Is there a FIX engine written in D?

Andy Smith via Digitalmars-d digitalmars-d at puremagic.com
Sun Dec 27 14:31:47 PST 2015


On Sunday, 27 December 2015 at 09:51:42 UTC, tcak wrote:
> On Sunday, 27 December 2015 at 09:27:18 UTC, Kokyo wrote:
>> Hi there,
>>
>> I've just read a thread about low latency programming using D. 
>> As a Java user, I'm developing low latency applications in the 
>> financial area. In Java, there are some comprehensive FIX 
>> engines like QuickFix/J or lightweight engines like Falcon 
>> available as open source. I like to look at those source codes 
>> to see how colleagues solved the different tasks to deal with 
>> FIX streams or sessions.
>>
>> Now that I'd like to use the holidays to dive into D, I wonder 
>> if there's an open source FIX protocol engine written in D 
>> that I could use as a study object.
>>
>> Do you know such a project?
>>
>> Kind regards,
>>
>> Kokyo
>
> I don't know any implementation of it (even first time I heard 
> of FIX engine) in D,
> but since QuickFix has implementation for Fix Protocol in C++, 
> a D binding can be
> written for that.
>
> http://www.quickfixengine.org/
> http://www.quickfixengine.org/FIX50.html

An engine with a C API will be much easier to integrate with D 
than a C++ one. I just had a quick google and found this guy....

https://github.com/libtrading/libtrading/blob/master/docs/quickstart.md

Mike Parker (aldacron) has written some great blog posts around 
how to wrap C apis with D, so I'd recommend reading them when it 
comes to wrapping an API.

Cheers,

A.














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