Rust FIX toolbox

ARCHIVE PROJECT: PLEASE CHECK OUT THIS NEW PROJECT FOR REPLACEMENT / IMPROVMENT.

This library help to build FIX aware applications using Rust.

Goals / non goals

Goals:

• Provide simple binding for FIX protocol messages and fields
• Provide user friendly object
• Data must be generated from XML dictionaries

Non goals:

• Produce latency sensitive code.

  Performances is important. But we are not targeting nano seconds serialization / deserialisation. Just switch to FPGA for this kind of latencies.

  See benchmark for more information.

• Provide a full FIX engine

Code samples

Here some integration tests to show code usages:

• serialization with no trailers
• serialization with signature
• deserialization

State of the project

For now the project is in its early beginning. So, this project is still not fully production ready.

Any help and PR are welcome 😃 !

DONE:

• FIX dictionary XML parser + data model
• Field gerator
• Message generator
• Toolchain to generate library from generated code
• Message encoder
• Message decoder
• Helper for message checksum and length
• Find target library name 🤔

TODO:

• Message builder from MsgType field
• Publish to crates.io
• Add example usages

Why I do not provide full FIX engine

There is already so much generic server implementation for Rust. I just do not want to force user to use specific server / client framework.

This library is focus on message correctness and have user friendly object to decode / encode FIX messages.

Few extra links

• https://en.wikipedia.org/wiki/Financial_Information_eXchange
• http://www.quickfixengine.org/
• https://www.fixtrading.org/