IFixServerSerializer

StockSharp.Server.Fix

FIX 服务器消息序列化接口。 提供发送和解析接收的 FIX 消息的序列化方法 。

属性

Reader
public IFixReader Reader { get; }
value = iFixServerSerializer.Reader

IFixReader

Writer
public IFixWriter Writer { get; }
value = iFixServerSerializer.Writer

IFixWriter

方法

ReadBoardLookupAsync
public ValueTask<FixBoardLookup?> ReadBoardLookupAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadBoardLookupAsync(cancellationToken)

Read BoardLookup message data.

返回值: 数据失败或读取无效 。

ReadBoardLookupSubscriptionAsync``1
public IAsyncEnumerable<ValueTuple<BoardLookupMessage, string>> ReadBoardLookupSubscriptionAsync<TSession>(TSession session, Func<TSession, string, long> createTransactionId, Func<TSession, string, long> getTransactionId, CancellationToken cancellationToken)
result = iFixServerSerializer.ReadBoardLookupSubscriptionAsync(session, createTransactionId, getTransactionId, cancellationToken)

Read BoardLookup subscription message.

session
客户端会话.
createTransactionId
交易身份创建者 。
getTransactionId
交易身份识别器。
cancellationToken
取消的代币。

返回值: 带有请求身份的董事会查询信息 。

ReadBoardUpdateAsync
public ValueTask<FixBoardUpdate?> ReadBoardUpdateAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadBoardUpdateAsync(cancellationToken)

Read BoardUpdate message data.

返回值: 数据失败或读取无效 。

ReadCommandAsync``2
public IAsyncEnumerable<ValueTuple<TCommandMessage, string>> ReadCommandAsync<TSession, TCommandMessage>(TSession session, Func<TSession, string, long> getTransactionId, Func<FixTags, IFixReader, CancellationToken, ValueTask<bool>> readTag, CancellationToken cancellationToken)
result = iFixServerSerializer.ReadCommandAsync(session, getTransactionId, readTag, cancellationToken)

读取命令消息 。

ReadDataTypeLookupAsync
public ValueTask<FixDataTypeLookup?> ReadDataTypeLookupAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadDataTypeLookupAsync(cancellationToken)

Read DataTypeLookup message data.

返回值: 数据失败或读取无效 。

ReadHeartbeatAsync
public ValueTask<bool> ReadHeartbeatAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadHeartbeatAsync(cancellationToken)

读取心跳信件( 算出信件, 返回成功) 。

ReadHistoryEndAsync
public ValueTask<bool> ReadHistoryEndAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadHistoryEndAsync(cancellationToken)

读取 HistoryEnd 信件(算出信件, 返回成功) 。

ReadHistoryStartAsync
public ValueTask<FixHistoryStart?> ReadHistoryStartAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadHistoryStartAsync(cancellationToken)

Read HistoryStart message data.

返回值: 数据失败或读取无效 。

ReadLogoutAsync
public ValueTask<bool> ReadLogoutAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadLogoutAsync(cancellationToken)

读取日志消息( 算出消息, 返回成功) 。

ReadMarketDataRequestAsync
public IAsyncEnumerable<FixMarketDataRequest> ReadMarketDataRequestAsync(FastDateTimeParser dateParser, CancellationToken cancellationToken)
result = iFixServerSerializer.ReadMarketDataRequestAsync(dateParser, cancellationToken)

Read MarketDataRequest message data.

dateParser
日期/时间解析器 。
cancellationToken
取消的代币。

返回值: 市场数据请求的可控性。

ReadNewOrderSingleAsync
public ValueTask<FixNewOrderSingle?> ReadNewOrderSingleAsync(Func<OrderCondition> createCondition, Func<FixTags, Func<OrderCondition>, CancellationToken, ValueTask<bool>> readCondition, CancellationToken cancellationToken)
result = iFixServerSerializer.ReadNewOrderSingleAsync(createCondition, readCondition, cancellationToken)

Read NewOrderSingle message data.

返回值: 数据失败或读取无效 。

ReadNewsAsync
public IAsyncEnumerable<FixNews> ReadNewsAsync(FastDateTimeParser dateParser, CancellationToken cancellationToken)
result = iFixServerSerializer.ReadNewsAsync(dateParser, cancellationToken)

读取新闻消息数据.

dateParser
日期/时间解析器。
cancellationToken
取消的代币。

返回值: 新闻信息.

ReadOrderCancelReplaceRequestAsync
public ValueTask<FixOrderCancelReplaceRequest?> ReadOrderCancelReplaceRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadOrderCancelReplaceRequestAsync(cancellationToken)

读取 OrderCancelReplaceRequest 信件数据 。

返回值: 数据失败或读取无效 。

ReadOrderCancelRequestAsync
public ValueTask<FixOrderCancelRequest?> ReadOrderCancelRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadOrderCancelRequestAsync(cancellationToken)

Read OrderCancelRequest message data.

