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
fixsource connector.