Package com.quantfinlib.fix

package com.quantfinlib.fix

Zero-dependency FIX 4.4 engine. FixMessage (validated codec: BodyLength + CheckSum framing) and FixSession (initiator and acceptor roles): Logon with optional Username/Password, heartbeats with TestRequest probing, sequence tracking with full ResendRequest recovery (PossDup replays, SequenceReset-GapFill, duplicate suppression), session Reject handling, Logout handshake, and optional durable FileSessionStore for seqnum continuation across restarts. Application flow: NewOrderSingle, cancel/replace (35=F/G) and typed ExecutionReports.

Garbage-free hot path (flyweights over framed bytes, scaled-long prices): FixOrderEncoder (orders out), FixExecReportView (fills in) and FixMarketDataView (35=W/X tiered quotes in) — feed to order without touching a String or a double.

Class	Description
ExecutionReport	Typed view of a FIX ExecutionReport (35=8) — the venue's answer to an order: acknowledgement, fill, or rejection.
FileSessionStore	Durable FixSessionStore backed by two files in a directory: seqnums.dat (16 bytes, synchronous writes) and an append-only messages.dat replayed into memory on open.
FixExecReportView	Garbage-free FIX 4.4 ExecutionReport reader — the inbound half of the FIX hot path, completing the round trip FixOrderEncoder started: order out garbage-free, fill in garbage-free.
FixMarketDataView	Garbage-free FIX 4.4 market-data reader — the feed half of the FIX hot path.
FixMessage	FIX 4.4 wire-format message: tag=value fields delimited by SOH, framed by BeginString(8) / BodyLength(9) / CheckSum(10).
FixMessage.Builder	Body-field builder; the session supplies header fields at encode time.
FixOrderEncoder	Garbage-free FIX 4.4 NewOrderSingle encoder — the hot-lane counterpart of the String-based NewOrderSingle/FixMessage codec, for venues that only speak FIX (where the sbe binary adapters aren't an option, order entry IS the FIX edge, and per-order String building would put allocation back on the measured path).
FixSession	FIX 4.4 session over TCP — initiator or acceptor — implementing the session protocol needed to trade: Logon handshake, Heartbeats with TestRequest probing and staleness disconnect, sequence-number tracking with gap detection, Logout handshake, and the application flow NewOrderSingle out / ExecutionReport in (or the reverse, on the venue side).
FixSession.Config
FixSession.Listener	Session callbacks; invoked on the session's reader thread.
FixSessionStore	Persistence seam for a FixSession: sequence numbers and the outbound application-message store.
FixSessionStore.InMemory
FixSessionStore.StoredMessage	One stored outbound application message, replayable on ResendRequest.
NewOrderSingle	Typed view of a FIX NewOrderSingle (35=D).
OrderCancelReplaceRequest	Typed view of a FIX OrderCancelReplaceRequest (35=G) — amend a working order's quantity and/or price.
OrderCancelRequest	Typed view of a FIX OrderCancelRequest (35=F).