SbeRecordSerializer
SBE记录序列器 — 编码/解码 菲克* 记录结构到/ 从SBE 二进制格式. Ecng SpanWriter / SpanReader 用于直接二进制序列化.
方法
public FixBoardLookup? ReadBoardLookup(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadBoardLookup(buffer)
从 SBE 二进制格式读取 FixBoardLookup 。
public FixBoardUpdate? ReadBoardUpdate(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadBoardUpdate(buffer)
从 SBE 二进制格式读取 FixBoardUpdate 。
public FixDataTypeLookup? ReadDataTypeLookup(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadDataTypeLookup(buffer)
从 SBE 二进制格式读取 FixDataTypeLookup 。
public FixExecutionReport? ReadExecutionReport(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadExecutionReport(buffer)
从 SBE 二进制格式读取 FixExecutionReport 。
private static FixId ReadFixId(SpanReader reader)
result = SbeRecordSerializer.ReadFixId(reader)
Read a FixId: [int64 N (NullableInt64)][uint16 strLen][UTF-8 bytes].
public static ValueTuple<ushort, ushort, ushort, ushort> ReadHeader(SpanReader reader)
result = SbeRecordSerializer.ReadHeader(reader)
读取 SBE 消息头 。
public FixHeartbeat? ReadHeartbeat(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadHeartbeat(buffer)
从 SBE 二进制格式读取 FixHeartbeat 。
public FixHistoryStart? ReadHistoryStart(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadHistoryStart(buffer)
从 SBE 二进制格式读取 FixHistoryStart 。
public ValueTuple<SecurityId, string, DataType, DateTime, List<KeyValuePair<Level1Fields, object>>>? ReadLevel1Change(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadLevel1Change(buffer)
读取 LES1Change 的 SBE 信件 。
public FixLogonResponse? ReadLogonResponse(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadLogonResponse(buffer)
从 SBE 二进制格式读取 FixLogonResponse 。
public FixMarketDataIncrementalRefresh? ReadMarketDataIncrementalRefresh(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadMarketDataIncrementalRefresh(buffer)
读取一个MarketDataIncrementalRefresh SBE消息.
public FixMarketDataRequest? ReadMarketDataRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadMarketDataRequest(buffer)
Read a MarketDataRequest SBE message.
public FixMarketDataRequestReject? ReadMarketDataRequestReject(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadMarketDataRequestReject(buffer)
从 SBE 二进制格式读取 FixMarketDataRequestReject 。
public FixMarketDataSnapshotFullRefresh? ReadMarketDataSnapshotFullRefresh(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadMarketDataSnapshotFullRefresh(buffer)
读取一个MarketDataSnapshotFullRefresh SBE消息.
public FixNewOrderSingle? ReadNewOrderSingle(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadNewOrderSingle(buffer)
从 SBE 二进制格式读取 FixNewOrderSingle 。
public FixOrderCancelReject? ReadOrderCancelReject(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderCancelReject(buffer)
从 SBE 二进制格式读取 FixOrderCancelReject 。
public FixOrderCancelReplaceRequest? ReadOrderCancelReplaceRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderCancelReplaceRequest(buffer)
从 SBE 二进制格式读取 FixOrderCancelReplaceRequest 。
public FixOrderCancelRequest? ReadOrderCancelRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderCancelRequest(buffer)
从 SBE 二进制格式读取 FixOrderCancelRequest 。
public FixOrderMassCancelReport? ReadOrderMassCancelReport(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderMassCancelReport(buffer)
从 SBE 二进制格式读取 FixOrderMassCancelReport 。
public FixOrderMassCancelRequest? ReadOrderMassCancelRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderMassCancelRequest(buffer)
从 SBE 二进制格式读取 FixOrderMassCancelRequest 。
public FixOrderMassStatusRequest? ReadOrderMassStatusRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderMassStatusRequest(buffer)
从 SBE 二进制格式读取 FixOrderMassStatusRequest 。
public FixOrderStatusRequest? ReadOrderStatusRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadOrderStatusRequest(buffer)
从 SBE 二进制格式读取 FixOrderStatusRequest 。
private static FixParty[] ReadParties(SpanReader reader)
result = SbeRecordSerializer.ReadParties(reader)
Read a repeating group of FixParty.
public FixPositionReport? ReadPositionReport(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadPositionReport(buffer)
从 SBE 二进制格式读取 FixPositionReport 。
public FixReject? ReadReject(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadReject(buffer)
Reads FixReject from SBE binary format.
public FixRemove? ReadRemove(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadRemove(buffer)
Reads FixRemove from SBE binary format.
