SbeRecordSerializer
Serializador de registro SBE — codifica/decodifica o Fix* para/de formato binário SBE. Usa Ecng SpanWriter/SpanReader para serialização binária direta.
Métodos
public FixBoardLookup? ReadBoardLookup(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadBoardLookup(buffer)
Lê-se FixBoardLookup do formato binário SBE.
public FixBoardUpdate? ReadBoardUpdate(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadBoardUpdate(buffer)
Lê-se FixBoardUpdate do formato binário SBE.
public FixDataTypeLookup? ReadDataTypeLookup(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadDataTypeLookup(buffer)
Lê-se FixDataTypeLookup do formato binário SBE.
public FixExecutionReport? ReadExecutionReport(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadExecutionReport(buffer)
Lê-se FixExecutionReport do formato binário SBE.
private static FixId ReadFixId(SpanReader reader)
result = SbeRecordSerializer.ReadFixId(reader)
Leia a FixId: [int64 N (NullableInt64)][uint16 strLen@][UTF-8 bytes].
public static ValueTuple<ushort, ushort, ushort, ushort> ReadHeader(SpanReader reader)
result = SbeRecordSerializer.ReadHeader(reader)
Leia o cabeçalho da mensagem SBE.
public FixHeartbeat? ReadHeartbeat(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadHeartbeat(buffer)
Lê-se FixHeartbeat do formato binário SBE.
public FixHistoryStart? ReadHistoryStart(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadHistoryStart(buffer)
Lê-se FixHistoryStart do formato binário SBE.
public ValueTuple<SecurityId, string, DataType, DateTime, List<KeyValuePair<Level1Fields, object>>>? ReadLevel1Change(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadLevel1Change(buffer)
Leia uma mensagem de nível 1Alterar SBE.
public FixLogonResponse? ReadLogonResponse(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadLogonResponse(buffer)
Lê-se FixLogonResponse do formato binário SBE.
public FixMarketDataIncrementalRefresh? ReadMarketDataIncrementalRefresh(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadMarketDataIncrementalRefresh(buffer)
Leia uma mensagem MarketDataIncrementalRefresh SBE.
public FixMarketDataRequest? ReadMarketDataRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadMarketDataRequest(buffer)
Leia uma mensagem MarketDataRequest SBE.
public FixMarketDataRequestReject? ReadMarketDataRequestReject(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadMarketDataRequestReject(buffer)
Lê-se FixMarketDataRequestReject do formato binário SBE.
public FixMarketDataSnapshotFullRefresh? ReadMarketDataSnapshotFullRefresh(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadMarketDataSnapshotFullRefresh(buffer)
Leia uma mensagem MarketDataSnapshotFullRefresh SBE.
public FixNewOrderSingle? ReadNewOrderSingle(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadNewOrderSingle(buffer)
Lê-se FixNewOrderSingle do formato binário SBE.
public FixOrderCancelReject? ReadOrderCancelReject(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderCancelReject(buffer)
Lê-se FixOrderCancelReject do formato binário SBE.
public FixOrderCancelReplaceRequest? ReadOrderCancelReplaceRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderCancelReplaceRequest(buffer)
Lê-se FixOrderCancelReplaceRequest do formato binário SBE.
public FixOrderCancelRequest? ReadOrderCancelRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderCancelRequest(buffer)
Lê-se FixOrderCancelRequest do formato binário SBE.
public FixOrderMassCancelReport? ReadOrderMassCancelReport(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderMassCancelReport(buffer)
Lê-se FixOrderMassCancelReport do formato binário SBE.
public FixOrderMassCancelRequest? ReadOrderMassCancelRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderMassCancelRequest(buffer)
Lê-se FixOrderMassCancelRequest do formato binário SBE.
public FixOrderMassStatusRequest? ReadOrderMassStatusRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderMassStatusRequest(buffer)
Lê-se FixOrderMassStatusRequest do formato binário SBE.
public FixOrderStatusRequest? ReadOrderStatusRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderStatusRequest(buffer)
Lê-se FixOrderStatusRequest do formato binário SBE.
private static FixParty[] ReadParties(SpanReader reader)
result = SbeRecordSerializer.ReadParties(reader)
Leia um grupo repetido de FixParty.
public FixPositionReport? ReadPositionReport(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadPositionReport(buffer)
Lê-se FixPositionReport do formato binário SBE.
public FixReject? ReadReject(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadReject(buffer)
Lê-se FixReject do formato binário SBE.
public FixRemove? ReadRemove(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadRemove(buffer)
Lê-se FixRemove do formato binário SBE.
