Fix8 Open Source C++ FIX Engine

A modern open source C++ FIX framework featuring complete schema driven customisation, high performance and fast application development.

The system is comprised of a compiler for generating C++ message and field encoders, decoders and instantiation tables; a runtime library to support the generated code and framework; and a set of complete client/server test applications.

Fix8 Market Tech develops and maintains Fix8, Fix8Pro and UFE.

Contents

1. Contents
2. Features
3. Directory Layout
4. Branches
5. Documentation
6. Changelog
7. C++17
8. External Dependencies (required)
9. Optional Dependencies
10. Building on Linux/UNIX, MacOS and Windows
11. Compiler Support
12. Support
13. Downloads
14. Getting help or reporting problems
15. Making a Pull Request
16. License
17. Fix8Pro and Fix8 Market Technologies
18. Authors and Contributors
19. More Information

Features

• Fix8 helps you get your FIX protocol client or server up and running quickly. Using one of the standard FIX schemas you can have a FIX client or server up and running in next to no time.

• Statically compile your FIX xml schema and quickly build your FIX application on top. If you need to add customised messages or fields, simply update the schema and recompile.

• Fix8 is the fastest C++ Open Source FIX framework. Our testing shows that Fix8 is on average 68% faster encoding/decoding the same message than Quickfix. See Performance to see how we substantiate this shameless bragging.

• Fix8 supports standard FIX4.X to FIX5.X and FIXT1.X. If you have a custom FIX variant Fix8 can use that too. New FIX versions will be supported.

• This release includes XML schemas of the FIX 5.0 SP2 Extension Pack 264 and the FIXT 1.1 Extension Pack 264 in Quickfix schema format.

• Fix8 offers message recycling and a meta-data aware test harness. Incorporates lock free queues, atomics and many other modern techniques.

• Fix8 contains a built-in unit test framework that's being continually revised and extended. Fix8 also has a metadata driven test harness that can be scripted to support captured or canned data playback.

• Fix8 is a complete C++ FIX framework, with client/server session and connection classes (including SSL); support for the standard FIX field types; FIX printer, async logger, async message persister and XML configuration classes.

• Leverage standard components. Fix8 optionally uses industry recognised components for many important functions, including Poco, TBB, Redis, Memcached, BerkeleyDB, GoogleTest, Google Performance Tools, Doxygen and more. We didn't reinvent the wheel.

• Fix8 statically supports nested components and groups to any depth. The Fix8 compiler and runtime library takes the pain out of using repeating groups.

• Fix8 applications are fast. On production level hardware, client NewOrderSingle encode latency is now 2.1us, and ExecutionReport decode 3.2us. Without the framework overhead, NewOrderSingle encode latency is 1.4us. This is being continually improved.

• Fix8 has been designed to be extended, customised or enhanced. If you have special requirements, Fix8 provides a flexible platform to develop your application on.

• Fix8 supports field and value domain validation, mandatory/optional field assertion, field ordering, well-formedness testing, retransmission and standard session semantics.

• Fix8 will build with gcc, clang, xcode, Intel and MSVC compilers

• Fix8 runs under industry standard Linux, Windows and MacOS. Other *NIX variants may work too.

• Fix8 runs on industry standard hardware such as on x86-64, ARMv7 and ARM64 (including M1-4).

Directory Layout

Branches

🌿 Fix8 repository is comprised of the following branches:

Documentation

📄 See our Wiki for detailed help on using Fix8. Access to this documentation is free but will require a login. For our complete API Documentation see here. All the source code is self-documenting using doxygen.

Changelog

📜 View full changelog here

C++17

Fix8 will refuse to build without it. If you are using clang or gcc make sure you have the

flag on your compiler command line. Most compilers since 2020 default to at least C++17. Some older compiler versions may no longer be supported. Sorry.

External Dependencies (required)

📦 Fix8 requires the following third-party software (header files and libraries) being installed to build properly:

• Poco C++ Libraries basic edition
• oneAPI Threading Building Blocks oneTBB
• GoogleTest gtest

Optional Dependencies

🧩 If you wish to build the html documentation, you will need:

• Doxygen

If you wish to use Redis for message persistence:

• hiredis

If you wish to use libmemcached for message persistence:

• libmemcached

If you wish to use BerkeleyDB for message persistence:

• Berkeley DB C++

Building on Linux/UNIX, MacOS and Windows

Either clone from the project on github or download the tarball. For Linux/UNIX/MacOS, both shared and static versions of the library are built. Only shared versions of the schema libraries are built. The Windows build now also uses CMake (either msvc or vscode).

