Architecture

The Big Picture

Modules

• The Framer Module handles incoming requests from TCP connections and identifies individual messages from a constant stream of TCP stream data.
• The Parser Module takes an individual message and calls application handler methods in order to inform them of the values of messages.
• The Builder Module is called by application code to generate valid FIX messages.
• The Logger Module ensures that messages and any relevant business logic is completely persisted.

Message Flow

Message from a client

1. A message is sent from a client via TCP to Framing where it is read off the wire and identified as a valid message.
2. The Parser parses the message, calling callbacks into application code.

Message to a client

1. The application code writes a message using the Builder.
2. The Parser parses the message and calls application callbacks to inform them of the contents of the message.

Historical analysis of a message

1. The Logger gets queried by a user wanting to find a set of messages.
2. The Logger looks up the appropriate message from its persistent log.

Dependencies

• The Framer can be used with the Parser independent of Logging to deal with client connections.
• The Parser can be independently used to parse FIX messages as long as they are correctly framed and valid.
• The Builder can be independently used to build FIX messages.