public FixRequestForPositions? ReadRequestForPositions(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadRequestForPositions(buffer)
Lê-se FixRequestForPositions do formato binário SBE.
public FixResendRequest? ReadResendRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadResendRequest(buffer)
Lê-se FixResendRequest do formato binário SBE.
public FixSecurityLegsRequest? ReadSecurityLegsRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityLegsRequest(buffer)
Lê-se FixSecurityLegsRequest do formato binário SBE.
public FixSecurityListRequest? ReadSecurityListRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityListRequest(buffer)
Lê-se FixSecurityListRequest do formato binário SBE.
public ValueTuple<FixId, FixId, SecurityMessage[]>? ReadSecurityListResponse(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityListResponse(buffer)
Lê-se SecurityListResponse do formato binário SBE.
public FixSecurityListResponseError? ReadSecurityListResponseError(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityListResponseError(buffer)
Lê-se FixSecurityListResponseError do formato binário SBE.
public FixSecurityMapping? ReadSecurityMapping(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityMapping(buffer)
Lê-se FixSecurityMapping do formato binário SBE.
public FixSecurityStatusRequest? ReadSecurityStatusRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityStatusRequest(buffer)
Lê-se FixSecurityStatusRequest do formato binário SBE.
public FixSequenceReset? ReadSequenceReset(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSequenceReset(buffer)
Lê-se FixSequenceReset do formato binário SBE.
private static string[] ReadStringArray(SpanReader reader)
result = SbeRecordSerializer.ReadStringArray(reader)
Leia um array de strings.
public FixId? ReadSubscriptionFinished(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSubscriptionFinished(buffer)
Lê uma mensagem SubscriptionFinished do formato binário SBE.
public FixSubscriptionOnline? ReadSubscriptionOnline(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSubscriptionOnline(buffer)
Lê-se FixSubscriptionOnline do formato binário SBE.
public FixSubscriptionResponse? ReadSubscriptionResponse(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSubscriptionResponse(buffer)
Lê-se FixSubscriptionResponse do formato binário SBE.
public FixTestRequest? ReadTestRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadTestRequest(buffer)
Lê-se FixTestRequest do formato binário SBE.
public FixTradingSessionStatusRequest? ReadTradingSessionStatusRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadTradingSessionStatusRequest(buffer)
Lê-se FixTradingSessionStatusRequest do formato binário SBE.
public FixUserRequest? ReadUserRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadUserRequest(buffer)
Lê-se FixUserRequest do formato binário SBE.
public FixUserRequestEx? ReadUserRequestEx(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadUserRequestEx(buffer)
Lê-se FixUserRequestEx do formato binário SBE.
public FixUserResponse? ReadUserResponse(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadUserResponse(buffer)
Lê-se FixUserResponse do formato binário SBE.
internal static string ReadVarStringFromReader(SpanReader reader)
result = SbeRecordSerializer.ReadVarStringFromReader(reader)
Leia uma string de comprimento variável: [uint16 length][UTF- 8 bytes]. O comprimento 0 retorna nulo.
public int WriteBoardLookup(FixBoardLookup data, Span<byte> buffer)
result = sbeRecordSerializer.WriteBoardLookup(data, buffer)
Escreve FixBoardLookup para o formato binário SBE.
public int WriteBoardUpdate(FixBoardUpdate data, Span<byte> buffer)
result = sbeRecordSerializer.WriteBoardUpdate(data, buffer)
Escreve FixBoardUpdate para o formato binário SBE.
public int WriteDataTypeLookup(FixDataTypeLookup data, Span<byte> buffer)
result = sbeRecordSerializer.WriteDataTypeLookup(data, buffer)
Escreve FixDataTypeLookup para o formato binário SBE.
public int WriteExecutionReport(FixExecutionReport data, Span<byte> buffer)
result = sbeRecordSerializer.WriteExecutionReport(data, buffer)
Escreve FixExecutionReport para o formato binário SBE.
private static void WriteFixId(SpanWriter writer, FixId id)
SbeRecordSerializer.WriteFixId(writer, id)
Escreva um FixId: [int64 N (NullableInt64)][uint16 strLen@][UTF-8 bytes].
public static void WriteHeader(SpanWriter writer, ushort blockLength, ushort templateId)
SbeRecordSerializer.WriteHeader(writer, blockLength, templateId)
Escreva o cabeçalho da mensagem SBE.
public int WriteHeartbeat(FixHeartbeat data, Span<byte> buffer)
result = sbeRecordSerializer.WriteHeartbeat(data, buffer)
Escreve FixHeartbeat para o formato binário SBE.
public int WriteHistoryStart(FixHistoryStart data, Span<byte> buffer)
result = sbeRecordSerializer.WriteHistoryStart(data, buffer)
Escreve FixHistoryStart para o formato binário SBE.
