FIX Engine — FIX Antenna .NET Core

• Supports FIX 4.0 - FIX 4.4, FIX 5.0, FIX 5.0 SP1, FIX 5.0 SP2, FIXLatest
• Supports all FIX message types (pre-trade, trade, post-trade, market data, etc.)
• Customizable FIX protocol with user-defined tags and message types
• Sequence numbers management
• Supports high-precision timestamps in accordance with MiFID II requirements
• Supports of the popular FIX dictionary format used by QuickFIX
• Smart resend request handling
• Message validation
  • Well formedness validation
  • Validation of allowed message fields
  • Validation of required message fields
  • Validation of message fields order
  • Validation of duplicated message fields
  • Validation of field values according to defined data types
  • Validation of repeating group fields
  • Conditionally required fields
• Multiple session management
  • Supports up to several hundred concurrent sessions on a single instance on recommended hardware
  • Each session can be configured separately. FIX Dialect can be configured for a session
• Standard FIX routing based on DeliverTo and OnBehalfOf fields
• Resend requests according to FIX Standard
• Session Qualifier support for identifying different sessions with the same SenderCompId and TargetCompId

• Later delivery mode allows unsent messages to be stored in a queue and delivered later when connection is re-established. Recommended configuration for a session, where execution reports are to be delivered e.g. session with traders
• Reject mode allows handling messages that cannot be delivered

• Different modes of handling sequence number during logon and reconnect
  • Disconnect on disconnect session if Logon answer contains other HeartBtInt(108)
  • Handling of counterparties that ignores sequence reset and continues to send old sequence numbers
  • Support sessions with seq num lower than expected
• Logon Customization
• Sequence numbers padding
• Possibility to force sequence number reset on Logon
• Ability to create custom handler for any type of message
• Ability to add custom pre-processing of messages 
• Ability to add custom post-processing of system-level messages before they are sent to a counterparty

• Switch to backup connection
• Round-robin reconnect option to multiple backup destinations for an initiator session
• Auto-reconnect session in case of connection drops
• FIX message throttling
  • Drop session with high load.
  • Limit/Pause outgoing message flow
• Resend request limitations
  • Reject resend requests with large block size to be re-sent
  • Limit size of messages for resending
  • Ignore resend request duplicates in order to prevent infinite resend loop

• Ability to enable or disable Nagle's algorithm to minimize latency or maximize throughput
• Ability to use different levels of message validation to balance between reasonable correctness and good performance.
• Ability to choose sending mode.
  • Synchronous sending mode for lower latency,
  • Asynchronous sending mode for better throughput
• Ability to configure CPU affinity for binding a thread to a certain CPU
• Setting send and receive socket buffer sizes for TCP transport options
• Ability to use transient sessions that do not use any persistence. This significantly increases performance while forgoing recovery. Applicable when recovery is not required (e.g. for market data) or when persistence is done by an application that uses the FIX Antenna engine
• Work with the FIX message as it has a flat structure which gives the highest performance
• Efficient getters and setters for working with values as with primitive type to reduce garbage production
• Supports memory-mapped file storage, which is faster than storage based on RandomAccessFile in most cases. 

• Supports configuration in properties file format
• Ability to configure default behavior and custom sessions in the same configuration file
• Configuration of session parameters from .XML

• Proprietary built-in remote monitoring and administrative interface for sessions monitoring and management
• Public API to override and/or extend existing administrative instructions
• Rich monitoring and administration GUI (FIXICC) out of the box
• Logging to plaintext files
• Logging to the TCP socket via NLog

• Creating a message from a raw FIX string (parse)
• Serializing a FIX object message to raw FIX string
• Adding, removing, modifying FIX fields, and repeating groups
• The ability of internal pooling to reduce memory allocations
• FIX flat message model - generic model to work with the abstract FIXMessage class via fields and groups getters and setters
• API for working with repeating groups.
• API for building messages from existing templates with specified type, structure, prefilled header and trailer.

• The Engine brings compatibility with the latest version of .NET Framework - 4.8.
• The Engine was tested under .NET Core 3.1 and under .NET Framework 4.8 and is intended to be used under these platforms.

• Supported Storage Types:
  • Null storage
  • In-memory storage
  • Persistent storage
  • Persistent Memory Mapped based storage
• API for storage management, like getting a message by seq. num, get creation time, etc.

The package includes:

• Assemblies (.dll) both for Windows and Linux
• Sample EchoServer
• Sample Connect to gateway
• User's guide
• API Reference Manual