Uses of Package
com.quantfinlib.sbe

Packages that use com.quantfinlib.sbe

Package

Description

com.quantfinlib.sbe

SBE-style binary wire codecs and channel adapters — the professional-grade alternative to the text edges (JSON WebSocket in, FIX tag-value out): TradeFlyweight, OrderFlyweight and QuoteFlyweight encode/decode at fixed buffer offsets with zero allocation, zero parsing and zero copying; BinaryMarketDataClient feeds the HftMarketDataBus from a binary stream and BinaryOrderPublisher/BinaryOrderReceiver carry gateway orders over a binary channel.

Classes in com.quantfinlib.sbe used by com.quantfinlib.sbe

Class	Description
OrderFlyweight	SBE-style flyweight codec for an order-entry message — the binary counterpart of a FIX NewOrderSingle, at fixed offsets with zero allocation and zero parsing (see TradeFlyweight for the pattern).
QuoteFlyweight	SBE-style flyweight codec for a two-sided quote message — the outbound format of a market maker (and the inbound format of venue top-of-book feeds), completing the binary codec family: TradeFlyweight (trade in), OrderFlyweight (order out), quote (two-sided out).
TradeFlyweight	SBE-style flyweight codec for a market-data trade message: fixed field offsets over a ByteBuffer, so encode/decode is a handful of absolute primitive reads/writes — zero allocation, zero parsing, zero copying.