返回值: 数据失败或读取无效 。

ReadOrderConditionAsync
public ValueTask<bool> ReadOrderConditionAsync(FixTags tag, Func<OrderCondition> getCondition, CancellationToken cancellationToken)
result = iFixServerSerializer.ReadOrderConditionAsync(tag, getCondition, cancellationToken)

从 FIX 标记读取命令条件 。

ReadOrderMassCancelRequestAsync
public ValueTask<FixOrderMassCancelRequest?> ReadOrderMassCancelRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadOrderMassCancelRequestAsync(cancellationToken)

读取 OrderMassCancelRequest 信件数据 。

返回值: 数据失败或读取无效 。

ReadOrderMassStatusRequestAsync
public ValueTask<FixOrderMassStatusRequest?> ReadOrderMassStatusRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadOrderMassStatusRequestAsync(cancellationToken)

读取 OrderMassStatusRequest 信件数据 。

返回值: 数据失败或读取无效 。

ReadOrderStatusRequestAsync
public ValueTask<FixOrderStatusRequest?> ReadOrderStatusRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadOrderStatusRequestAsync(cancellationToken)

Read OrderStatusRequest message data.

返回值: 数据失败或读取无效 。

ReadRemoveAsync
public ValueTask<FixRemove?> ReadRemoveAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadRemoveAsync(cancellationToken)

读取信件数据 。

返回值: 数据失败或读取无效 。

ReadRequestForPositionsAsync
public ValueTask<FixRequestForPositions?> ReadRequestForPositionsAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadRequestForPositionsAsync(cancellationToken)

Read RequestForPositions message data.

返回值: 数据失败或读取无效 。

ReadResendRequestAsync
public ValueTask<FixResendRequest?> ReadResendRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadResendRequestAsync(cancellationToken)

Read ResendRequest message data.

返回值: 数据失败或读取无效 。

ReadSecurityLegsRequestAsync
public ValueTask<FixSecurityLegsRequest?> ReadSecurityLegsRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadSecurityLegsRequestAsync(cancellationToken)

Read SecurityLegsRequest message data.

返回值: 数据失败或读取无效 。

ReadSecurityListDeleteAsync
public ValueTask<SecurityId[]> ReadSecurityListDeleteAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadSecurityListDeleteAsync(cancellationToken)

Read SecurityListDelete message data.

返回值: 组合金融工具ID删除, 或读取失败无效 。

ReadSecurityListRequestAsync
public ValueTask<FixSecurityListRequest?> ReadSecurityListRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadSecurityListRequestAsync(cancellationToken)

Read SecurityListRequest message data.

返回值: 数据失败或读取无效 。

ReadSecurityListUploadAsync
public IAsyncEnumerable<SecurityMessage> ReadSecurityListUploadAsync(FastDateTimeParser dateParser, FastDateTimeParser yearMonthParser, Action<Exception> logError, CancellationToken cancellationToken)
result = iFixServerSerializer.ReadSecurityListUploadAsync(dateParser, yearMonthParser, logError, cancellationToken)

Read SecurityListUpload messages.

dateParser
日期/时间解析器。
yearMonthParser
年月分检.
logError
记录动作出错 。
cancellationToken
取消的代币。

返回值: 金融工具信息。

ReadSecurityMappingAsync
public ValueTask<FixSecurityMapping?> ReadSecurityMappingAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadSecurityMappingAsync(cancellationToken)

Read SecurityMapping message data.

返回值: 数据失败或读取无效 。

ReadSecurityStatusRequestAsync
public ValueTask<FixSecurityStatusRequest?> ReadSecurityStatusRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadSecurityStatusRequestAsync(cancellationToken)

Read SecurityStatusRequest message data.

返回值: 数据失败或读取无效 。

ReadSequenceResetAsync
public ValueTask<FixSequenceReset?> ReadSequenceResetAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadSequenceResetAsync(cancellationToken)

Read SequenceReset message data.

返回值: 数据失败或读取无效 。

ReadSubscriptionRequestAsync``2
public IAsyncEnumerable<ValueTuple<TSubscription, string>> ReadSubscriptionRequestAsync<TSession, TSubscription>(TSession session, Func<TSession, string, long> createTransactionId, Func<TSession, string, long> getTransactionId, Func<TSubscription, FixTags, IFixReader, CancellationToken, ValueTask<bool>> readTag, CancellationToken cancellationToken)
result = iFixServerSerializer.ReadSubscriptionRequestAsync(session, createTransactionId, getTransactionId, readTag, cancellationToken)

读取通用订阅请求 。

ReadTestRequestAsync
public ValueTask<FixTestRequest?> ReadTestRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadTestRequestAsync(cancellationToken)

Read TestRequest message data.

