Crate fefix[−][src]

Expand description

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 intended to be:

Comprehensive. Most standards adopted by the FIX Community are either available or planned, from 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.
Unopinionated. We try to provide good defaults, but you can discard them entirely and provide your own should you choose to do so. Customization is mostly done via Rust traits, which allows for inlining and maintains great performance.
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.

Cargo features

FerrumFIX puts a lot of functionality behind optional features in order to optimize compilation times. The following features are available:

`fix40`, `fix41`, `fix42`, `fix43`, `fix44`, `fix50`, `fix50sp1`, `fix50sp2`, `fixt11`

Version-specific FIX utilities. See the modules within definitions and the similarly named Dictionary methods.

`utils-chrono`, `utils-decimal`, `utils-rust-decimal`

FixValue implementations for third-party crates and type conversions.

`utils-slog`

Logging of tagvalue::Messages.

`utils-bytes`, `utils-tokio`

FIX decoders and encoders that integrate nicely with the Tokio ecosystem.

`json-encoding`

Decode and encode FIX messages with JSON.

`codegen`

This feature it intended to be used within Cargo’s [build-dependencies], like this:

fefix = { version = "0.1", features = ["codegen"] }

codegen allows you to generate Rust files with lots of FIX version -specific constants, types, and documentation. This is not mandatory by any means and you can decide to simply use Dictionary, which provides dynamic access to mostly the same information, but you’ll lose on performance, type safety, and quality of life. There’s no reason not to use codegen if your use case allows it (it likely does!).

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.
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.