SbeRecordSerializer
SBE record serializer — encodes/decodes Fix* record structs to/from SBE binary format. Uses Ecng SpanWriter/SpanReader for direct binary serialization.
Métodos
ReadBoardLookup(ReadOnlySpan<byte>) : FixBoardLookup?
Reads FixBoardLookup from SBE binary format.
ReadBoardUpdate(ReadOnlySpan<byte>) : FixBoardUpdate?
Reads FixBoardUpdate from SBE binary format.
ReadDataTypeLookup(ReadOnlySpan<byte>) : FixDataTypeLookup?
Reads FixDataTypeLookup from SBE binary format.
ReadExecutionReport(ReadOnlySpan<byte>) : FixExecutionReport?
Reads FixExecutionReport from SBE binary format.
ReadHeader(SpanReader) : ValueTuple<ushort, ushort, ushort, ushort>
Read SBE message header.
ReadHeartbeat(ReadOnlySpan<byte>) : FixHeartbeat?
Reads FixHeartbeat from SBE binary format.
ReadHistoryStart(ReadOnlySpan<byte>) : FixHistoryStart?
Reads FixHistoryStart from SBE binary format.
ReadLevel1Change(ReadOnlySpan<byte>) : ValueTuple?<SecurityId, string, DataType, DateTime, List<KeyValuePair<Level1Fields, object>>>
Read a Level1Change SBE message.
ReadLogonResponse(ReadOnlySpan<byte>) : FixLogonResponse?
Reads FixLogonResponse from SBE binary format.
ReadMarketDataIncrementalRefresh(ReadOnlySpan<byte>) : FixMarketDataIncrementalRefresh?
Read a MarketDataIncrementalRefresh SBE message.
ReadMarketDataRequest(ReadOnlySpan<byte>) : FixMarketDataRequest?
Read a MarketDataRequest SBE message.
ReadMarketDataRequestReject(ReadOnlySpan<byte>) : FixMarketDataRequestReject?
Reads FixMarketDataRequestReject from SBE binary format.
ReadMarketDataSnapshotFullRefresh(ReadOnlySpan<byte>) : FixMarketDataSnapshotFullRefresh?
Read a MarketDataSnapshotFullRefresh SBE message.
ReadNewOrderSingle(ReadOnlySpan<byte>) : FixNewOrderSingle?
Reads FixNewOrderSingle from SBE binary format.
ReadOrderCancelReject(ReadOnlySpan<byte>) : FixOrderCancelReject?
Reads FixOrderCancelReject from SBE binary format.
ReadOrderCancelReplaceRequest(ReadOnlySpan<byte>) : FixOrderCancelReplaceRequest?
Reads FixOrderCancelReplaceRequest from SBE binary format.
ReadOrderCancelRequest(ReadOnlySpan<byte>) : FixOrderCancelRequest?
Reads FixOrderCancelRequest from SBE binary format.
ReadOrderMassCancelReport(ReadOnlySpan<byte>) : FixOrderMassCancelReport?
Reads FixOrderMassCancelReport from SBE binary format.
ReadOrderMassCancelRequest(ReadOnlySpan<byte>) : FixOrderMassCancelRequest?
Reads FixOrderMassCancelRequest from SBE binary format.
ReadOrderMassStatusRequest(ReadOnlySpan<byte>) : FixOrderMassStatusRequest?
Reads FixOrderMassStatusRequest from SBE binary format.
ReadOrderStatusRequest(ReadOnlySpan<byte>) : FixOrderStatusRequest?
Reads FixOrderStatusRequest from SBE binary format.
ReadParties(SpanReader) : FixParty[]
Read a repeating group of FixParty.
ReadPositionReport(ReadOnlySpan<byte>) : FixPositionReport?
Reads FixPositionReport from SBE binary format.
ReadReject(ReadOnlySpan<byte>) : FixReject?
Reads FixReject from SBE binary format.
ReadRemove(ReadOnlySpan<byte>) : FixRemove?
Reads FixRemove from SBE binary format.
ReadRequestForPositions(ReadOnlySpan<byte>) : FixRequestForPositions?
Reads FixRequestForPositions from SBE binary format.
ReadResendRequest(ReadOnlySpan<byte>) : FixResendRequest?
Reads FixResendRequest from SBE binary format.
ReadSecurityLegsRequest(ReadOnlySpan<byte>) : FixSecurityLegsRequest?
Reads FixSecurityLegsRequest from SBE binary format.
ReadSecurityListRequest(ReadOnlySpan<byte>) : FixSecurityListRequest?
Reads FixSecurityListRequest from SBE binary format.
ReadSecurityListResponse(ReadOnlySpan<byte>) : ValueTuple?<FixId, FixId, SecurityMessage[]>
Reads SecurityListResponse from SBE binary format.
