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jcass77 / WTFIX

The Pythonic Financial Information eXchange (FIX) client.
GNU Lesser General Public License v3.0
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Support unsigned 64-bit integers for sequence numbers #8

Open JohnGreenan opened 1 year ago

JohnGreenan commented 1 year ago

Is your feature request related to a problem? Please describe. Per https://www.fixtrading.org/groups/continuousmkts/ Sequence number resets are a bore.

Describe the solution you'd like The implementation proposed is to use an unsigned 64 bit integer for a sequence number.

Using 1 billion sequence numbers per second, that will last for 584 years until they run out. delete_me

So we can leave the problem to our great, great, great (more) grandchildren to solve!

Describe alternatives you've considered See attached "Continuous Markets WG- 24x7 FIX Best Practise Working Draft_v0.015docx" Continuous Markets WG- 24x7 FIX Best Practise Working Draft_v0.015.docx

JohnGreenan commented 1 year ago

See also https://github.com/da4089/simplefix/issues/50 https://github.com/quickfix-j/quickfixj/issues/621 https://github.com/quickfix/quickfix/issues/419 https://github.com/ferrumfix/ferrumfix/issues/108 https://github.com/connamara/quickfixn/issues/760 https://github.com/paritytrading/philadelphia/issues/365 https://github.com/jcass77/WTFIX/issues/8 https://github.com/real-logic/artio/issues/480