public FixRequestForPositions? ReadRequestForPositions(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadRequestForPositions(buffer)
从 SBE 二进制格式读取 FixRequestForPositions 。
public FixResendRequest? ReadResendRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadResendRequest(buffer)
从 SBE 二进制格式读取 FixResendRequest 。
public FixSecurityLegsRequest? ReadSecurityLegsRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityLegsRequest(buffer)
从 SBE 二进制格式读取 FixSecurityLegsRequest 。
public FixSecurityListRequest? ReadSecurityListRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityListRequest(buffer)
从 SBE 二进制格式读取 FixSecurityListRequest 。
public ValueTuple<FixId, FixId, SecurityMessage[]>? ReadSecurityListResponse(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityListResponse(buffer)
从 SBE 二进制格式读取 SecurityListResponse 。
public FixSecurityListResponseError? ReadSecurityListResponseError(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityListResponseError(buffer)
从 SBE 二进制格式读取 FixSecurityListResponseError 。
public FixSecurityMapping? ReadSecurityMapping(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityMapping(buffer)
从 SBE 二进制格式读取 FixSecurityMapping 。
public FixSecurityStatusRequest? ReadSecurityStatusRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSecurityStatusRequest(buffer)
从 SBE 二进制格式读取 FixSecurityStatusRequest 。
public FixSequenceReset? ReadSequenceReset(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSequenceReset(buffer)
从 SBE 二进制格式读取 FixSequenceReset 。
private static string[] ReadStringArray(SpanReader reader)
result = SbeRecordSerializer.ReadStringArray(reader)
读取字符串阵列 。
public FixId? ReadSubscriptionFinished(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSubscriptionFinished(buffer)
从 SBE 二进制格式读取一个 SubscriptionFinished 消息 。
public FixSubscriptionOnline? ReadSubscriptionOnline(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSubscriptionOnline(buffer)
从 SBE 二进制格式读取 FixSubscriptionOnline 。
public FixSubscriptionResponse? ReadSubscriptionResponse(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadSubscriptionResponse(buffer)
从 SBE 二进制格式读取 FixSubscriptionResponse 。
public FixTestRequest? ReadTestRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadTestRequest(buffer)
从 SBE 二进制格式读取 FixTestRequest 。
public FixTradingSessionStatusRequest? ReadTradingSessionStatusRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadTradingSessionStatusRequest(buffer)
从 SBE 二进制格式读取 FixTradingSessionStatusRequest 。
public FixUserRequest? ReadUserRequest(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadUserRequest(buffer)
从 SBE 二进制格式读取 FixUserRequest 。
public FixUserRequestEx? ReadUserRequestEx(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadUserRequestEx(buffer)
从 SBE 二进制格式读取 FixUserRequestEx 。
public FixUserResponse? ReadUserResponse(ReadOnlySpan<byte> buffer)
result = sbeRecordSerializer.ReadUserResponse(buffer)
从 SBE 二进制格式读取 FixUserResponse 。
internal static string ReadVarStringFromReader(SpanReader reader)
result = SbeRecordSerializer.ReadVarStringFromReader(reader)
读取可变长字符串: [int16长 [UTF-8字节]. 长度 0 返回为无效.
public int WriteBoardLookup(FixBoardLookup data, Span<byte> buffer)
result = sbeRecordSerializer.WriteBoardLookup(data, buffer)
将 FixBoardLookup 写入 SBE 二进制格式 。
public int WriteBoardUpdate(FixBoardUpdate data, Span<byte> buffer)
result = sbeRecordSerializer.WriteBoardUpdate(data, buffer)
将 FixBoardUpdate 写入 SBE 二进制格式 。
public int WriteDataTypeLookup(FixDataTypeLookup data, Span<byte> buffer)
result = sbeRecordSerializer.WriteDataTypeLookup(data, buffer)
将 FixDataTypeLookup 写入 SBE 二进制格式 。
public int WriteExecutionReport(FixExecutionReport data, Span<byte> buffer)
result = sbeRecordSerializer.WriteExecutionReport(data, buffer)
将 FixExecutionReport 写入 SBE 二进制格式 。
private static void WriteFixId(SpanWriter writer, FixId id)
SbeRecordSerializer.WriteFixId(writer, id)
Write a FixId: [int64 N (NullableInt64)][uint16 strLen][UTF-8 bytes].
