Fix8 Open Source C++ FIX Engine
A modern open source C++ FIX framework featuring complete schema driven customisation, high performance and fast application development.
The system is comprised of a compiler for generating C++ message and field encoders, decoders and instantiation tables; a runtime library to support the generated code and framework; and a set of complete client/server test applications.
Statically compile your FIX xml schema and quickly build your FIX application on top. If you need to add customised messages or fields, simply update the schema and recompile.
Fix8 is the fastest C++ Open Source FIX framework. Our testing shows that Fix8 is on average 68% faster encoding/decoding the same message than Quickfix. See Performance to see how we substantiate this shameless bragging.
Fix8 supports standard
FIXT1.X. If you have a custom FIX variant Fix8 can use that too. New FIX versions will be supported.
Fix8 offers message recycling and a meta-data aware test harness. Incorporates lock free queues, atomics and many other modern techniques.
Fix8 contains a built-in unit test framework that's being continually revised and extended. Fix8 also has a metadata driven test harness that can be scripted to support captured or canned data playback.
Fix8 is a complete C++ FIX framework, with client/server session and connection classes (including SSL); support for the standard FIX field types; FIX printer, async logger, async message persister and XML configuration classes.
Leverage standard components. Fix8 optionally uses industry recognised components for many important functions, including Poco, TBB, Redis, Memcached, BerkeleyDB, Fastflow, Google Test, Google Performance Tools, Doxygen and more. We didn't reinvent the wheel.
Fix8 statically supports nested components and groups to any depth. The Fix8 compiler and runtime library takes the pain out of using repeating groups.
Fix8 applications are fast. On production level hardware, client NewOrderSingle encode latency is now 2.1us, and ExecutionReport decode 3.2us. Without the framework overhead, NewOrderSingle encode latency is 1.4us. This is being continually improved.
Fix8 has been designed to be extended, customised or enhanced. If you have special requirements, Fix8 provides a flexible platform to develop your application on.
Fix8 supports field and value domain validation, mandatory/optional field assertion, field ordering, well-formedness testing, retransmission and standard session semantics.
Fix8 runs under industry standard Linux on IA32, x86-64, Itanium, PowerPC and ARMv7. It also now runs on Windows and OSX. Other *NIX variants may work too.
|./||root directory with configure|
|m4/||additional m4 macros needed by configure|
|compiler/||the f8c compiler source|
|doc/man||manpages for Fix8 utilities|
|doc/html||doxygen documentation (optionally generated when built)|
|include/||header files for the runtime library and compiler|
|include/ff/||header files for FastFlow|
|runtime/||runtime library source|
|util/||additional utilities source|
|msvc/||Microsoft Visual Studio project files|
|schema/||quickfix FIX xml schemas|
|test/||test applications client/server source|
|utests/||unit test applications|
See our Wiki for detailed help on using Fix8. Access to this documentation is free but a login is required. For our complete API Documentation see here. All the source code is self-documenting using doxygen.
Fix8 requires the following third-party software (header files and libraries) being installed to build properly:
- Poco C++ Libraries basic edition
Additional libraries are needed for building on Windows, see here.
You can either choose the internally supplied Fastflow or use...
- Intel Threading Building Blocks OSS edition
If you wish to use the built-in unit tests (recommended):
If you wish to use tcmalloc (recommended):
If you wish to build the html documentation, you will need:
If you wish to use Redis for message persistence:
If you wish to use libmemcached for message persistence:
If you wish to use BerkeleyDB for message persistence:
The build system is based on automake/autoconf/libtool. You must have libtool installed to build.
% tar xvzf 1.1.0.tar.gz % cd fix8-1.1.0 % ./bootstrap % ./configure % make % make install
If you have built the test cases, you can also run them as follows:
% make check
You must have glibtool, autotools installed to build.
% tar xvzf 1.1.0.tar.gz % cd fix8-1.1.0 % export LIBTOOLIZE=`which glibtoolize` % ./bootstrap % ./configure % make % make install
If you are using clang and it complains about no-var-tracking compiler switches, you may also need the following switch with configure:
% ./configure --enable-toggleassignmentvars=no
Please see this document for detailed instructions for building on Windows.
Please refer to the following pages for help:
Please refer to the following page:
Please refrain from emailing us directly. Any support question sent directly to us will be redirected to the support group.
If you believe you have found a problem that needs fixing, go to the Jira Issues page, register and create an issue. Provide as much detail as possible. If you have already implemented a fix, and wish to make a pull request on Github please create an issue in Jira first. This will help us track the problem and ensure that the solution is properly tested.
For more information, see the Fix8 website.