SbeRecordSerializer

ReadBoardLookup

public FixBoardLookup? ReadBoardLookup(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadBoardLookup(buffer)

Lea FixBoardLookup desde formato binario SBE.

ReadBoardUpdate

public FixBoardUpdate? ReadBoardUpdate(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadBoardUpdate(buffer)

Lea FixBoardUpdate desde formato binario SBE.

ReadDataTypeLookup

public FixDataTypeLookup? ReadDataTypeLookup(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadDataTypeLookup(buffer)

Lea FixDataTypeLookup desde formato binario SBE.

ReadExecutionReport

public FixExecutionReport? ReadExecutionReport(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadExecutionReport(buffer)

Lea FixExecutionReport desde formato binario SBE.

ReadFixId

private static FixId ReadFixId(SpanReader reader)

result = SbeRecordSerializer.ReadFixId(reader)

Read a FixId: [int64 N (NullableInt64)][uint16 strLen][UTF-8 bytes].

ReadHeader

public static ValueTuple<ushort, ushort, ushort, ushort> ReadHeader(SpanReader reader)

result = SbeRecordSerializer.ReadHeader(reader)

Lea el encabezado del mensaje SBE.

ReadHeartbeat

public FixHeartbeat? ReadHeartbeat(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadHeartbeat(buffer)

Lea FixHeartbeat desde formato binario SBE.

ReadHistoryStart

public FixHistoryStart? ReadHistoryStart(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadHistoryStart(buffer)

Lea FixHistoryStart desde formato binario SBE.

ReadLevel1Change

public ValueTuple<SecurityId, string, DataType, DateTime, List<KeyValuePair<Level1Fields, object>>>? ReadLevel1Change(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadLevel1Change(buffer)

Lea un mensaje SBE de Nivel1Cambia.

ReadLogonResponse

public FixLogonResponse? ReadLogonResponse(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadLogonResponse(buffer)

Lea FixLogonResponse desde formato binario SBE.

ReadMarketDataIncrementalRefresh

public FixMarketDataIncrementalRefresh? ReadMarketDataIncrementalRefresh(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadMarketDataIncrementalRefresh(buffer)

Lea un mensaje MarketDataIncrementalRefreshSBE.

ReadMarketDataRequest

public FixMarketDataRequest? ReadMarketDataRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadMarketDataRequest(buffer)

Lea un mensaje MarketDataRequestSBE.

ReadMarketDataRequestReject

public FixMarketDataRequestReject? ReadMarketDataRequestReject(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadMarketDataRequestReject(buffer)

Lea FixMarketDataRequestReject desde formato binario SBE.

ReadMarketDataSnapshotFullRefresh

public FixMarketDataSnapshotFullRefresh? ReadMarketDataSnapshotFullRefresh(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadMarketDataSnapshotFullRefresh(buffer)

Lea un mensaje MarketDataSnapshotFullRefreshSBE.

ReadNewOrderSingle

public FixNewOrderSingle? ReadNewOrderSingle(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadNewOrderSingle(buffer)

Lea FixNewOrderSingle desde formato binario SBE.

ReadOrderCancelReject

public FixOrderCancelReject? ReadOrderCancelReject(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderCancelReject(buffer)

Lea FixOrderCancelReject desde formato binario SBE.

ReadOrderCancelReplaceRequest

public FixOrderCancelReplaceRequest? ReadOrderCancelReplaceRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderCancelReplaceRequest(buffer)

Lea FixOrderCancelReplaceRequest desde formato binario SBE.

ReadOrderCancelRequest

public FixOrderCancelRequest? ReadOrderCancelRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderCancelRequest(buffer)

Lea FixOrderCancelRequest desde formato binario SBE.

ReadOrderMassCancelReport

public FixOrderMassCancelReport? ReadOrderMassCancelReport(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderMassCancelReport(buffer)

Lea FixOrderMassCancelReport desde formato binario SBE.

ReadOrderMassCancelRequest

public FixOrderMassCancelRequest? ReadOrderMassCancelRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderMassCancelRequest(buffer)

Lea FixOrderMassCancelRequest desde formato binario SBE.