Obtain the source

% git clone https://github.com/fix8/fix8.git
% cd fix8

or

% wget https://github.com/fix8/fix8/archive/refs/tags/2.0.1.tar.gz
% tar xvzf 2.0.1.tar.gz
% cd fix8-2.0.1

CMake command line

Use the default compiler in your environment or use the following overrides to CMake for each compiler:

CMake project options

These options can be passed on the CMake command line:

Run the build

% mkdir build
% cd build
% cmake [cmake options] ..
% make -j4 -l4
% cmake --install . --prefix <target install directory>

For example, to build with gcc against the latest poco and tbb from your build directory:

% CXX=g++ CC=gcc cmake -DBUILD_POCO_VERSION:string=main -DBUILD_TBB_VERSION:string=master ..

Run the optional test cases

If you have built the test cases (built by default), you can also run them as follows from the build directory:

or

or from the MSVC/vscode terminal (using community edition) (if powershell is your default terminal you may need to prefix the following command with ". "):

C:\Users\myuser\fix8\build> "C:\Program Files\Microsoft Visual Studio\2022\Community\Common7\IDE\CommonExtensions\Microsoft\CMake\CMake\bin\ctest"

Install

The default install copies the build targets as follows:

Compiler support

Other compilers (older versions as well) may also work.

Support

Please refer to the following pages for help:

• FAQ
• Fix8 Support Group
• Fix8 Developer Group
• API Documentation
• Jira Issues Page
• Wiki

Downloads

Please refer to the following page:

• Downloads

Getting help or reporting problems

1. Review the topics on the Fix8 Support Group and the Fix8 Developer Group. If you cannot find any help there create a new topic and ask the support group for advice.

2. Please Do not email us (or Fix8MT) directly. Support questions sent directly to us will be redirected to the support group or possibly ignored.

3. Please Do not post the same question to both fix8-support and fix8-developer groups.

4. If you are considering submitting a problem report, make sure you have identified a potential problem with Fix8 and not a problem with your application. These aren't the same thing. So, for example, if your application is crashing, there are many possible causes and some will relate to your build, your code and your configuration and will not be a problem with the framework implementation. Make sure you have eliminated these possibilities and that you have reviewed topics in the Fix8 Support Group and the Fix8 Developer Group before submitting a problem report.

5. If you believe you have found a problem that needs fixing, go to the Jira Issues Page, register and create an issue. Select 'fix8' as the project and provide as much detail as possible. Attach supporting files and extracts, like logfiles, sgack traces, sample configuruation files, config.log, etc.

6. If you have already implemented a fix, and wish to make a pull request on Github, create an issue in Jira first. This will help us track the problem and ensure that the solution is properly tested.

We welcome genuine problem reports and encourage users to help us improve the software - for you and with your help.

• If you are on LinkedIn join the LinkedIn group Fix8 Users and Developers for more help and information about the Fix8 project.

Making a Pull Request

If you want to submit a change to the repository, it needs to be made on the dev branch. The following instructions may help:

1. Login to Jira, create a ticket for your changes, describing in detail the bug fix or improvement
2. Login to github
3. Create a fork of fix8
4. If you are using the command line git, clone your fork and choose the dev branch
   % git clone https://github.com/[`your_repo_name`]/fix8.git -b dev
5. Make your changes to this branch
6. Submit changes to your branch and push the branch to your fork
7. Create a pull request at fix8:dev
8. Wait for your pull request to be accepted to fix8:dev
9. Update your fork with recent fix8:dev

License

Fix8 is released under the GNU LESSER GENERAL PUBLIC LICENSE Version 3. See License for more information.

Fix8Pro and Fix8 Market Technologies

Fix8Pro is the commercially supported version of Fix8. Fix8 Market Tech (Fix8MT) develops and maintains both Fix8Pro and the Fix8 open source versions. Fix8MT has developers in Australia, China, Canada and the Russian Federation as well as partners in Australia, Japan and India. Fix8MT is responsible for providing and managing additional support and consultancy services, and works closely with the Fix8 open source community and partners to grow commercial support services through 3rd party ISVs.

For more information about Fix8Pro see the Fix8MT website.

Authors and Contributors

More Information

For more information, see the Fix8 website.