Hi, guys
Not sure what implementation you are currently apply in your systems, our trading system is coded using Golang, and using quickfixgo implementation( here https://github.com/quickfixgo/quickfix ), the library is not thread-safe under high order pressure.
Now we are looking for some more professional FIX4.2 library ( would be better if it’s support golang ). Can anyone here recommend some libraries or vendors?
thanks
I took a quick look at your GitHub project and see that you have all FIX versions between FIX 4.0 and FIX 5.0 SP2, looks great. Are you planning to also support FIX Latest? FIX 5.0 SP2 was first published in April of 2009 and has received about 170 Extension Packs since then. FIX 5.0 SP2 has close to 120 messages and about 1500 fields. We are now at more than 160 messages and about 6000 fields.
Do you use the FIX Repository to generate your code and which format, Basic or Unified? Have you looked into the new repository format FIX Orchestra? Going forward, that should be the basis for all (code) generations. FIX also provides an Orchestra representation for FIX 4.2. and FIX 4.4 in GitHub. These are the two legacy versions that continue to be supported as they are still widely used in the FIX community.
If it does not need to be golang, then take a look at QuickFIX/J (Java) or QuickFIX (C++). I am quite sure that they are thread-safe under high order pressure.
Cheers,
Chris.
Hello, I have the same problem. Have you found another alternative?