Extensions

StockSharp.Fix.Native

FIX/FAST extension methods.

Методы

CalcCheckSum(IFixBase) : int

To calculate the checksum.

fix: IFixBase

Возвращает: Checksum.

FillLevel1(Level1ChangeMessage, char, decimal?, decimal?, string, FastDateTimeParser)

message
entryType
price
size
otherValue
dateTimeParser

FromDialect(Type) : string

Convert dialect type to string.

type: Dialect type.

Возвращает: String value.

FromFixOptionStyle(int) : OptionStyles

Convert Int32 to OptionStyles value.

style: Int32 value.

Возвращает: OptionStyles value.

FromFixOptionType(PutOrCall) : OptionTypes

Convert PutOrCall to OptionTypes value.

type: PutOrCall value.

Возвращает: OptionTypes value.

FromFixSettlType(int) : SettlementTypes

Convert Int32 to SettlementTypes value.

style: Int32 value.

Возвращает: SettlementTypes value.

FromFixSide(char, bool) : Sides

Convert Side to Sides value.

side: Side value.
required: is required.

Возвращает: Sides value.

FromFixStatus(char) : OrderStates

Convert OrdStatus to OrderStates value.

status: OrdStatus value.

Возвращает: OrderStates value.

FromFixStatus(TradSesStatus) : OrderStates

Convert TradSesStatus to SessionStates value.

status: TradSesStatus value.

Возвращает: SessionStates value.

FromFixStatus2(char) : OrderStates?

Convert OrdStatus to OrderStates value.

status: OrdStatus value.

Возвращает: OrderStates value or null.

FromFixType(string) : SecurityTypes?

Convert SecurityType to SecurityTypes value.

type: SecurityType value.

Возвращает: SecurityTypes value.

FromQuoteType(int?) : SecurityStates?

Convert QuoteType to SecurityStates value.

type: QuoteType value.

Возвращает: SecurityStates value.

FromTickDir(char) : bool

Convert TickDirection to Boolean value.

dir: TickDirection value.

Возвращает: Boolean value.

GetFixTimeInForce(OrderRegisterMessage) : char

message: The message containing the information for the order registration.

Возвращает: FixTimeInForce value.

GetFixType(OrderMessage) : char

Get OrdType value.

message: A message containing info about the order.

Возвращает: OrdType value.

GetRequestId(ISubscriptionMessage) : long

Get request id.

msg: Subscription.

GetSubscriptionType(ISubscriptionMessage) : char

msg: Subscription.

Возвращает: SubscriptionRequestType value.

InitSecId(SecurityMessage, string, string, string, string)

message
symbol
board
idSource
idValue

IsCandleEntry(char) : bool

Check the specified type is candle.

mdEntryType: MDEntry value.

Возвращает: Check result.

IsDump(ILogSource) : bool

source

IsMarketMaker(char?, string) : bool

Is the order of market-maker.

orderCapacity: OrderCapacity value.
orderRestrictions: OrderRestrictions value.

Возвращает: Check result.

IsSubscribe(char?) : bool

Convert SubscriptionRequestType to Boolean value.

type: SubscriptionRequestType value.

Возвращает: Boolean value.

IsSubscribe(char) : bool

Convert SubscriptionRequestType to Boolean value.

type: SubscriptionRequestType value.

Возвращает: Boolean value.

ReadFileInfoAsync``1(IFixReader, Func<FixTags, IFixReader, CancellationToken, ValueTask<bool>>, CancellationToken)

Read file info.

reader: Reader.
readTag: Custom tag handler.
cancellationToken: Cancellation token.

Возвращает: Async enumerable of file messages.

ReadHeaderAsync(IFixReader, string, CancellationToken) : ValueTask<string>

Read FIX header.

reader: Reader.
expectedVersion: Expected FixVersions value.
cancellationToken: Cancellation token.

Возвращает: FixMessages value.

ReadMarketDataMessagesAsync(IFixReader, FastDateTimeParser, CancellationToken) : IAsyncEnumerable<ValueTuple<MarketDataMessage, string, string>>

Read market data messages (async version).

reader: Reader.
dataBoundDateParser: Date parser.
cancellationToken: Cancellation token.

