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tfgm / sbedecoder

Python based Simple Binary Encoding (SBE) decoder
MIT License
76 stars 44 forks source link

Verify compatibility with the FIX Trading Community specification #7

Open tfgm-bud opened 8 years ago

tfgm-bud commented 8 years ago

https://github.com/FIXTradingCommunity/fix-simple-binary-encoding

tfgm-bud commented 8 years ago

@donmendelson Just wanted to make you aware of our python SBE decoder implementation...

donmendelson commented 8 years ago

Nice work. FIX Trading Community does not yet have an independent conformance test suite. Have you tested interoperability with real-logic/simple-binary-encoding ?

tfgm-bud commented 8 years ago

Thanks Don. We have done some limited testing with the Real Logic encoder and we can decode stuff encoded with their encoder. They had a python generator at one point but it was ripped out of the code when they did a revamp. Hence we decided to just roll our own. For the most part, we have been using it to decode CME MDP 3.0 market data. It works well for that. We will also add support for the new CBOE Vector platform fairly soon.

donmendelson commented 7 years ago

The SBE spec is now at version 1.0 Draft Standard. Can you verify your level of compatibility?

tfgm-bud commented 7 years ago

He Don. I'll take a look.

donmendelson commented 5 years ago

Since I last commented on this, FIX Trading Community added a simple conformance test. See https://github.com/FIXTradingCommunity/fix-sbe-conformance. If you can demonstrate conformance test code, I'll make a note of it in the FIX spec project.