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)
Escreva uma mensagem de nível1Alterar SBE com pares de valores chave digitados. Disposição: [Cabeça][VarString símbolo][VarString boardCode][VarString mdReqId] [NullableChar buildFromType][VarString buildFromArg] [NullableDateTime VarString0TOKEN] [Alterações do grupo: contagem uint16, cada: contagem int32 VarString1TOKEN + byte VarString2TOKEN + valor dactilografado]
public int WriteLogonResponse(FixLogonResponse data, Span<byte> buffer)
result = sbeRecordSerializer.WriteLogonResponse(data, buffer)
Escreve FixLogonResponse para o formato binário SBE.
public int WriteMarketDataIncrementalRefresh(FixMarketDataIncrementalRefresh data, Span<byte> buffer)
result = sbeRecordSerializer.WriteMarketDataIncrementalRefresh(data, buffer)
Escreva uma mensagem MarketDataIncrementalRefresh SBE. Disposição: [Cabeça][VarString símbolo][VarString securityExchange][VarString mdReqId] [NullableChar buildFromType] [VarString buildFromArg] [Entradas do grupo: contagem de uint16, cada: campos de MDEntry]
public int WriteMarketDataRequest(FixMarketDataRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteMarketDataRequest(data, buffer)
NullableChar subscriptionRequestType SBE message. Layout: [Header][NullableChar subscriptionRequestType] [NullableInt32 marketDepth] [NullableDateTime fromDate] [NullableDateTime toDate] [NullableBool NullableChar0TOKEN] [NullableChar7TOKEN NullableChar8TOKEN] [NullableChar9TOKEN S2NullableChar3TOKEN subscriptionRequestTypesubscriptionRequestTypeNullableChar7TOKEN subscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypeS2NullableChar9TOKEN subscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypesubscriptionRequestTypeS
public int WriteMarketDataRequestReject(FixMarketDataRequestReject data, Span<byte> buffer)
result = sbeRecordSerializer.WriteMarketDataRequestReject(data, buffer)
Escreve FixMarketDataRequestReject para o formato binário SBE.
public int WriteMarketDataSnapshotFullRefresh(FixMarketDataSnapshotFullRefresh data, Span<byte> buffer)
result = sbeRecordSerializer.WriteMarketDataSnapshotFullRefresh(data, buffer)
Escreva uma mensagem MarketDataSnapshotFullRefresh SBE. Disposição: [Cabeça][VarString símbolo][VarString boardCode][VarString mdReqId] [NullableChar buildFromType] [VarString buildFromArg] [Entradas do grupo: contagem de uint16, cada: campos de MDEntry]
public int WriteNewOrderSingle(FixNewOrderSingle data, Span<byte> buffer)
result = sbeRecordSerializer.WriteNewOrderSingle(data, buffer)
Escreve FixNewOrderSingle para o formato binário SBE.
public int WriteOrderCancelReject(FixOrderCancelReject data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderCancelReject(data, buffer)
Escreve FixOrderCancelReject para o formato binário SBE.
public int WriteOrderCancelReplaceRequest(FixOrderCancelReplaceRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderCancelReplaceRequest(data, buffer)
Escreve FixOrderCancelReplaceRequest para o formato binário SBE.
public int WriteOrderCancelRequest(FixOrderCancelRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderCancelRequest(data, buffer)
Escreve FixOrderCancelRequest para o formato binário SBE.
public int WriteOrderMassCancelReport(FixOrderMassCancelReport data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderMassCancelReport(data, buffer)
Escreve FixOrderMassCancelReport para o formato binário SBE.
public int WriteOrderMassCancelRequest(FixOrderMassCancelRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderMassCancelRequest(data, buffer)
Escreve FixOrderMassCancelRequest para o formato binário SBE.
public int WriteOrderMassStatusRequest(FixOrderMassStatusRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderMassStatusRequest(data, buffer)
Escreve FixOrderMassStatusRequest para o formato binário SBE.
public int WriteOrderStatusRequest(FixOrderStatusRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderStatusRequest(data, buffer)
Escreve FixOrderStatusRequest para o formato binário SBE.
private static void WriteParties(SpanWriter writer, FixParty[] parties)
SbeRecordSerializer.WriteParties(writer, parties)
Escreva um grupo repetido de FixParty: [uint16 count] [parties...]. Cada parte: [VarString partyId][int32 partyRole].
