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fix_alchemy

0.2.2
0.3.0 0.2.4 0.2.2 0.2.1 0.2.0

A FIX protocol engine for Elixir — Financial Information Exchange for trading venues and brokers. Speaks any FIX version, building its dictionary from any QuickFIX-format spec XML. Runs initiator or acceptor sessions, routing market data, orders and execution reports, decoding only what you use.

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fix_alchemy CHANGELOG.md
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CHANGELOG.md 

# Changelog



## 0.1.0



Initial release.



### Session protocol



- `FixAlchemy.Engine` runs the session protocol for one connection, independent

  of which side dialed: framing, sequence numbers, heartbeats and TestRequests,

  ResendRequests and replay, and delivery to subscribers.

- `FixAlchemy.Client` initiates: dials, sends the Logon, reconnects with backoff.

- `FixAlchemy.Server` accepts: listens over TCP or TLS, matches each Logon to a

  configured session, and refuses one that matches nothing, fails credentials,

  or names a session already connected.



### Dictionaries



- Generates field, message, and repeating-group parsers from a venue's FIX XML,

  including the `FIXT1.1.xml` and `FIX50SP2.xml` pair a FIX 5.0 session needs.

- `FixAlchemy.Engine.Validation` checks inbound messages against the dictionary

  and answers a bad one with a Reject naming the SessionRejectReason.



### Routing and market data



- `FixAlchemy.Dispatch` routes inbound messages to subscribers by MsgType, by a

  tag equalling a value, or by a predicate over a tag.

- `FixAlchemy.Feed` publishes one price to many sessions through a tree of venue

  transforms, applying each transform once however many sessions sit below it.



### Storage



- `FixAlchemy.MessageStore` retains sent messages for replay; in-memory by

  default.

- `FixAlchemy.SessionStore` carries sequence numbers across connections and

  restarts, keyed by BeginString, SenderCompID and TargetCompID; ETS-backed

  implementation included.