FixServerSerializer

StockSharp.Server.Fix

Default implementation of IFixServerSerializer.

Конструкторы

FixServerSerializer(IFixReader, IFixWriter, IFixWriter, string, string, string, FastDateTimeParser, FastDateTimeParser, FastTimeSpanParser, Func<long>)

Initializes a new instance of the FixServerSerializer.

reader: The FIX reader for parsing incoming messages.
writer: The FIX writer for writing outgoing messages.
bodyWriter: The FIX writer for message body.
version: The FIX protocol version.
senderCompId: The sender comp ID.
targetCompId: The target comp ID.
dateParser: The date parser.
dateTimeParser: The date/time parser.
timeParser: The time parser.
getNextId: Function to get the next message sequence ID.

Свойства

Reader : IFixReader

The FIX reader for parsing incoming messages.

Writer : IFixWriter

The FIX writer for writing outgoing messages.

Методы

Convert(string, bool) : string

Convert string to Latin if needed.

ReadBoardLookupAsync(CancellationToken) : ValueTask<FixBoardLookup?>

Read BoardLookup message data.

Возвращает: 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.

Возвращает: Board lookup messages with request IDs.

ReadBoardUpdateAsync(CancellationToken) : ValueTask<FixBoardUpdate?>

Read BoardUpdate message data.

Возвращает: Data or null if read failed.

ReadCommandAsync``2(T, Func<T, string, long>, Func<FixTags, IFixReader, CancellationToken, ValueTask<bool>>, CancellationToken)

Read Command message.

ReadDataTypeLookupAsync(CancellationToken) : ValueTask<FixDataTypeLookup?>

Read DataTypeLookup message data.

Возвращает: 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.

Возвращает: 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.

Возвращает: Async enumerable of market data requests.

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

Read NewOrderSingle message data.

Возвращает: Data or null if read failed.

ReadNewsAsync(FastDateTimeParser, CancellationToken) : IAsyncEnumerable<FixNews>

Read News message data.

dateParser: Date/time parser.
cancellationToken: Cancellation token.

Возвращает: News messages.

ReadOrderCancelReplaceRequestAsync(CancellationToken) : ValueTask<FixOrderCancelReplaceRequest?>

Read OrderCancelReplaceRequest message data.

Возвращает: Data or null if read failed.

ReadOrderCancelRequestAsync(CancellationToken) : ValueTask<FixOrderCancelRequest?>

Read OrderCancelRequest message data.

Возвращает: Data or null if read failed.

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

Read order condition from FIX tags.

ReadOrderMassCancelRequestAsync(CancellationToken) : ValueTask<FixOrderMassCancelRequest?>

Read OrderMassCancelRequest message data.

Возвращает: Data or null if read failed.

ReadOrderMassStatusRequestAsync(CancellationToken) : ValueTask<FixOrderMassStatusRequest?>

Read OrderMassStatusRequest message data.

Возвращает: Data or null if read failed.

ReadOrderStatusRequestAsync(CancellationToken) : ValueTask<FixOrderStatusRequest?>

Read OrderStatusRequest message data.

Возвращает: Data or null if read failed.

ReadRemoveAsync(CancellationToken) : ValueTask<FixRemove?>

Read Remove message data.

Возвращает: Data or null if read failed.

ReadRequestForPositionsAsync(CancellationToken) : ValueTask<FixRequestForPositions?>

Read RequestForPositions message data.

Возвращает: Data or null if read failed.

ReadResendRequestAsync(CancellationToken) : ValueTask<FixResendRequest?>

Read ResendRequest message data.

Возвращает: Data or null if read failed.

ReadSecurityLegsRequestAsync(CancellationToken) : ValueTask<FixSecurityLegsRequest?>

Read SecurityLegsRequest message data.

Возвращает: Data or null if read failed.

ReadSecurityListDeleteAsync(CancellationToken) : ValueTask<SecurityId[]>

Read SecurityListDelete message data.

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

ReadSecurityListRequestAsync(CancellationToken) : ValueTask<FixSecurityListRequest?>

Read SecurityListRequest message data.

Возвращает: 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.

Возвращает: Security messages.

ReadSecurityMappingAsync(CancellationToken) : ValueTask<FixSecurityMapping?>

Read SecurityMapping message data.

Возвращает: Data or null if read failed.

ReadSecurityStatusRequestAsync(CancellationToken) : ValueTask<FixSecurityStatusRequest?>

Read SecurityStatusRequest message data.

