Project Structure

This project is organized as a multirepo, consisting of multiple underlying crates, some of which are:

• trafix — an umbrella crate wrapping the 2 below.
• trafix-codec — a low-level library for high-performance parsing, encoding, and validation of FIX messages.
• trafix-engine — a full-featured FIX engine with session management, transports, and persistence built on top of trafix-codec.

trafix-codec

trafix-codec is the foundation crate: it provides control over FIX messages manipulation.

Key Features

• Message creation: Version-agnostic FIX message creation using a type-safe builder.

  • Type-safe builder for Message.
  • Allows custom fields.
  • Prevents construction of invalid Messages.

• Message decoding: Version-agnostic FIX message decoding with a focus on correctness.

  • SOH-based frame parsing (tag=value\x01)
  • Support for FIX session-level messages
  • Support for message validation

• Message encoding: Deterministic FIX message serialization with automatic framing.

  • Correct handling of BeginString (8), BodyLength (9), and CheckSum (10)
  • Supports arbitrary field order while enforcing FIX wire rules
  • Efficient buffer-based encoding using (Bytes / BytesMut)

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Example: full usage

use trafix_codec::message::{Message,
field::{Field,
value::{begin_string::BeginString, msg_type::MsgType},},};fnmain(){// Create the FIX message builderlet builder = Message::builder(BeginString::FIX44,MsgType::Logout);// Create a custom field (to be added in header)let custom_header_field = Field::Custom{tag:22,value:b"custom_header_field".to_vec(),};// Create a custom field (to be added in body)let custom_body_field1 = Field::Custom{tag:40000,value:b"custom_body_field1".to_vec(),};// Create a custom field (to be added in body)let custom_body_field2 = Field::Custom{tag:50000,value:b"custom_body_field2".to_vec(),};// build the message after adding the needed fields.let message = builder
.with_header(custom_header_field).with_field(custom_body_field1).with_field(custom_body_field2).build();// encode the message into byteslet encoded_message = message.encode();println!("{:?}", encoded_message);// decoding example; decoding and encoding a message results in the same bytes output.// Raw FIX messagelet input = "8=FIX.4.4\x019=148\x0135=A\x0134=1080\x0149=TESTBUY1\x0152=20180920-18:14:19.508\x0156=TESTSELL1\x0111=636730640278898634\x0115=USD\x0121=2\x0138=7000\x0140=1\x0154=1\x0155=MSFT\x0160=20180920-18:14:19.492\x0110=089\x01";// decode the inputlet message2 = Message::decode(input).expect("Input is valid");// encode the message into byteslet encoded_message2 = message2.encode();println!("{:?}", encoded_message2);}