ReadOrderMassStatusRequest

public FixOrderMassStatusRequest? ReadOrderMassStatusRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderMassStatusRequest(buffer)

Lea FixOrderMassStatusRequest desde formato binario SBE.

ReadOrderStatusRequest

public FixOrderStatusRequest? ReadOrderStatusRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadOrderStatusRequest(buffer)

Lea FixOrderStatusRequest desde formato binario SBE.

ReadParties

private static FixParty[] ReadParties(SpanReader reader)

result = SbeRecordSerializer.ReadParties(reader)

Lea un grupo repetidor de FixParty.

ReadPositionReport

public FixPositionReport? ReadPositionReport(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadPositionReport(buffer)

Lea FixPositionReport desde formato binario SBE.

ReadReject

public FixReject? ReadReject(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadReject(buffer)

Lea FixReject desde formato binario SBE.

ReadRemove

public FixRemove? ReadRemove(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadRemove(buffer)

Lea FixRemove desde formato binario SBE.

ReadRequestForPositions

public FixRequestForPositions? ReadRequestForPositions(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadRequestForPositions(buffer)

Lea FixRequestForPositions desde formato binario SBE.

ReadResendRequest

public FixResendRequest? ReadResendRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadResendRequest(buffer)

Lea FixResendRequest desde formato binario SBE.

ReadSecurityLegsRequest

public FixSecurityLegsRequest? ReadSecurityLegsRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityLegsRequest(buffer)

Lea FixSecurityLegsRequest desde formato binario SBE.

ReadSecurityListRequest

public FixSecurityListRequest? ReadSecurityListRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityListRequest(buffer)

Lea FixSecurityListRequest desde formato binario SBE.

ReadSecurityListResponse

public ValueTuple<FixId, FixId, SecurityMessage[]>? ReadSecurityListResponse(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityListResponse(buffer)

Lea SecurityListResponse desde formato binario SBE.

ReadSecurityListResponseError

public FixSecurityListResponseError? ReadSecurityListResponseError(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityListResponseError(buffer)

Lea FixSecurityListResponseError desde formato binario SBE.

ReadSecurityMapping

public FixSecurityMapping? ReadSecurityMapping(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityMapping(buffer)

Lea FixSecurityMapping desde formato binario SBE.

ReadSecurityStatusRequest

public FixSecurityStatusRequest? ReadSecurityStatusRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSecurityStatusRequest(buffer)

Lea FixSecurityStatusRequest desde formato binario SBE.

ReadSequenceReset

public FixSequenceReset? ReadSequenceReset(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSequenceReset(buffer)

Lea FixSequenceReset desde formato binario SBE.

ReadStringArray

private static string[] ReadStringArray(SpanReader reader)

result = SbeRecordSerializer.ReadStringArray(reader)

Lee un array de cuerdas.

ReadSubscriptionFinished

public FixId? ReadSubscriptionFinished(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSubscriptionFinished(buffer)

Lea un mensaje SubscriptionFinished de formato binario SBE.

ReadSubscriptionOnline

public FixSubscriptionOnline? ReadSubscriptionOnline(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSubscriptionOnline(buffer)

Lea FixSubscriptionOnline desde formato binario SBE.

ReadSubscriptionResponse

public FixSubscriptionResponse? ReadSubscriptionResponse(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadSubscriptionResponse(buffer)

Lea FixSubscriptionResponse desde formato binario SBE.

ReadTestRequest

public FixTestRequest? ReadTestRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadTestRequest(buffer)

Lea FixTestRequest desde formato binario SBE.

ReadTradingSessionStatusRequest

public FixTradingSessionStatusRequest? ReadTradingSessionStatusRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadTradingSessionStatusRequest(buffer)

Lea FixTradingSessionStatusRequest desde formato binario SBE.

ReadUserRequest

public FixUserRequest? ReadUserRequest(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadUserRequest(buffer)

Lea FixUserRequest desde formato binario SBE.

ReadUserRequestEx

public FixUserRequestEx? ReadUserRequestEx(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadUserRequestEx(buffer)

Lea FixUserRequestEx desde formato binario SBE.