ReadSecurityListResponseError(ReadOnlySpan<byte>) : FixSecurityListResponseError?
Reads FixSecurityListResponseError from SBE binary format.
ReadSecurityMapping(ReadOnlySpan<byte>) : FixSecurityMapping?
Reads FixSecurityMapping from SBE binary format.
ReadSecurityStatusRequest(ReadOnlySpan<byte>) : FixSecurityStatusRequest?
Reads FixSecurityStatusRequest from SBE binary format.
ReadSequenceReset(ReadOnlySpan<byte>) : FixSequenceReset?
Reads FixSequenceReset from SBE binary format.
ReadStringArray(SpanReader) : string[]
Read a string array.
ReadSubscriptionFinished(ReadOnlySpan<byte>) : FixId?
Reads a SubscriptionFinished message from SBE binary format.
ReadSubscriptionOnline(ReadOnlySpan<byte>) : FixSubscriptionOnline?
Reads FixSubscriptionOnline from SBE binary format.
ReadSubscriptionResponse(ReadOnlySpan<byte>) : FixSubscriptionResponse?
Reads FixSubscriptionResponse from SBE binary format.
ReadTestRequest(ReadOnlySpan<byte>) : FixTestRequest?
Reads FixTestRequest from SBE binary format.
ReadTradingSessionStatusRequest(ReadOnlySpan<byte>) : FixTradingSessionStatusRequest?
Reads FixTradingSessionStatusRequest from SBE binary format.
ReadUserRequest(ReadOnlySpan<byte>) : FixUserRequest?
Reads FixUserRequest from SBE binary format.
ReadUserRequestEx(ReadOnlySpan<byte>) : FixUserRequestEx?
Reads FixUserRequestEx from SBE binary format.
ReadUserResponse(ReadOnlySpan<byte>) : FixUserResponse?
Reads FixUserResponse from SBE binary format.
ReadVarStringFromReader(SpanReader) : string
Read a variable-length string: [uint16 length][UTF-8 bytes]. Length 0 returns null.
WriteBoardLookup(FixBoardLookup, Span<byte>) : int
Writes FixBoardLookup to SBE binary format.
WriteBoardUpdate(FixBoardUpdate, Span<byte>) : int
Writes FixBoardUpdate to SBE binary format.
WriteDataTypeLookup(FixDataTypeLookup, Span<byte>) : int
Writes FixDataTypeLookup to SBE binary format.
WriteExecutionReport(FixExecutionReport, Span<byte>) : int
Writes FixExecutionReport to SBE binary format.
WriteFixId(SpanWriter, FixId)
Write a FixId: [int64 N (NullableInt64)][uint16 strLen][UTF-8 bytes].
WriteHeader(SpanWriter, ushort, ushort)
Write SBE message header.
WriteHeartbeat(FixHeartbeat, Span<byte>) : int
Writes FixHeartbeat to SBE binary format.
WriteHistoryStart(FixHistoryStart, Span<byte>) : int
Writes FixHistoryStart to SBE binary format.
WriteLevel1Change(SecurityId, string, DataType, DateTime, IDictionary<Level1Fields, object>, Span<byte>) : int
Write a Level1Change SBE message with typed key-value pairs. Layout: [Header][VarString symbol][VarString boardCode][VarString mdReqId] [NullableChar buildFromType][VarString buildFromArg] [NullableDateTime serverTime] [Group changes: uint16 count, each: int32 fieldId + byte valueType + typed value]
WriteLogonResponse(FixLogonResponse, Span<byte>) : int
Writes FixLogonResponse to SBE binary format.
WriteMarketDataIncrementalRefresh(FixMarketDataIncrementalRefresh, Span<byte>) : int
Write a MarketDataIncrementalRefresh SBE message. Layout: [Header][VarString symbol][VarString securityExchange][VarString mdReqId] [NullableChar buildFromType][VarString buildFromArg] [Group entries: uint16 count, each: MDEntry fields]
WriteMarketDataRequest(FixMarketDataRequest, Span<byte>) : int
Write a MarketDataRequest SBE message. Layout: [Header][NullableChar subscriptionRequestType][NullableInt32 marketDepth] [NullableDateTime fromDate][NullableDateTime toDate] [NullableBool allowBuildFromSmallerTimeFrame][NullableBool isCalcVolumeProfile] [NullableBool isFinishedOnly][NullableBool isRegularTradingHours] [NullableInt32 buildMode][NullableChar buildFrom][NullableChar buildField] [NullableInt64 skip][NullableInt64 count] [FixId mdReqId][FixId mdResponseId] [Group mdEntryTypes: uint16 count, each: NullableChar type + VarString arg] [Group securityIds: uint16 count, each: VarString secCode + VarString boardCode + VarString secType] [Group fields: uint16 count, each: Int32 field]
WriteMarketDataRequestReject(FixMarketDataRequestReject, Span<byte>) : int
Writes FixMarketDataRequestReject to SBE binary format.