public static void WriteHeader(SpanWriter writer, ushort blockLength, ushort templateId)
SbeRecordSerializer.WriteHeader(writer, blockLength, templateId)
写 SBE 信件头 。
public int WriteHeartbeat(FixHeartbeat data, Span<byte> buffer)
result = sbeRecordSerializer.WriteHeartbeat(data, buffer)
将 FixHeartbeat 写入 SBE 二进制格式 。
public int WriteHistoryStart(FixHistoryStart data, Span<byte> buffer)
result = sbeRecordSerializer.WriteHistoryStart(data, buffer)
将 FixHistoryStart 写入 SBE 二进制格式 。
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)
写出一个带有已键值对的换行 SBE 消息。 版式: [头 [VarString boardCode [VarString mdReqId [NullableChar buildFromType [NullableDateTime VarString0Token] [组名变化: uint16 个个个个个数, 每个: int32 VarString1Token + byte VarString2Token + 个入行值]
public int WriteLogonResponse(FixLogonResponse data, Span<byte> buffer)
result = sbeRecordSerializer.WriteLogonResponse(data, buffer)
将 FixLogonResponse 写入 SBE 二进制格式 。
public int WriteMarketDataIncrementalRefresh(FixMarketDataIncrementalRefresh data, Span<byte> buffer)
result = sbeRecordSerializer.WriteMarketDataIncrementalRefresh(data, buffer)
写入 MarketDataIncrementalRefresh 的 SBE 消息。 版式: [标题][VarString 符号 [VarString securityExchange [VarString mdReqId [VarString buildFromArg [组名: uint16 计数, 每一个为 MDETY 字段]
public int WriteMarketDataRequest(FixMarketDataRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteMarketDataRequest(data, buffer)
写出 MarketDataRequest SBE 消息。 版式: [头 [NullableChar subscriptionRequestType marketDepth [NullableInt32 fromDate [NullableDateTime toDate [NullableBool NullableChar0Token [NullableChar1Token NullableChar2Token [NullableChar3Token NullableChar4Token [NullableChar5Token NullableChar6Token S2Token S2Token S2TOToken [S:S2TOTKENT2 S3TON2TON SKENTON S324TON S3TONTON S3TON S.
public int WriteMarketDataRequestReject(FixMarketDataRequestReject data, Span<byte> buffer)
result = sbeRecordSerializer.WriteMarketDataRequestReject(data, buffer)
将 FixMarketDataRequestReject 写入 SBE 二进制格式 。
public int WriteMarketDataSnapshotFullRefresh(FixMarketDataSnapshotFullRefresh data, Span<byte> buffer)
result = sbeRecordSerializer.WriteMarketDataSnapshotFullRefresh(data, buffer)
写入 MarketDataSnapshotFullRefresh 的 SBE 消息。 版式: [标题][VarString 符号 [VarString boardCode [VarString mdReqId [VarString buildFromArg [组名: uint16 计数, 每一个为 MDETY 字段]
public int WriteNewOrderSingle(FixNewOrderSingle data, Span<byte> buffer)
result = sbeRecordSerializer.WriteNewOrderSingle(data, buffer)
将 FixNewOrderSingle 写入 SBE 二进制格式 。
public int WriteOrderCancelReject(FixOrderCancelReject data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderCancelReject(data, buffer)
将 FixOrderCancelReject 写入 SBE 二进制格式 。
public int WriteOrderCancelReplaceRequest(FixOrderCancelReplaceRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderCancelReplaceRequest(data, buffer)
将 FixOrderCancelReplaceRequest 写入 SBE 二进制格式 。
public int WriteOrderCancelRequest(FixOrderCancelRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderCancelRequest(data, buffer)
将 FixOrderCancelRequest 写入 SBE 二进制格式 。
public int WriteOrderMassCancelReport(FixOrderMassCancelReport data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderMassCancelReport(data, buffer)
将 FixOrderMassCancelReport 写入 SBE 二进制格式 。
public int WriteOrderMassCancelRequest(FixOrderMassCancelRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderMassCancelRequest(data, buffer)
将 FixOrderMassCancelRequest 写入 SBE 二进制格式 。
public int WriteOrderMassStatusRequest(FixOrderMassStatusRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderMassStatusRequest(data, buffer)
将 FixOrderMassStatusRequest 写入 SBE 二进制格式 。
public int WriteOrderStatusRequest(FixOrderStatusRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteOrderStatusRequest(data, buffer)
将 FixOrderStatusRequest 写入 SBE 二进制格式 。
private static void WriteParties(SpanWriter writer, FixParty[] parties)
SbeRecordSerializer.WriteParties(writer, parties)
Write a repeating group of FixParty: [uint16 count][parties...]. Each party: [VarString partyId][int32 partyRole].
