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A Ruby implementation of the Financial Information eXchange (FIX) Protocol.

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Fix Engine

Fix Engine is a (minimalistic) implementation of the Financial Information eXchange with client-server multithread workarounds (based on pr-fix: https://github.com/uritu/pr-fix, by Joseph Dunn joseph@magnesium.net ).

Common sub-library:

  • system_processor - special class that regulate server workaround.
  • tcp_client - class that works with tcp socket, protect it from different exceptions, and made read method separated from main thread.
  • tcp_server - class that separate accept and connected clients read threads to separate threads (so main program could process them asynchronius).
  • timer - class that do some action with user defined sleep_intervale

Fix sub-library:

  • message - class generates fix_message
  • response - class that created for processing fix_message
  • session - class that define session defines for fix messages

Author: Ivan Sidarau ivan.sidarau@gmail.com

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A Ruby implementation of the Financial Information eXchange (FIX) Protocol.

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