ReadUserResponse

public FixUserResponse? ReadUserResponse(ReadOnlySpan<byte> buffer)

result = sbeRecordSerializer.ReadUserResponse(buffer)

Lea FixUserResponse desde formato binario SBE.

ReadVarStringFromReader

internal static string ReadVarStringFromReader(SpanReader reader)

result = SbeRecordSerializer.ReadVarStringFromReader(reader)

Leer una cadena de longitud variable: [uint16 longitud][UTF-8 bytes]. Largo 0 devuelve nulo.

WriteBoardLookup

public int WriteBoardLookup(FixBoardLookup data, Span<byte> buffer)

result = sbeRecordSerializer.WriteBoardLookup(data, buffer)

Escribe FixBoardLookup a SBE formato binario.

WriteBoardUpdate

public int WriteBoardUpdate(FixBoardUpdate data, Span<byte> buffer)

result = sbeRecordSerializer.WriteBoardUpdate(data, buffer)

Escribe FixBoardUpdate a SBE formato binario.

WriteDataTypeLookup

public int WriteDataTypeLookup(FixDataTypeLookup data, Span<byte> buffer)

result = sbeRecordSerializer.WriteDataTypeLookup(data, buffer)

Escribe FixDataTypeLookup a SBE formato binario.

WriteExecutionReport

public int WriteExecutionReport(FixExecutionReport data, Span<byte> buffer)

result = sbeRecordSerializer.WriteExecutionReport(data, buffer)

Escribe FixExecutionReport a SBE formato binario.

WriteFixId

private static void WriteFixId(SpanWriter writer, FixId id)

SbeRecordSerializer.WriteFixId(writer, id)

Write a FixId: [int64 N (NullableInt64)][uint16 strLen][UTF-8 bytes].

WriteHeader

public static void WriteHeader(SpanWriter writer, ushort blockLength, ushort templateId)

SbeRecordSerializer.WriteHeader(writer, blockLength, templateId)

Escribe el encabezado del mensaje SBE.

WriteHeartbeat

public int WriteHeartbeat(FixHeartbeat data, Span<byte> buffer)

result = sbeRecordSerializer.WriteHeartbeat(data, buffer)

Escribe FixHeartbeat a SBE formato binario.

WriteHistoryStart

public int WriteHistoryStart(FixHistoryStart data, Span<byte> buffer)

result = sbeRecordSerializer.WriteHistoryStart(data, buffer)

Escribe FixHistoryStart a SBE formato binario.

WriteLevel1Change

public int WriteLevel1Change(SecurityId securityId, string mdReqId, DataType buildFrom, DateTime serverTime, IDictionary<Level1Fields, object> changes, Span<byte> buffer)

result = sbeRecordSerializer.WriteLevel1Change(securityId, mdReqId, buildFrom, serverTime, changes, buffer)

VarStringKEN1 cuenta SBE mensaje con pares de valor claves tipo.Ejecución: [Asesino][VarString][VarString boardCode] [VarString mdReqId] [VarStringKEN12]

WriteLogonResponse

public int WriteLogonResponse(FixLogonResponse data, Span<byte> buffer)

result = sbeRecordSerializer.WriteLogonResponse(data, buffer)

Escribe FixLogonResponse a SBE formato binario.

WriteMarketDataIncrementalRefresh

public int WriteMarketDataIncrementalRefresh(FixMarketDataIncrementalRefresh data, Span<byte> buffer)

result = sbeRecordSerializer.WriteMarketDataIncrementalRefresh(data, buffer)

Escribe un mensaje MarketDataIncrementalRefresh SBE. Diseño: [Header][VarString symbol][VarString securityExchange][VarString mdReqId] [NullableChar buildFromType] [VarString buildFromArg] [Ingresos] [Ingresos] [Ingresos] [Ingresos] [Ingresos] [Ingresos] [Ingresos] [Ingresos] [en]

WriteMarketDataRequest

public int WriteMarketDataRequest(FixMarketDataRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteMarketDataRequest(data, buffer)

[Conteo]Contable de la cadena [Construido de la cadena] [Construido de la cadena] [Construido de la cadena] [Construido de la cadena]

WriteMarketDataRequestReject

public int WriteMarketDataRequestReject(FixMarketDataRequestReject data, Span<byte> buffer)

result = sbeRecordSerializer.WriteMarketDataRequestReject(data, buffer)

Escribe FixMarketDataRequestReject a SBE formato binario.