Возвращает: Data or null if read failed.

ReadSequenceResetAsync(CancellationToken) : ValueTask<FixSequenceReset?>

Read SequenceReset message data.

Возвращает: Data or null if read failed.

ReadSubscriptionRequestAsync``2(T, Func<T, string, long>, Func<T, string, long>, Func<T, FixTags, IFixReader, CancellationToken, ValueTask<bool>>, CancellationToken)

Read generic subscription request.

ReadTestRequestAsync(CancellationToken) : ValueTask<FixTestRequest?>

Read TestRequest message data.

Возвращает: Data or null if read failed.

ReadTradingSessionStatusRequestAsync(CancellationToken) : ValueTask<FixTradingSessionStatusRequest?>

Read TradingSessionStatusRequest message data.

Возвращает: Data or null if read failed.

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

Read UserInfo message data.

dateParser: Date/time parser.
cancellationToken: Cancellation token.

Возвращает: User info data or null if read failed.

ReadUserRequestAsync(CancellationToken) : ValueTask<FixUserRequest?>

Read UserRequest message data.

Возвращает: Data or null if read failed.

ReadUserRequestExAsync(CancellationToken) : ValueTask<FixUserRequestEx?>

Read UserRequestEx message data.

Возвращает: Data or null if read failed.

WriteAsync(FixUserInfo, CancellationToken) : ValueTask

Write user info.

WriteAsync(FixOrderMassCancelReport, CancellationToken) : ValueTask

Write order mass cancel report.

WriteAsync(FixOrderCancelReject, CancellationToken) : ValueTask

Write order cancel reject.

WriteAsync(FixExecutionReport, Func<IFixWriter, OrderCondition, CancellationToken, ValueTask>, bool, CancellationToken) : ValueTask

Write execution report.

WriteAsync(FixSubscription, CancellationToken) : ValueTask

Write subscription.

WriteAsync(FixSubscriptionOnline, CancellationToken) : ValueTask

Write subscription online.

WriteAsync(FixSubscriptionFinished, CancellationToken) : ValueTask

Write subscription finished.

WriteAsync(FixSubscriptionResponse, CancellationToken) : ValueTask

Write subscription response.

WriteAsync(FixBoard, CancellationToken) : ValueTask

Write board message.

WriteAsync(FixTradingSessionStatus, CancellationToken) : ValueTask

Write trading session status.

WriteAsync(FixReject, CancellationToken) : ValueTask

Write reject message.

WriteAsync(FixLogonResponse, CancellationToken) : ValueTask

Write logon response.

WriteAsync(FixHeartbeat, CancellationToken) : ValueTask

Write heartbeat response.

WriteAsync(FixSecurityLegsInfo, CancellationToken) : ValueTask

Write security legs info.

WriteAsync(FixSecurityListResponseError, bool, CancellationToken) : ValueTask

Write security list response with error.

WriteAsync(FixMarketDataSnapshotFullRefresh, CancellationToken) : ValueTask

Write market data snapshot full refresh.

WriteAsync(FixMarketDataIncrementalRefresh, CancellationToken) : ValueTask

Write market data incremental refresh.

WriteAsync(FixMarketDataRequestReject, bool, CancellationToken) : ValueTask

Write market data request reject.

WriteAsync(FixNews, CancellationToken) : ValueTask

Write news message.

WriteAsync(FixDataTypeInfo, CancellationToken) : ValueTask

Write data type info.

WriteAsync(FixRemoteFile, CancellationToken) : ValueTask

Write remote file.

WriteAsync(FixPositionReport, CancellationToken) : ValueTask

Write position report.

WriteAsync(FixSecurityListResponse, bool, CancellationToken) : ValueTask

Write security list response.

WriteAsync(FixUserResponse, CancellationToken) : ValueTask

Write user response.

WriteEntriesAsync(IFixWriter, ICollection<MDEntry>, CancellationToken) : ValueTask

Write MD entries.

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

Write a FIX message with the specified message type.

msgType: The FIX message type.
handler: The handler to write message body.
cancellationToken: Cancellation token.

WriteFixOrderConditionAsync(IFixWriter, OrderCondition, CancellationToken) : ValueTask

Write FIX order condition (for stop/algo orders).

WriteOrderConditionAsync(OrderCondition, CancellationToken) : ValueTask

Write order condition (for stop/algo orders).