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FIXTradingCommunity / fixp-specification

FIXP - FIX performance session layer specification
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Any advice to start a SBE/FIXP client program #77

Closed chengm349 closed 3 years ago

chengm349 commented 3 years ago

I have a question raised in https://stackoverflow.com/questions/68434287/fix-performance-session-layer-fixp-and-sbe Wondering whether you people can give some suggestion.

kleihan commented 3 years ago

Please use the FIX discussion forum (https://forum.fixtrading.org) for such questions. There was a recent question that may be related: https://forum.fixtrading.org/t/fix-sbe-with-simple-open-framing-header-on-top-of-a-fix-performance-session/16012.

There is also a demonstration project Conga in GitHub (https://github.com/FIXTradingCommunity/conga) that should provide some suggestions. Could you share which exchange you are trying to access with SBE/FIXP?

donmendelson commented 3 years ago

Project Conga demonstrates FIXP over WebSocket protocol. For a project that demonstrates SBE+FIXP over TCP or UDP, see project silverflash. Both projects are Java and open source. Silverflash demonstrates every combination of FIXP flow type; you only need to implement the ones supported by your exchange. Both FIXTradingCommunity projects use SBE encoder/decoder generation from project simple-binary-encoding. That project can generate C++ code among other languages.

I would not recommend attempting to modify an existing FIX engine for this purpose. The high performance protocols SBE and FIXP were designed for low latency and to avoid the inefficiencies and ambiguities of "FIX classic" protocols.

chengm349 commented 3 years ago

Hi Don Hanno,

Your replies are very helpful and helped me to understand the picture much faster. I raises a topic 16045https://forum.fixtrading.org/t/silverflash-reference-for-c-client-application/16045. Hope to have your further guide.

Warm Regards. Ming

Sent from Mailhttps://go.microsoft.com/fwlink/?LinkId=550986 for Windows 10

From: Don @.> Sent: Monday, 19 July 2021 8:35 pm To: @.> Cc: @.>; @.> Subject: Re: [FIXTradingCommunity/fixp-specification] Any advice to start a SBE/FIXP client program (#77)

Project Conga demonstrates FIXP over WebSocket protocol. For a project that demonstrates SBE+FIXP over TCP or UDP, see project silverflashhttps://github.com/FIXTradingCommunity/silverflash. Both projects are Java and open source. Silverflash demonstrates every combination of FIXP flow type; you only need to implement the ones supported by your exchange. Both FIXTradingCommunity projects use SBE encoder/decoder generation from project simple-binary-encodinghttps://github.com/real-logic/simple-binary-encoding. That project can generate C++ code among other languages.

I would not recommend attempting to modify an existing FIX engine for this purpose. The high performance protocols SBE and FIXP were designed for low latency and to avoid the inefficiencies and ambiguities of "FIX classic" protocols.

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHubhttps://github.com/FIXTradingCommunity/fixp-specification/issues/77#issuecomment-882511473, or unsubscribehttps://github.com/notifications/unsubscribe-auth/ADU4H72IUAEUWYPS6ACDMT3TYQLX5ANCNFSM5ASXASDA.