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Fix8 Open Source C++ FIX Engine

A modern open source C++ FIX framework featuring complete schema driven customisation, high performance and fast application development.

The system is comprised of a compiler for generating C++ message and field encoders, decoders and instantiation tables; a runtime library to support the generated code and framework; and a set of complete client/server test applications.

Fix8 Market Tech develops and maintains Fix8, Fix8Pro and UFE, the commercially supported version of Fix8.

For enterprise use we recommend Fix8Pro.

Contents

1. Contents
2. Features
3. Directory Layout
4. Documentation
5. Branch Layout
6. C++11
7. External Dependencies (required)
8. Optional Dependencies
9. Building on Linux/UNIX
10. Building on OSX
11. Building on Windows
12. Support
13. Downloads
14. Getting help or reporting problems
15. Making a Pull Request
16. License
17. Fix8Pro and Fix8 Market Technologies
18. More Information

Features

• Fix8 helps you get your FIX protocol client or server up and running quickly. Using one of the standard FIX schemas you can have a FIX client or server up and running in next to no time.

• Statically compile your FIX xml schema and quickly build your FIX application on top. If you need to add customised messages or fields, simply update the schema and recompile.

• Fix8 is the fastest C++ Open Source FIX framework. Our testing shows that Fix8 is on average 68% faster encoding/decoding the same message than Quickfix. See Performance to see how we substantiate this shameless bragging.

• Fix8 supports standard FIX4.X to FIX5.X and FIXT1.X. If you have a custom FIX variant Fix8 can use that too. New FIX versions will be supported.

• Fix8 offers message recycling and a meta-data aware test harness. Incorporates lock free queues, atomics and many other modern techniques.

• Fix8 contains a built-in unit test framework that's being continually revised and extended. Fix8 also has a metadata driven test harness that can be scripted to support captured or canned data playback.

• Fix8 is a complete C++ FIX framework, with client/server session and connection classes (including SSL); support for the standard FIX field types; FIX printer, async logger, async message persister and XML configuration classes.

• Leverage standard components. Fix8 optionally uses industry recognised components for many important functions, including Poco, TBB, Redis, Memcached, BerkeleyDB, Fastflow, Google Test, Google Performance Tools, Doxygen and more. We didn't reinvent the wheel.

• Fix8 statically supports nested components and groups to any depth. The Fix8 compiler and runtime library takes the pain out of using repeating groups.

• Fix8 applications are fast. On production level hardware, client NewOrderSingle encode latency is now 2.1us, and ExecutionReport decode 3.2us. Without the framework overhead, NewOrderSingle encode latency is 1.4us. This is being continually improved.

• Fix8 has been designed to be extended, customised or enhanced. If you have special requirements, Fix8 provides a flexible platform to develop your application on.

• Fix8 supports field and value domain validation, mandatory/optional field assertion, field ordering, well-formedness testing, retransmission and standard session semantics.

• Fix8 runs under industry standard Linux on IA32, x86-64, Itanium, PowerPC and ARMv7. It also now runs on Windows and OSX. Other *NIX variants may work too.

Directory Layout

<table> <thead> <tr> <th>Directory</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td><code>./</code></td> <td>root directory with configure</td> </tr> <tr> <td><code>m4/</code></td> <td>additional m4 macros needed by configure</td> </tr> <tr> <td><code>compiler/</code></td> <td>the f8c compiler source</td> </tr> <tr> <td><code>contrib/</code></td> <td>user contributed files</td> </tr> <tr> <td><code>doc/</code></td> <td>Fix8 documentation</td> </tr> <tr> <td><code>doc/man</code></td> <td>manpages for Fix8 utilities</td> </tr> <tr> <td><code>doc/html</code></td> <td>doxygen documentation (optionally generated when built)</td> </tr> <tr> <td><code>include/</code></td> <td>header files for the runtime library and compiler</td> </tr> <tr> <td><code>include/ff/</code></td> <td>header files for FastFlow</td> </tr> <tr> <td><code>runtime/</code></td> <td>runtime library source</td> </tr> <tr> <td><code>stocklib/</code></td> <td>stock FIX library builds</td> </tr> <tr> <td><code>util/</code></td> <td>additional utilities source</td> </tr> <tr> <td><code>msvc/</code></td> <td>Microsoft Visual Studio project files</td> </tr> <tr> <td><code>pro/</code></td> <td>Fix8Pro extensions (commercial version only)</td> </tr> <tr> <td><code>schema/</code></td> <td>quickfix FIX xml schemas</td> </tr> <tr> <td><code>test/</code></td> <td>test applications client/server source</td> </tr> <tr> <td><code>utests/</code></td> <td>unit test applications</td> </tr> </tbody> </table>

Documentation

See our Wiki for detailed help on using Fix8. Access to this documentation is free but will require a login. For our complete API Documentation see here. All the source code is self-documenting using doxygen.

Branch Layout

<table> <thead> <tr> <th>Branch</th> <th>github path</th> <th>Description</th> </tr> </thead> <tbody> <tr> <td><pre>master</pre></td> <td>https://github.com/fix8/fix8/tree/master</td> <td>This is the default branch. All stable releases are made here.</td> </tr> <tr> <td><pre>dev</pre></td> <td>https://github.com/fix8/fix8/tree/dev</td> <td>This is the development stream and is updated continually. Features and bug fixes scheduled for release are developed and tested here.</td> </tr> <tr> <td><pre>dev-premain</pre></td> <td>https://github.com/fix8/fix8/tree/dev-premain</td> <td>This branch is used to marshall development changes that are ready for release. When significant changes are made to the dev branch, this branch will be used to keep other changes separate.</td> </tr> <tr> <td><pre>gh-pages</pre></td> <td>https://github.com/fix8/fix8/tree/gh-pages</td> <td>This branch contains the static html for the Fix8 website.</td> </tr> </tbody> </table>

C++11

Fix8 now requires C++11 compiler support. Fix8 will refuse to build without it. If you are using clang or gcc make sure you have the

-std=c++11

flag on your compiler command line. Some older compiler versions may no longer be supported. Sorry.

External Dependencies (required)

Fix8 requires the following third-party software (header files and libraries) being installed to build properly:

• Poco C++ Libraries basic edition

Additional libraries are needed for building on Windows, see here.

Optional Dependencies

You can either choose the internally supplied Fastflow or use...

• Intel Threading Building Blocks OSS edition

If you wish to use the built-in unit tests (recommended):

• googletest

If you wish to use tcmalloc (recommended):

• gperftools

If you wish to build the html documentation, you will need:

• Doxygen

If you wish to use Redis for message persistence:

• hiredis

If you wish to use libmemcached for message persistence:

• libmemcached

If you wish to use BerkeleyDB for message persistence:

• Berkeley DB C++

Building on Linux/UNIX

The build system is based on automake/autoconf/libtool. You must have libtool installed to build.

% tar xvzf 1.4.3.tar.gz
% cd fix8-1.4.3
% ./bootstrap
% ./configure
% make
% make install

If you have built the test cases, you can also run them as follows:

% make check