I've talked to several programmers and they said that writing basic engine to encode/decode fix/fast messages is pretty easy and about 3-days work for fix and one week work for fast. I'm looking for something like that.
QuickFix looks pretty big and little bit "slow" and complicated project and I guess it contains a lot of features I don't need (but they likely affect performance)
So far I only need to receive quotes from fast-fix via multicast udp and recover if some quote is missing.
So I'm looking for opensource engine that offers only general functionality, basically encoding/decoding fast/fix messages. What can you suggest?
I do need:
- simplicity
- speed
I don't need
- features
I don't need complete ready to use solution. I want to have something useful simple and fast and I can code the rest myself.
Useful, simple, and fast can only come by writing a FIX engine from scratch. Ten times as fast as QuickFix is possible without the mental burden of QuickFix's appalling code structure. Plan for a long three days!