On Sunday, 27 December 2015 at 09:51:42 UTC, tcak wrote:
On Sunday, 27 December 2015 at 09:27:18 UTC, Kokyo wrote:
Hi there,
I've just read a thread about low latency programming using D.
As a Java user, I'm developing low latency applications in the
financial area. In Java, there are some comprehensive FIX
engines like QuickFix/J or lightweight engines like Falcon
available as open source. I like to look at those source codes
to see how colleagues solved the different tasks to deal with
FIX streams or sessions.
Now that I'd like to use the holidays to dive into D, I wonder
if there's an open source FIX protocol engine written in D
that I could use as a study object.
Do you know such a project?
Kind regards,
Kokyo
I don't know any implementation of it (even first time I heard
of FIX engine) in D,
but since QuickFix has implementation for Fix Protocol in C++,
a D binding can be
written for that.
http://www.quickfixengine.org/
http://www.quickfixengine.org/FIX50.html
An engine with a C API will be much easier to integrate with D
than a C++ one. I just had a quick google and found this guy....
https://github.com/libtrading/libtrading/blob/master/docs/quickstart.md
Mike Parker (aldacron) has written some great blog posts around
how to wrap C apis with D, so I'd recommend reading them when it
comes to wrapping an API.
Cheers,
A.