public int WritePositionReport(FixPositionReport data, Span<byte> buffer)
result = sbeRecordSerializer.WritePositionReport(data, buffer)
将 FixPositionReport 写入 SBE 二进制格式 。
public int WriteReject(FixReject data, Span<byte> buffer)
result = sbeRecordSerializer.WriteReject(data, buffer)
Writes FixReject to SBE binary format.
public int WriteRemove(FixRemove data, Span<byte> buffer)
result = sbeRecordSerializer.WriteRemove(data, buffer)
Writes FixRemove to SBE binary format.
public int WriteRequestForPositions(FixRequestForPositions data, Span<byte> buffer)
result = sbeRecordSerializer.WriteRequestForPositions(data, buffer)
将 FixRequestForPositions 写入 SBE 二进制格式 。
public int WriteResendRequest(FixResendRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteResendRequest(data, buffer)
将 FixResendRequest 写入 SBE 二进制格式 。
public int WriteSecurityLegsRequest(FixSecurityLegsRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityLegsRequest(data, buffer)
将 FixSecurityLegsRequest 写入 SBE 二进制格式 。
public int WriteSecurityListRequest(FixSecurityListRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityListRequest(data, buffer)
将 FixSecurityListRequest 写入 SBE 二进制格式 。
public int WriteSecurityListResponse(FixId securityReqId, FixId securityResponseId, ICollection<SecurityMessage> securities, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityListResponse(securityReqId, securityResponseId, securities, buffer)
将 SecurityListResponse 写入 SBE 二进制格式 。
public int WriteSecurityListResponseError(FixSecurityListResponseError data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityListResponseError(data, buffer)
将 FixSecurityListResponseError 写入 SBE 二进制格式 。
public int WriteSecurityMapping(FixSecurityMapping data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityMapping(data, buffer)
将 FixSecurityMapping 写入 SBE 二进制格式 。
public int WriteSecurityStatusRequest(FixSecurityStatusRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSecurityStatusRequest(data, buffer)
将 FixSecurityStatusRequest 写入 SBE 二进制格式 。
public int WriteSequenceReset(FixSequenceReset data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSequenceReset(data, buffer)
将 FixSequenceReset 写入 SBE 二进制格式 。
private static void WriteStringArray(SpanWriter writer, string[] values)
SbeRecordSerializer.WriteStringArray(writer, values)
写入字符串数组: [int16 计 [VarStrings...].
public int WriteSubscriptionFinished(FixId mdReqId, Span<byte> buffer)
result = sbeRecordSerializer.WriteSubscriptionFinished(mdReqId, buffer)
将 SubscriptionFinished 信件写入 SBE 二进制格式 。
public int WriteSubscriptionOnline(FixSubscriptionOnline data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSubscriptionOnline(data, buffer)
将 FixSubscriptionOnline 写入 SBE 二进制格式 。
public int WriteSubscriptionResponse(FixSubscriptionResponse data, Span<byte> buffer)
result = sbeRecordSerializer.WriteSubscriptionResponse(data, buffer)
将 FixSubscriptionResponse 写入 SBE 二进制格式 。
public int WriteTestRequest(FixTestRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteTestRequest(data, buffer)
将 FixTestRequest 写入 SBE 二进制格式 。
public int WriteTradingSessionStatusRequest(FixTradingSessionStatusRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteTradingSessionStatusRequest(data, buffer)
将 FixTradingSessionStatusRequest 写入 SBE 二进制格式 。
public int WriteUserRequest(FixUserRequest data, Span<byte> buffer)
result = sbeRecordSerializer.WriteUserRequest(data, buffer)
将 FixUserRequest 写入 SBE 二进制格式 。
public int WriteUserRequestEx(FixUserRequestEx data, Span<byte> buffer)
result = sbeRecordSerializer.WriteUserRequestEx(data, buffer)
将 FixUserRequestEx 写入 SBE 二进制格式 。
public int WriteUserResponse(FixUserResponse data, Span<byte> buffer)
result = sbeRecordSerializer.WriteUserResponse(data, buffer)
将 FixUserResponse 写入 SBE 二进制格式 。
private static void WriteVarString(SpanWriter writer, string value)
SbeRecordSerializer.WriteVarString(writer, value)
写入可变长字符串: [int16长][UTF-8字节]. Null字符串被写入长度=0.
字段
public const int HeaderSize
value = SbeRecordSerializer.HeaderSize
SBE MessageHeader size in bytes.
public const ushort SchemaVersion
value = SbeRecordSerializer.SchemaVersion
SPE schema版本. 星洲网.