Возвращает: Async enumerable of market data messages with request/response IDs.

ReadMarketDataRequestAsync(IFixReader, FastDateTimeParser, CancellationToken) : ValueTask<FixMarketDataRequest?>

Read market data request from FIX message (async version).

reader: Reader.
dateBoundParser: Date parser.
cancellationToken: Cancellation token.

Возвращает: Market data request or null if read failed.

ReadMessageAsync(IFixReader, CancellationToken) : IAsyncEnumerable<FixTags>

Read message.

reader: Reader.
cancellationToken: Cancellation token.

Возвращает: FixTags values.

ReadMessageAsync(IFixReader, Func<FixTags, CancellationToken, ValueTask<bool>>, CancellationToken) : ValueTask<bool>

Read message.

reader: Reader.
handler: Tag handler.
cancellationToken: Cancellation token.

Возвращает: if the message was successfully read, othewise, returns .

ReadMessageAsync(IFixReader, Func<FixTags, ValueTask<bool>>, CancellationToken) : ValueTask<bool>

Read message.

reader: Reader.
handler: Async tag handler.
cancellationToken: Cancellation token.

Возвращает: if the message was successfully read, othewise, returns .

ReadNewsAsync(IFixReader, FastDateTimeParser, CancellationToken) : IAsyncEnumerable<Message>

Read news.

reader: FIX reader.
parser: Time parser.
cancellationToken: Cancellation token.

Возвращает: News messages.

ReadOrderConditionAsync(IFixReader, FixTags, Func<OrderCondition>, CancellationToken) : ValueTask<bool>

Read OrderCondition.

reader: Reader.
tag: Tag.
getCondition: Handler.
cancellationToken: Cancellation token.

Возвращает: if the tag was handled, if the tag is unknown.

ReadSecurityMessageAsync(IFixReader, FastDateTimeParser, FastDateTimeParser, IDictionary<long, RefPair<int, int>>, Action<SecurityMessage, string, string, string, string>, Action<Exception>, Func<FixTags, IFixReader, SecurityMessage, CancellationToken, ValueTask<bool>>, Func<string, SecurityTypes?>, CancellationToken) : IAsyncEnumerable<ValueTuple<SecurityMessage, bool?, long?, bool, string, string>>

Read security message (async version).

reader: Reader.
dateParser: Date parser.
yearMonthParser: Year-month parser.
totalSecCountByRequestId: Total security count by request ID.
initSecId: Initialize security ID callback.
errorHandler: Error handler.
customTagHandler: Custom tag handler.
getSecurityType: Get security type callback.
cancellationToken: Cancellation token.

Возвращает: Async enumerable of security messages with metadata.

ReadTagAsync(IFixReader, FixTags, CancellationToken) : ValueTask<bool>

Read tag and check if it matches expected tag.

reader: Reader.
expectedTag: Expected tag.
cancellationToken: Cancellation token.

Возвращает: if the tag matches, otherwise.

ReadTrailerAsync(IFixReader, CancellationToken) : ValueTask<bool>

Read FIX trailer.

reader: Reader.
cancellationToken: Cancellation token.

Возвращает: if the message was successfully read, othewise, returns .

ReadUserInfoMessageAsync(IFixReader, FastDateTimeParser, Func<FixTags, CancellationToken, ValueTask<bool>>, CancellationToken) : IAsyncEnumerable<Message>

Read user info message.

reader: Reader.
dateParser: Date parser.
handler: Custom tag handler.
cancellationToken: Cancellation token.

Возвращает: Async enumerable of user info messages.

ReadUtcAsync(IFixReader, FastDateTimeParser, CancellationToken) : ValueTask<DateTime>

Read time.

reader: Reader.
parser: Time parser.
cancellationToken: Cancellation token.

Возвращает: Time.

RegisterCandleType(char, Type)

code: MDEntry value.
messageType: The type of candle message.

SetOrderType(OrderMessage, char)

Set OrdType value.

message: A message containing info about the order.
ordType: OrdType value.

SkipMessageAsync(IFixReader, CancellationToken) : ValueTask<Exception>

Skip reading message.

reader: Reader.
cancellationToken: Cancellation token.

