FIX/SBE Protocol Engine v1.0.0

High-performance FIX and SBE protocol implementation for low-latency trading systems.

Features

• FIX 4.2/4.4 session management with state machine
• SBE binary encoding/decoding
• Asynchronous I/O with Lwt
• Buffer pooling and message batching
• Persistent sequence numbers
• Automatic reconnection and gap detection
• Comprehensive error handling

Performance

Operation	Latency	Throughput
FIX Encode	< 1 μs	1-2M msgs/sec
FIX Decode	< 2 μs	500K-1M msgs/sec
SBE Encode	< 100 ns	20-100M msgs/sec
SBE Decode	< 100 ns	12-50M msgs/sec

Installation

opam install . --deps-only
dune build --release

See INSTALL.md for platform-specific instructions.

Quick Start

dune exec src/app/fix_client.exe

See QUICKSTART.md for configuration options and DEPLOYMENT.md for production setup.

Architecture

src/core/
├── fix/          FIX protocol implementation
├── sbe/          SBE binary codec
├── transport/    TCP transport layer
├── engine/       Message routing engine
└── util/         Logging utilities

src/app/          Example client and server
tests/            Test suites
bench/            Performance benchmarks

Documentation

• API Reference
• Deployment Guide
• Scaling Guide
• Changelog

License

MIT