A Financial Information eXchange (FIX) protocol implementation in Rust.

FerrumFIX is a collection of reusable components to produce and consume FIX-compliant data. It is not a FIX engine, although you can very easily build one with FerrumFIX. FerrumFIX is:

• Unopinionated. No configurations or divisive decisions are mandated to the user (as much as practically feasible). Good defaults are provided but they are zero-cost and you can swap them out if necessary.
• Comprehensive. Most standards adopted by the FIX Community are available, from and session layers to [encodings] and dictionary-related logic.
• Foundational. FerrumFIX is foundational in the sense that it exposes a large amount of primitives in its public interface, so that users can easily build upon them to implement custom solutions tailored for their needs. You'll often find that there are many ways of doing the same thing. It's up to you to choose whatever works best.
• Fast. Everything is planned around zero-copy and zero-allocations in the hot paths.

Please check out the README for more general information regarding FerrumFIX.

Optional features

FerrumFIX puts a lot of functionality behind optional features in order to optimize compilation times for the most common use cases. The following features are available:

• fix40, fix41, fix42, fix43, fix44, fix50, fix50sp1, fix50sp2, fixt11 – Ergonomic utilities for the respective FIX versions.
• fixs – FIX-over-TLS support.

FAQ

• Q. I simply want to read FIX messages. Where do I start?
  A. Use fefix::tagvalue::Decoder and fefix::tagvalue::DecoderBuffered. The former is for individual messages, the latter is for streams of messages.

• Q. What FIX message representation does FerrumFIX use?
  A. None, at least in the classical sense. Encoding operations work directly on buffers, which is simple and fast. Decoding operations do use some internal representation but it's invisible to the user.

• Q. What about serde integration?
  A. FIX semantics don't map well to serde and there are subtle performance implications. It's not a good idea.

• Q. Is this production-ready?
  A. Not at the moment, but Bitwyre and other companies are looking to adopt FerrumFIX within their tech stacks in production, i.e. soon it will be.

• Q. Why isn't X supported?
  A. Time, mostly. Drop me an email or open an issue and let's see what I can do.