Skip to main content

Module fix

Module fix 

Source
Expand description

FIX TagValue session source connector. FIX TagValue source built on the QuickFIX C++ session engine.

One source owns one initiator session. Inbound application messages are journaled inside the engine callback, and the session’s store never persists an inbound sequence number past a record that is not yet durable; records are then projected from the journal into Arrow rows with deterministic (session, journal index, row) positions. Restart replays the journal from the committed checkpoint cursor; the session resumes from its store and the counterparty retransmits anything a crash lost.

Supported: FIX.4.2/FIX.4.4 and FIXT.1.1 (one FIX 5.0 application version) initiator over loopback TCP or verified TLS, at-least-once or exactly-once with checkpointing, embedded and single-node deployments, and the Binance Spot drop-copy profile (Ed25519-signed Logon, no retransmission). Not supported (rejected before I/O): acceptor sessions, several application versions in one session, cluster placement, and outbound application messages.

Modules§

testing
Local FIX counterparty for tests: a real QuickFIX acceptor, not a protocol simulator.

Structs§

FixSource
FIX initiator source: captures selected application messages into a durable journal and emits them as Arrow rows.

Functions§

register_fix_source
Register the fix source connector.