public int WritePositionReport(FixPositionReport data, Span<byte> buffer)
result = sbeRecordSerializer.WritePositionReport(data, buffer)
Escreve FixPositionReport para o formato binário SBE.
public int WriteReject(FixReject data, Span<byte> buffer)
result = sbeRecordSerializer.WriteReject(data, buffer)
Escreve FixReject para o formato binário SBE.
public int WriteRemove(FixRemove data, Span<byte> buffer)
result = sbeRecordSerializer.WriteRemove(data, buffer)
Escreve FixRemove para o formato binário SBE.
public int WriteRequestForPositions(FixRequestForPositions data, Span<byte> buffer)
result = sbeRecordSerializer.WriteRequestForPositions(data, buffer)
Escreve FixRequestForPositions para o formato binário SBE.
public int WriteResendRequest(FixResendRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteResendRequest(data, buffer)
Escreve FixResendRequest para o formato binário SBE.
public int WriteSecurityLegsRequest(FixSecurityLegsRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityLegsRequest(data, buffer)
Escreve FixSecurityLegsRequest para o formato binário SBE.
public int WriteSecurityListRequest(FixSecurityListRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityListRequest(data, buffer)
Escreve FixSecurityListRequest para o formato binário SBE.
public int WriteSecurityListResponse(FixId securityReqId, FixId securityResponseId, ICollection<SecurityMessage> securities, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityListResponse(securityReqId, securityResponseId, securities, buffer)
Escreve SecurityListResponse para o formato binário SBE.
public int WriteSecurityListResponseError(FixSecurityListResponseError data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityListResponseError(data, buffer)
Escreve FixSecurityListResponseError para o formato binário SBE.
public int WriteSecurityMapping(FixSecurityMapping data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityMapping(data, buffer)
Escreve FixSecurityMapping para o formato binário SBE.
public int WriteSecurityStatusRequest(FixSecurityStatusRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityStatusRequest(data, buffer)
Escreve FixSecurityStatusRequest para o formato binário SBE.
public int WriteSequenceReset(FixSequenceReset data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSequenceReset(data, buffer)
Escreve FixSequenceReset para o formato binário SBE.
private static void WriteStringArray(SpanWriter writer, string[] values)
SbeRecordSerializer.WriteStringArray(writer, values)
Escreva um array de strings: [uint16 count] [VarStrings...].
public int WriteSubscriptionFinished(FixId mdReqId, Span<byte> buffer)
result = sbeRecordSerializer.WriteSubscriptionFinished(mdReqId, buffer)
Escreve uma SubscriptionFinished mensagem para o formato binário SBE.
public int WriteSubscriptionOnline(FixSubscriptionOnline data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSubscriptionOnline(data, buffer)
Escreve FixSubscriptionOnline para o formato binário SBE.
public int WriteSubscriptionResponse(FixSubscriptionResponse data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSubscriptionResponse(data, buffer)
Escreve FixSubscriptionResponse para o formato binário SBE.
public int WriteTestRequest(FixTestRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteTestRequest(data, buffer)
Escreve FixTestRequest para o formato binário SBE.
public int WriteTradingSessionStatusRequest(FixTradingSessionStatusRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteTradingSessionStatusRequest(data, buffer)
Escreve FixTradingSessionStatusRequest para o formato binário SBE.
public int WriteUserRequest(FixUserRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteUserRequest(data, buffer)
Escreve FixUserRequest para o formato binário SBE.
public int WriteUserRequestEx(FixUserRequestEx data, Span<byte> buffer)
result = sbeRecordSerializer.WriteUserRequestEx(data, buffer)
Escreve FixUserRequestEx para o formato binário SBE.
public int WriteUserResponse(FixUserResponse data, Span<byte> buffer)
result = sbeRecordSerializer.WriteUserResponse(data, buffer)
Escreve FixUserResponse para o formato binário SBE.
private static void WriteVarString(SpanWriter writer, string value)
SbeRecordSerializer.WriteVarString(writer, value)
Escreva uma string de comprimento variável: [uint16 length][UTF-8 bytes]. A string Null é escrita como comprimento = 0.
Campos
public const int HeaderSize
value = SbeRecordSerializer.HeaderSize
SBE MessageHeader size in bytes.
public const ushort SchemaId
value = SbeRecordSerializer.SchemaId
Identificador do esquema SBE.
public const ushort SchemaVersion
value = SbeRecordSerializer.SchemaVersion
Versão do esquema SBE.