FIXTradingCommunity / fixp-specification

FIXP - FIX performance session layer specification
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FIXP over WebSocket #67

Closed donmendelson closed 5 years ago

donmendelson commented 6 years ago

FIXP is transport independent, and the specification already provides for stream-oriented (TCP), point-to-point packet-oriented (UDP), and multicast transports. WebSocket Protocol (IETF RFC 6455) should also be supported since it is gaining popularity in the financial industry and elsewhere.

WebSocket is initiated with HTTP, and optionally TLS, handshakes. Therefore, it my be run over a secure pipe with authentication and privacy via cipher suites. After a session is established, either side may push messages asynchronously. WebSocket acts as a message framing protocol over a reliable TCP transport.

FIXP would enhance a WebSocket transport to provide these features:

Project Conga has already demonstrated feasibility.

Also tracked as GTC Management issue GM-187.