Do you want a "sun shade" roof, or a completely weather-tight roof?

I think some of those open-slatted roofs that they put on pergolas would be nice for people sitting on the dock, but would still let through a lot of wind gusts. If you did catch the edge of a tornado, it might just rip off part of the slats and mostly leave your posts and dock unscathed. That would probably be an acceptable rare financial loss.

If going for a real roof, then use the hurricane tie products.

Adding a roof is going to hugely increase the "sail area" of your dock. (As I think you realize.) If most of the storm winds will come from the same prevailing direction, you might add some anchor wires to the dock to resist those forces.

Good luck on your improvement project!