Crate alpaca_fix 

alpaca-fix

FIX (Financial Information eXchange) protocol client for the Alpaca trading platform.

This crate provides a FIX protocol implementation for high-frequency trading applications with Alpaca. It supports FIX 4.2 and 4.4 versions.

Features

• FIX session management with heartbeat and sequence numbers
• Order routing (New Order Single, Cancel, Cancel/Replace)
• Execution reports
• Market data requests and snapshots
• Session recovery

Example

use alpaca_fix::{FixClient, FixConfig, FixVersion};

let config = FixConfig::builder()
    .version(FixVersion::Fix44)
    .sender_comp_id("YOUR_SENDER_ID")
    .target_comp_id("ALPACA")
    .build();

let client = FixClient::new(credentials, config);

Re-exports

pub use client::FixClient;

pub use config::FixConfig;

pub use config::FixVersion;

pub use error::FixError;

pub use transport::FixTransport;

pub use messages::*;

Modules

client

FIX protocol client implementation.

codec

FIX message encoding and decoding.

config

FIX protocol configuration types.

error

FIX protocol error types.

messages

FIX message types.

session

FIX session management.

transport

TCP transport layer for FIX protocol.