WriteMarketDataSnapshotFullRefresh

public int WriteMarketDataSnapshotFullRefresh(FixMarketDataSnapshotFullRefresh data, Span<byte> buffer)

result = sbeRecordSerializer.WriteMarketDataSnapshotFullRefresh(data, buffer)

Escribe un mensaje MarketDataSnapshotFullRefresh SBE. Diseño: [Header][VarString symbol][VarString boardCode][VarString mdReqId] [NullableChar buildFromType] [VarString buildFromArg] [Ingresos] [Ingresos] [Ingresos] [Ingresos] [Ingresos] [Ingresos] [Ingresos] [Ingresos] [en]

WriteNewOrderSingle

public int WriteNewOrderSingle(FixNewOrderSingle data, Span<byte> buffer)

result = sbeRecordSerializer.WriteNewOrderSingle(data, buffer)

Escribe FixNewOrderSingle a SBE formato binario.

WriteOrderCancelReject

public int WriteOrderCancelReject(FixOrderCancelReject data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderCancelReject(data, buffer)

Escribe FixOrderCancelReject a SBE formato binario.

WriteOrderCancelReplaceRequest

public int WriteOrderCancelReplaceRequest(FixOrderCancelReplaceRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderCancelReplaceRequest(data, buffer)

Escribe FixOrderCancelReplaceRequest a SBE formato binario.

WriteOrderCancelRequest

public int WriteOrderCancelRequest(FixOrderCancelRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderCancelRequest(data, buffer)

Escribe FixOrderCancelRequest a SBE formato binario.

WriteOrderMassCancelReport

public int WriteOrderMassCancelReport(FixOrderMassCancelReport data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderMassCancelReport(data, buffer)

Escribe FixOrderMassCancelReport a SBE formato binario.

WriteOrderMassCancelRequest

public int WriteOrderMassCancelRequest(FixOrderMassCancelRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderMassCancelRequest(data, buffer)

Escribe FixOrderMassCancelRequest a SBE formato binario.

WriteOrderMassStatusRequest

public int WriteOrderMassStatusRequest(FixOrderMassStatusRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderMassStatusRequest(data, buffer)

Escribe FixOrderMassStatusRequest a SBE formato binario.

WriteOrderStatusRequest

public int WriteOrderStatusRequest(FixOrderStatusRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteOrderStatusRequest(data, buffer)

Escribe FixOrderStatusRequest a SBE formato binario.

WriteParties

private static void WriteParties(SpanWriter writer, FixParty[] parties)

SbeRecordSerializer.WriteParties(writer, parties)

Write a repeating group of FixParty: [uint16 count][parties...]. Each party: [VarString partyId][int32 partyRole].

WritePositionReport

public int WritePositionReport(FixPositionReport data, Span<byte> buffer)

result = sbeRecordSerializer.WritePositionReport(data, buffer)

Escribe FixPositionReport a SBE formato binario.

WriteReject

public int WriteReject(FixReject data, Span<byte> buffer)

result = sbeRecordSerializer.WriteReject(data, buffer)

Escribe FixReject a SBE formato binario.

WriteRemove

public int WriteRemove(FixRemove data, Span<byte> buffer)

result = sbeRecordSerializer.WriteRemove(data, buffer)

Escribe FixRemove a SBE formato binario.

WriteRequestForPositions

public int WriteRequestForPositions(FixRequestForPositions data, Span<byte> buffer)

result = sbeRecordSerializer.WriteRequestForPositions(data, buffer)

Escribe FixRequestForPositions a SBE formato binario.

WriteResendRequest

public int WriteResendRequest(FixResendRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteResendRequest(data, buffer)

Escribe FixResendRequest a SBE formato binario.

