OpenTrading / fix_parser

FIX protocol parser

Table of Contents FIX protocol parser (beta) Dependencies Build Build (linux) Build (Windows) Build Erlang binding Build Python binding Examples of usage С Erlang Python

FIX protocol parser (beta)

This is an implementation of FIX protocol parser for parsing/constructing FIX messages. The main reason to implement another one FIX parser is a performance issue of well known open-source FIX parser quickFIX

Dependencies

• cmake
• libxml2-dev
• gcc - for Linux
• MS Visual Studio 2010 - for Windows

Build

Build (linux)

 cd build
 ./build.sh

libs directory will contain built libraries (both static and shared)

Build (Windows)

 cd build
 ./build_vs10.bat

Build Erlang binding

 cd bind/erlang/fix_parser
 ./rebar compile

Build Python binding

 cd bind/python
 cp ../../fix_descr/fix.4.4.xml .
 cp ../../build/libs/libfix_parser.so .
 python example.py

Examples of usage

С

Erlang

Python