns: Data or null if read failed.

ReadOrderMassCancelRequestAsync(CancellationToken) : ValueTask<FixOrderMassCancelRequest?>

Read OrderMassCancelRequest message data.

Returns: Data or null if read failed.

ReadOrderMassStatusRequestAsync(CancellationToken) : ValueTask<FixOrderMassStatusRequest?>

Read OrderMassStatusRequest message data.

Returns: Data or null if read failed.

ReadOrderStatusRequestAsync(CancellationToken) : ValueTask<FixOrderStatusRequest?>

Read OrderStatusRequest message data.

Returns: Data or null if read failed.

ReadRemoveAsync(CancellationToken) : ValueTask<FixRemove?>

Read Remove message data.

Returns: Data or null if read failed.

ReadRequestForPositionsAsync(CancellationToken) : ValueTask<FixRequestForPositions?>

Read RequestForPositions message data.

Returns: Data or null if read failed.

ReadResendRequestAsync(CancellationToken) : ValueTask<FixResendRequest?>

Read ResendRequest message data.

Returns: Data or null if read failed.

ReadSecurityLegsRequestAsync(CancellationToken) : ValueTask<FixSecurityLegsRequest?>

Read SecurityLegsRequest message data.

Returns: Data or null if read failed.

ReadSecurityListDeleteAsync(CancellationToken) : ValueTask<SecurityId[]>

Read SecurityListDelete message data.

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

ReadSecurityListRequestAsync(CancellationToken) : ValueTask<FixSecurityListRequest?>

Read SecurityListRequest message data.

Returns: Data or null if read failed.

ReadSecurityListUploadAsync(FastDateTimeParser, FastDateTimeParser, Action<Exception>, CancellationToken) : IAsyncEnumerable<SecurityMessage>

Read SecurityListUpload messages.

dateParser
Date/time parser.
yearMonthParser
Year-month parser.
logError
Error logging action.
cancellationToken
Cancellation token.

Returns: Security messages.

ReadSecurityMappingAsync(CancellationToken) : ValueTask<FixSecurityMapping?>

Read SecurityMapping message data.

Returns: Data or null if read failed.

ReadSecurityStatusRequestAsync(CancellationToken) : ValueTask<FixSecurityStatusRequest?>

Read SecurityStatusRequest message data.

Returns: Data or null if read failed.

ReadSequenceResetAsync(CancellationToken) : ValueTask<FixSequenceReset?>

Read SequenceReset message data.

Returns: Data or null if read failed.

ReadTestRequestAsync(CancellationToken) : ValueTask<FixTestRequest?>

Read TestRequest message data.

Returns: Data or null if read failed.

ReadTradingSessionStatusRequestAsync(CancellationToken) : ValueTask<FixTradingSessionStatusRequest?>

Read TradingSessionStatusRequest message data.

Returns: Data or null if read failed.

ReadUserInfoAsync(FastDateTimeParser, CancellationToken) : ValueTask<FixUserInfo?>

Read UserInfo message data.

dateParser
Date/time parser.
cancellationToken
Cancellation token.

Returns: User info data or null if read failed.

ReadUserRequestAsync(CancellationToken) : ValueTask<FixUserRequest?>

Read UserRequest message data.

Returns: Data or null if read failed.

ReadUserRequestExAsync(CancellationToken) : ValueTask<FixUserRequestEx?>

Read UserRequestEx message data.

Returns: Data or null if read failed.

WriteAsync(FixReject, CancellationToken) : ValueTask

Write reject message.

WriteAsync(FixMarketDataRequestReject, bool, CancellationToken) : ValueTask

Write market data request reject.

WriteAsync(FixSecurityListResponseError, bool, CancellationToken) : ValueTask

Write security list response with error.

WriteAsync(FixOrderMassCancelReport, CancellationToken) : ValueTask

Write order mass cancel report.

WriteAsync(FixHeartbeat, CancellationToken) : ValueTask

Write heartbeat response.

WriteAsync(FixBoard, CancellationToken) : ValueTask

Write board message.

WriteAsync(FixNews, CancellationToken) : ValueTask

Write news message.

WriteAsync(FixMarketDataSnapshotFullRefresh, CancellationToken) : ValueTask

Write market data snapshot full refresh.

WriteAsync(FixMarketDataIncrementalRefresh, CancellationToken) : ValueTask

Write market data incremental refresh.

WriteOrderConditionAsync(OrderCondition, CancellationToken) : ValueTask

Write order condition (for stop/algo orders).