Возвращает: Possible error.

ToCandleMessage(char) : CandleMessage

Convert MDEntryType to CandleMessage value.

entryType: MDEntryType value.

Возвращает: CandleMessage value.

ToDataType(char, string) : DataType

Convert MDEntryType to DataType value.

mdEntryType: MDEntryType value.
arg: MDEntryArg value.

Возвращает: DataType value.

ToDialect(string, ILogReceiver) : Type

Convert string to dialect type.

dialect: String value.
logs: Logs.

Возвращает: Dialect type.

ToFix(SecurityTypes) : char

Convert SecurityTypes to SecurityType value.

type: SecurityTypes value.

Возвращает: SecurityType value.

ToFix(Sides) : char

Convert Sides to Side value.

side: Sides value.

Возвращает: Side value.

ToFix(KeyValuePair<Level1Fields, object>, DateTime, FastDateTimeParser) : MDEntry

Convert KeyValuePair to MDEntry.

change: Change.
time: Time.
dateTimeParser: Time parser.

Возвращает: MDEntry value.

ToFix(SettlementTypes) : char

Convert SettlementTypes to Int32 value.

type: SettlementTypes value.

Возвращает: Int32 value.

ToFix(OptionStyles) : char

Convert OptionStyles to Int32 value.

style: OptionStyles value.

Возвращает: Int32 value.

ToFix(OptionTypes) : char

Convert OptionTypes to Int32 value.

type: OptionTypes value.

Возвращает: Int32 value.

ToFix(CurrencyTypes) : char

Convert CurrencyTypes to String value.

type: CurrencyTypes value.

Возвращает: String value.

ToFix(SessionStates) : char

Convert SessionStates to TradSesStatus value.

state: SessionStates value.

Возвращает: TradSesStatus value.

ToFix(Level1Fields) : char

Convert Level1Fields to MDEntryType value.

field: Level1Fields value.

Возвращает: MDEntryType value.

ToFix(TimeInForce) : char

Convert TimeInForce to FixTimeInForce value.

tif: TimeInForce value.

Возвращает: FixTimeInForce value.

ToFixMDType(DataType, string) : char

Convert DataType to MDEntryType value.

type: DataType value.
mdEntryArg: MDEntryArg value.

Возвращает: MDEntryType value.

ToFixOrdStatus(ExecutionMessage) : char?

Convert ExecutionMessage to OrdStatus value.

message: ExecutionMessage value.

Возвращает: OrdStatus value.

ToLevel1(char) : Level1Fields

Convert MDEntryType to Level1Fields value.

entryType: MDEntryType value.

Возвращает: Level1Fields value.

ToMarginMode(char) : MarginModes

cashMargin

ToMessages(FixMarketDataRequest) : IEnumerable<MarketDataMessage>

Convert FixMarketDataRequest to MarketDataMessage enumerable.

fix: FIX market data request.

Возвращает: Market data messages.

ToNative(QuoteConditions, bool) : char?

Convert QuoteConditions to QuoteCondition value.

condition: QuoteConditions value.
force

Возвращает: QuoteCondition value.

ToNative(QuoteChangeActions) : char

Convert QuoteChangeActions to MDUpdateAction value.

action: QuoteChangeActions value.

Возвращает: MDUpdateAction value.

ToNewsPriority(char?) : NewsPriorities?

Convert Urgency to NewsPriorities value.

urgency: Urgency value.

Возвращает: NewsPriorities value.

ToPositionEffect(char?) : OrderPositionEffects?

Convert PositionEffect to OrderPositionEffects value.

effect: PositionEffect value.

Возвращает: OrderPositionEffects value.

ToQuoteAction(char) : QuoteChangeActions

Convert MDUpdateAction to QuoteChangeActions value.

action: MDUpdateAction value.

Возвращает: QuoteChangeActions value.

ToQuoteCondition(string) : QuoteConditions

Convert QuoteCondition to QuoteConditions value.

condition: QuoteCondition value.

Возвращает: QuoteConditions value.

ToSecurityType(OrderMessage) : string

message: A message containing info about the order.

Возвращает: SecurityType value.