WriteMarketDataSnapshotFullRefresh(FixMarketDataSnapshotFullRefresh, Span<byte>) : int
Write a MarketDataSnapshotFullRefresh SBE message. Layout: [Header][VarString symbol][VarString boardCode][VarString mdReqId] [NullableChar buildFromType][VarString buildFromArg] [Group entries: uint16 count, each: MDEntry fields]
WriteNewOrderSingle(FixNewOrderSingle, Span<byte>) : int
Writes FixNewOrderSingle to SBE binary format.
WriteOrderCancelReject(FixOrderCancelReject, Span<byte>) : int
Writes FixOrderCancelReject to SBE binary format.
WriteOrderCancelReplaceRequest(FixOrderCancelReplaceRequest, Span<byte>) : int
Writes FixOrderCancelReplaceRequest to SBE binary format.
WriteOrderCancelRequest(FixOrderCancelRequest, Span<byte>) : int
Writes FixOrderCancelRequest to SBE binary format.
WriteOrderMassCancelReport(FixOrderMassCancelReport, Span<byte>) : int
Writes FixOrderMassCancelReport to SBE binary format.
WriteOrderMassCancelRequest(FixOrderMassCancelRequest, Span<byte>) : int
Writes FixOrderMassCancelRequest to SBE binary format.
WriteOrderMassStatusRequest(FixOrderMassStatusRequest, Span<byte>) : int
Writes FixOrderMassStatusRequest to SBE binary format.
WriteOrderStatusRequest(FixOrderStatusRequest, Span<byte>) : int
Writes FixOrderStatusRequest to SBE binary format.
WriteParties(SpanWriter, FixParty[])
Write a repeating group of FixParty: [uint16 count][parties...]. Each party: [VarString partyId][int32 partyRole].
WritePositionReport(FixPositionReport, Span<byte>) : int
Writes FixPositionReport to SBE binary format.
WriteReject(FixReject, Span<byte>) : int
Writes FixReject to SBE binary format.
WriteRemove(FixRemove, Span<byte>) : int
Writes FixRemove to SBE binary format.
WriteRequestForPositions(FixRequestForPositions, Span<byte>) : int
Writes FixRequestForPositions to SBE binary format.
WriteResendRequest(FixResendRequest, Span<byte>) : int
Writes FixResendRequest to SBE binary format.
WriteSecurityLegsRequest(FixSecurityLegsRequest, Span<byte>) : int
Writes FixSecurityLegsRequest to SBE binary format.
WriteSecurityListRequest(FixSecurityListRequest, Span<byte>) : int
Writes FixSecurityListRequest to SBE binary format.
WriteSecurityListResponse(FixId, FixId, ICollection<SecurityMessage>, Span<byte>) : int
Writes SecurityListResponse to SBE binary format.
WriteSecurityListResponseError(FixSecurityListResponseError, Span<byte>) : int
Writes FixSecurityListResponseError to SBE binary format.
WriteSecurityMapping(FixSecurityMapping, Span<byte>) : int
Writes FixSecurityMapping to SBE binary format.
WriteSecurityStatusRequest(FixSecurityStatusRequest, Span<byte>) : int
Writes FixSecurityStatusRequest to SBE binary format.
WriteSequenceReset(FixSequenceReset, Span<byte>) : int
Writes FixSequenceReset to SBE binary format.
WriteStringArray(SpanWriter, string[])
Write a string array: [uint16 count][VarStrings...].
WriteSubscriptionFinished(FixId, Span<byte>) : int
Writes a SubscriptionFinished message to SBE binary format.
WriteSubscriptionOnline(FixSubscriptionOnline, Span<byte>) : int
Writes FixSubscriptionOnline to SBE binary format.
WriteSubscriptionResponse(FixSubscriptionResponse, Span<byte>) : int
Writes FixSubscriptionResponse to SBE binary format.
WriteTestRequest(FixTestRequest, Span<byte>) : int
Writes FixTestRequest to SBE binary format.
WriteTradingSessionStatusRequest(FixTradingSessionStatusRequest, Span<byte>) : int
Writes FixTradingSessionStatusRequest to SBE binary format.
WriteUserRequest(FixUserRequest, Span<byte>) : int
Writes FixUserRequest to SBE binary format.
WriteUserRequestEx(FixUserRequestEx, Span<byte>) : int
Writes FixUserRequestEx to SBE binary format.
WriteUserResponse(FixUserResponse, Span<byte>) : int
Writes FixUserResponse to SBE binary format.
WriteVarString(SpanWriter, string)
Write a variable-length string: [uint16 length][UTF-8 bytes]. Null string is written as length = 0.
Campos
HeaderSize : int
SBE MessageHeader size in bytes.
SchemaVersion : ushort
SBE schema version.