Uses of Package
com.quantfinlib.fix

Packages that use com.quantfinlib.fix
Package
Description
com.quantfinlib.fix
Zero-dependency FIX 4.4 engine.
  • Classes in com.quantfinlib.fix used by com.quantfinlib.fix
    Class
    Description
    ExecutionReport
    Typed view of a FIX ExecutionReport (35=8) — the venue's answer to an order: acknowledgement, fill, or rejection.
    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.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).