ToTickDir(bool) : char

Convert Boolean to TickDirection value.

dir: Boolean value.

Возвращает: TickDirection value.

ToUserRequestType(UserRequestType) : FixUserRequestTypes

Convert UserRequestType to FixUserRequestTypes value.

type: UserRequestType value.

Возвращает: FixUserRequestTypes value.

ToUserStatus(FixUserResponseTypes, Exception, string, UserRequestType, string) : UserStatus

Convert FixUserResponseTypes to UserStatus value.

type: FixUserResponseTypes value.
error
userName
requestType
text

Возвращает: UserStatus value.

TryReplaceSoh(byte) : byte

value

WriteBuildFromAsync(IFixWriter, DataType, CancellationToken) : ValueTask

Write BuildFrom.

writer: Writer.
buildFrom: BuildFrom.
cancellationToken: Cancellation token.

WriteCommandAsync``1(IFixWriter, T, FastDateTimeParser, Func<IFixWriter, T, CancellationToken, ValueTask>, CancellationToken)

Write CommandMessage.

writer: Writer.
message: Message.
parser: Time parser.
writeTags: Handler.
cancellationToken: Cancellation token.

WriteDataTypeAsync(IFixWriter, DataType, CancellationToken) : ValueTask

Write DataType.

writer: Writer.
dataType: Data type info.
cancellationToken: Cancellation token.

WriteExpiryDateAsync(IFixWriter, OrderRegisterMessage, FastDateTimeParser, TimeZoneInfo, CancellationToken) : ValueTask

Write ExpireDate.

writer: Writer.
regMsg: The message containing the information for the order registration.
parser: Time parser.
timeZone: Time zone.
cancellationToken: Cancellation token.

WriteFileAsync``1(IFixWriter, T, CancellationToken)

Write RemoteFileMessage.

writer: Writer.
message: Message.
cancellationToken: Cancellation token.

WriteFixMessageAsync(IFixWriter, IFixWriter, string, string, string, string, FastDateTimeParser, long, Action<IFixWriter>, CancellationToken) : ValueTask

Write FIX message.

writer: Whole message writer.
bodyWriter: Body only writer.
version: Version.
msgType: FixMessages value.
senderCompId: Sender ID.
targetCompId: Target ID.
sendingTimeParser: Time parser.
seqNum: Sequence number.
handler: Handler.
cancellationToken: Cancellation token.

WriteFixMessageAsync(IFixWriter, IFixWriter, string, string, string, string, FastDateTimeParser, long, Func<IFixWriter, CancellationToken, ValueTask>, CancellationToken) : ValueTask

Write FIX message asynchronously with async handler.

writer: Whole message writer.
bodyWriter: Body only writer.
version: Version.
msgType: FixMessages value.
senderCompId: Sender ID.
targetCompId: Target ID.
sendingTimeParser: Time parser.
seqNum: Sequence number.
handler: Async handler.
cancellationToken: Cancellation token.

WriteHandlInstAsync(IFixWriter, OrderRegisterMessage, char, CancellationToken) : ValueTask

Write HandlInst.

writer: Writer.
message: Message.
defaultValue: Default value.
cancellationToken: Cancellation token.

WriteMarketDataMessageAsync(IFixWriter, MarketDataMessage, string, string, FastDateTimeParser, Func<IFixWriter, MarketDataMessage, CancellationToken, ValueTask>, CancellationToken) : ValueTask

Write MarketDataMessage.

writer: Writer.
mdMsg: Message.
requestId: MDReqID value.
responseId: MDResponseID value.
dataBoundDateParser: Time parser.
writeSecurityId: Write security id.
cancellationToken: Cancellation token.

WriteMarketMakerAsync(IFixWriter, CancellationToken) : ValueTask

Write OrderCapacity and OrderRestrictions.

writer: Writer.
cancellationToken: Cancellation token.

WriteNewsAsync(IFixWriter, NewsMessage, FastDateTimeParser, CancellationToken) : ValueTask

Write NewsMessage.

writer: Writer.
newsMsg: Message.
parser: Time parser.
cancellationToken: Cancellation token.

WriteParametersAsync(IFixWriter, IDictionary<string, string>, CancellationToken) : ValueTask

Write parameters.

writer: Writer.
parameters: Parameters.
cancellationToken: Cancellation token.

