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FIX ACCEPTOR/INITIATOR #3

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kapitan-k opened this issue Apr 29, 2017 · 0 comments
Open

FIX ACCEPTOR/INITIATOR #3

kapitan-k opened this issue Apr 29, 2017 · 0 comments

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@kapitan-k
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Personally I always hated FIX and it means mayor overhead . I implemented several solutions on flat encoding with "plain structs" as required by customers needed very fast solutions in the past.
Example:

typedef struct order_base_t {
    uint64_t order_id;
    uint64_t instrument_id;
    uint64_t limit_price;

    uint8_t order_type;
    uint8_t order_side;
    ...
} order_base_t;

or order_id as two uint64_t to include time, sequence etc.

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