返回值: 数据失败或读取无效 。

ReadTradingSessionStatusRequestAsync
public ValueTask<FixTradingSessionStatusRequest?> ReadTradingSessionStatusRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadTradingSessionStatusRequestAsync(cancellationToken)

读取 TradingSessionStatusRequest 信件数据 。

返回值: 数据失败或读取无效 。

ReadUserInfoAsync
public ValueTask<FixUserInfo?> ReadUserInfoAsync(FastDateTimeParser dateParser, CancellationToken cancellationToken)
result = iFixServerSerializer.ReadUserInfoAsync(dateParser, cancellationToken)

Read UserInfo message data.

dateParser
日期/时间解析器。
cancellationToken
取消的代币。

返回值: 用户信息数据或读取失败时无效 。

ReadUserRequestAsync
public ValueTask<FixUserRequest?> ReadUserRequestAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadUserRequestAsync(cancellationToken)

Read UserRequest message data.

返回值: 数据失败或读取无效 。

ReadUserRequestExAsync
public ValueTask<FixUserRequestEx?> ReadUserRequestExAsync(CancellationToken cancellationToken)
result = iFixServerSerializer.ReadUserRequestExAsync(cancellationToken)

Read UserRequestEx message data.

返回值: 数据失败或读取无效 。

WriteAsync
public ValueTask WriteAsync(FixReject data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写拒绝消息 。

WriteAsync
public ValueTask WriteAsync(FixMarketDataRequestReject data, bool convertToLatin, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, convertToLatin, cancellationToken)

写市场数据请求拒绝 。

WriteAsync
public ValueTask WriteAsync(FixSecurityListResponse data, bool convertToLatin, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, convertToLatin, cancellationToken)

书面金融工具清单回复.

WriteAsync
public ValueTask WriteAsync(FixSecurityListResponseError data, bool convertToLatin, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, convertToLatin, cancellationToken)

写出金融工具清单时有错误的答复。

WriteAsync
public ValueTask WriteAsync(FixExecutionReport data, Func<IFixWriter, OrderCondition, CancellationToken, ValueTask> condition, bool convertToLatin, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, condition, convertToLatin, cancellationToken)

写出执行报告

WriteAsync
public ValueTask WriteAsync(FixOrderCancelReject data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写单取消拒绝 。

WriteAsync
public ValueTask WriteAsync(FixOrderMassCancelReport data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写单质量取消报告 。

WriteAsync
public ValueTask WriteAsync(FixPositionReport data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写位置报告

WriteAsync
public ValueTask WriteAsync(FixTradingSessionStatus data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写交易会话状态 。

WriteAsync
public ValueTask WriteAsync(FixHeartbeat data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写心跳反应

WriteAsync
public ValueTask WriteAsync(FixBoard data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写板留言.

WriteAsync
public ValueTask WriteAsync(FixLogonResponse data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写登录回复.

WriteAsync
public ValueTask WriteAsync(FixNews data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写出新闻信息.

WriteAsync
public ValueTask WriteAsync(FixSubscriptionResponse data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写订阅回复.

WriteAsync
public ValueTask WriteAsync(FixSubscriptionFinished data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写完订阅 。

WriteAsync
public ValueTask WriteAsync(FixSubscriptionOnline data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

网上写订阅.

WriteAsync
public ValueTask WriteAsync(FixUserInfo data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写入用户信息.

WriteAsync
public ValueTask WriteAsync(FixUserResponse data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写出用户响应.

WriteAsync
public ValueTask WriteAsync(FixDataTypeInfo data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写入数据类型信息.

WriteAsync
public ValueTask WriteAsync(FixSecurityLegsInfo data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写金融仪器腿信息。

WriteAsync
public ValueTask WriteAsync(FixSubscription data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写订阅.

WriteAsync
public ValueTask WriteAsync(FixRemoteFile data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写入远程文件 。

WriteAsync
public ValueTask WriteAsync(FixMarketDataSnapshotFullRefresh data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写入市场数据快照 完整刷新 。

WriteAsync
public ValueTask WriteAsync(FixMarketDataIncrementalRefresh data, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteAsync(data, cancellationToken)

写入市场数据增量更新 。

WriteOrderConditionAsync
public ValueTask WriteOrderConditionAsync(OrderCondition condition, CancellationToken cancellationToken)
result = iFixServerSerializer.WriteOrderConditionAsync(condition, cancellationToken)

写出订单条件(用于停放/发售订单).