WritePositionEffectAsync(IFixWriter, OrderPositionEffects?, CancellationToken) : ValueTask

Write PositionEffect.

writer: Writer.
effect: OrderPositionEffects value.
cancellationToken: Cancellation token.

WriteSecurityListAsync(IFixWriter, FastDateTimeParser, bool, string, string, ICollection<SecurityMessage>, bool, CancellationToken) : ValueTask

Write SecurityMessage list.

writer: Writer.
dateParser: Time parser.
convertToLatin: Convert texts to latin.
requestId: MDReqID value.
responseId: MDResponseID value.
securityMessages: Securities.
lastFragment: Last message.
cancellationToken: Cancellation token.

WriteSideAsync(IFixWriter, Sides, CancellationToken) : ValueTask

Write Side.

writer: Writer.
side: Side.
cancellationToken: Cancellation token.

WriteStreamAsync(IFixWriter, IFixWriter, CancellationToken) : ValueTask

Copy content.

dest: Destination.
source: Source.
cancellationToken: Cancellation token.

WriteSubscriptionAsync(IFixWriter, ISubscriptionMessage, CancellationToken) : ValueTask

Write ISubscriptionMessage.

writer: Writer.
msg: Message.
cancellationToken: Cancellation token.

WriteSubscriptionRequestAsync(IFixWriter, ISubscriptionMessage, FastDateTimeParser, FixTags, CancellationToken) : ValueTask

Write ISubscriptionMessage.

writer: Writer.
subscription: Message.
parser: Time parser.
requestIdTag: Request id tag.
cancellationToken: Cancellation token.

WriteTransactTimeAsync(IFixWriter, FastDateTimeParser, CancellationToken) : ValueTask

Write TransactTime.

writer: Writer.
parser: Time parser.
cancellationToken: Cancellation token.

WriteUserInfoMessageAsync(IFixWriter, UserInfoMessage, FastDateTimeParser, CancellationToken) : ValueTask

Write UserInfoMessage.

writer: Writer.
message: Message.
dateParser: Time parser.
cancellationToken: Cancellation token.

WriteUtcAsync(IFixWriter, DateTime, FastDateTimeParser, CancellationToken) : ValueTask

Write time.

writer: Writer.
dto: Time.
parser: Time parser.
cancellationToken: Cancellation token.

Поля

AccruedCouponIncome : char

AccruedCouponIncome.

AfterSplit : char

AfterSplit.

AsksCount : char

AsksCount.

AsksVolume : char

AsksVolume.

AveragePrice : char

AveragePrice.

AverageTrueRange : char

AverageTrueRange.

BeforeSplit : char

BeforeSplit.

BestAskPrice : char

BestAskPrice.

BestAskTime : char

BestAskTime.

BestAskVolume : char

BestAskVolume.

BestBidPrice : char

BestBidPrice.

BestBidTime : char

BestBidTime.

BestBidVolume : char

BestBidVolume.

Beta : char

Beta.

BidsCount : char

BidsCount.

BidsVolume : char

BidsVolume.

BuyBackDate : char

BuyBackDate.

BuyBackPrice : char

BuyBackPrice.

CandleHeikin : char

HeikinAshiCandleMessage.

CandlePnF : char

PnFCandleMessage.

CandleRange : char

RangeCandleMessage.

CandleRenko : char

RenkoCandleMessage.

CandleTick : char

TickCandleMessage.

CandleTimeFrame : char

TimeFrameCandleMessage.

CandleVolume : char

VolumeCandleMessage.

Change : char

Change.

Commission : string

Commission.

CommissionMaker : char

CommissionMaker.

CommissionTaker : char

CommissionTaker.

CouponDate : char

CouponDate.

CouponPeriod : char

CouponPeriod.

CouponValue : char

CouponValue.

CurrentRatio : char

CurrentRatio.

DateFormat : string

Default UTCDateOnly format.

Decimals : char

Decimals.

Delta : char

Delta.

Dividend : char

Dividend.

Duration : char

Duration.

EmptyTag : FixTags

Empty tag.