WriteSecurityLegsRequest

public int WriteSecurityLegsRequest(FixSecurityLegsRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityLegsRequest(data, buffer)

Escribe FixSecurityLegsRequest a SBE formato binario.

WriteSecurityListRequest

public int WriteSecurityListRequest(FixSecurityListRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityListRequest(data, buffer)

Escribe FixSecurityListRequest a SBE formato binario.

WriteSecurityListResponse

public int WriteSecurityListResponse(FixId securityReqId, FixId securityResponseId, ICollection<SecurityMessage> securities, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityListResponse(securityReqId, securityResponseId, securities, buffer)

Escribe SecurityListResponse a SBE formato binario.

WriteSecurityListResponseError

public int WriteSecurityListResponseError(FixSecurityListResponseError data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityListResponseError(data, buffer)

Escribe FixSecurityListResponseError a SBE formato binario.

WriteSecurityMapping

public int WriteSecurityMapping(FixSecurityMapping data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityMapping(data, buffer)

Escribe FixSecurityMapping a SBE formato binario.

WriteSecurityStatusRequest

public int WriteSecurityStatusRequest(FixSecurityStatusRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSecurityStatusRequest(data, buffer)

Escribe FixSecurityStatusRequest a SBE formato binario.

WriteSequenceReset

public int WriteSequenceReset(FixSequenceReset data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSequenceReset(data, buffer)

Escribe FixSequenceReset a SBE formato binario.

WriteStringArray

private static void WriteStringArray(SpanWriter writer, string[] values)

SbeRecordSerializer.WriteStringArray(writer, values)

Escribe un array de cadena: [uint16 count][VarStrings...].

WriteSubscriptionFinished

public int WriteSubscriptionFinished(FixId mdReqId, Span<byte> buffer)

result = sbeRecordSerializer.WriteSubscriptionFinished(mdReqId, buffer)

Escribe un mensaje SubscriptionFinished a formato binario SBE.

WriteSubscriptionOnline

public int WriteSubscriptionOnline(FixSubscriptionOnline data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSubscriptionOnline(data, buffer)

Escribe FixSubscriptionOnline a SBE formato binario.

WriteSubscriptionResponse

public int WriteSubscriptionResponse(FixSubscriptionResponse data, Span<byte> buffer)

result = sbeRecordSerializer.WriteSubscriptionResponse(data, buffer)

Escribe FixSubscriptionResponse a SBE formato binario.

WriteTestRequest

public int WriteTestRequest(FixTestRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteTestRequest(data, buffer)

Escribe FixTestRequest a SBE formato binario.

WriteTradingSessionStatusRequest

public int WriteTradingSessionStatusRequest(FixTradingSessionStatusRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteTradingSessionStatusRequest(data, buffer)

Escribe FixTradingSessionStatusRequest a SBE formato binario.

WriteUserRequest

public int WriteUserRequest(FixUserRequest data, Span<byte> buffer)

result = sbeRecordSerializer.WriteUserRequest(data, buffer)

Escribe FixUserRequest a SBE formato binario.

WriteUserRequestEx

public int WriteUserRequestEx(FixUserRequestEx data, Span<byte> buffer)

result = sbeRecordSerializer.WriteUserRequestEx(data, buffer)

Escribe FixUserRequestEx a SBE formato binario.

WriteUserResponse

public int WriteUserResponse(FixUserResponse data, Span<byte> buffer)

result = sbeRecordSerializer.WriteUserResponse(data, buffer)

Escribe FixUserResponse a SBE formato binario.

WriteVarString

private static void WriteVarString(SpanWriter writer, string value)

SbeRecordSerializer.WriteVarString(writer, value)

Escribe una cadena de longitud variable: [longitud Uint16][Orretos UT-8]. La cadena nula está escrita como longitud = 0.

HeaderSize

public const int HeaderSize

value = SbeRecordSerializer.HeaderSize

SBE MessageHeadertamaño en bytes.

SchemaId

public const ushort SchemaId

value = SbeRecordSerializer.SchemaId

Identificador de esquema SBE.

SchemaVersion

public const ushort SchemaVersion

value = SbeRecordSerializer.SchemaVersion

Versión de esquema SBE.