FloatShort : char

FloatShort.

ForwardPriceEarnings : char

ForwardPriceEarnings.

Gamma : char

Gamma.

GrossMargin : char

GrossMargin.

HighAskPrice : char

HighAskPrice.

HighAskVolume : char

HighAskVolume.

HighPrice52Week : char

HighPrice52Week.

HistoricalVolatility : char

HistoricalVolatility.

HistoricalVolatilityMonth : char

HistoricalVolatilityMonth.

HistoricalVolatilityWeek : char

HistoricalVolatilityWeek.

Imbalance : char

Imbalance.

ImpliedVolatility : char

ImpliedVolatility.

Index : char

Index.

IssueSize : char

IssueSize.

IsSystem : char

IsSystem.

LastTradeId : char

LastTradeId.

LastTradeOrigin : char

LastTradeOrigin.

LastTradePrice : char

LastTradePrice.

LastTradeStringId : char

LastTradeStringId.

LastTradeTime : char

LastTradeTime.

LastTradeUpDown : char

LastTradeUpDown.

LastTradeVolume : char

LastTradeVolume.

LastTradeVolumeHigh : char

LastTradeVolumeHigh.

LastTradeVolumeLow : char

LastTradeVolumeLow.

Level1 : char

Level1ChangeMessage.

Leverage : string

Leverage.

LiquidationPrice : string

LiquidationPrice.

LongTermDebtEquity : char

LongTermDebtEquity.

LowBidPrice : char

LowBidPrice.

LowBidVolume : char

LowBidVolume.

LowPrice52Week : char

LowPrice52Week.

MarginBuy : char

MarginBuy.

MarginSell : char

MarginSell.

MarketPriceToday : char

MarketPriceToday.

MarketPriceYesterday : char

MarketPriceYesterday.

MaxPrice : char

MaxPrice.

MaxVolume : char

MaxVolume.

MedianPrice : char

MedianPrice.

MinPrice : char

MinPrice.

MinVolume : char

MinVolume.

Multiplier : char

Multiplier.

News : char

NewsMessage.

OperatingMargin : char

OperatingMargin.

OrderLog : char

OrderLog.

Payout : char

Payout.

PriceBook : char

PriceBook.

PriceCash : char

PriceCash.

PriceEarnings : char

PriceEarnings.

PriceEarningsGrowth : char

PriceEarningsGrowth.

PriceFreeCash : char

PriceFreeCash.

PriceSales : char

PriceSales.

PriceStep : char

PriceStep.

ProfitMargin : char

ProfitMargin.

QuickRatio : char

QuickRatio.

RealizedPnL : string

RealizedPnL.

ReturnOnAssets : char

ReturnOnAssets.

ReturnOnEquity : char

ReturnOnEquity.

ReturnOnInvestment : char

ReturnOnInvestment.

Rho : char

Rho.

SharesFloat : char

SharesFloat.

SharesOutstanding : char

SharesOutstanding.

ShortRatio : char

ShortRatio.

State : char

State.

StepPrice : char

StepPrice.

StopTrailing : char

StopLossTrailing.

TakeProfit : char

TakeProfit.

TakeProfitTrailing : char

TakeProfitTrailing.

TheorPrice : char

TheorPrice.

Theta : char

Theta.

TimeFormat : string

Default UTCTimeOnly format.

TimeStampFormat : string

Default UTCTimestamp format.

TotalDebtEquity : char

TotalDebtEquity.

TradesCount : char

TradesCount.

Transactions : char

Transactions.

Turnover : char

Turnover.

UnderlyingBestAskPrice : char

UnderlyingBestAskPrice.

UnderlyingBestBidPrice : char

UnderlyingBestBidPrice.

UnderlyingMinVolume : char

UnderlyingMinVolume.

UnderlyingPrice : char

UnderlyingPrice.

UnrealizedPnL : string

UnrealizedPnL.

Vega : char

Vega.

VolumeStep : char

VolumeStep.

VWAPPrev : char

VWAPPrev.

YearMonthFormat : string

Default MonthYear format.

Yield : char

Yield.

YieldVWAP : char

YieldVWAP.

YieldVWAPPrev : char

YieldVWAPPrev.