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FIX Antenna .NET Core 1.2.0

FIX Antenna .NET Core 1.2.0 is released on .

New Features and Improvements

  •  The ability to load global settings from the properties file located in any directory was added.

    The ability to load settings from the fixengine.properties file located in any directory via Config.ConfigurationDirectory parameter was added. The value of the Config.ConfigurationDirectory parameter can be specified as a path in the client's code.

  •  New type for EntryImpl.AddTag method was added.

    New CHAR override-method type for EntryImple.AddTag method was added.

  •  Case-sensitive register functionality was removed for properties in the fixengine.properties file.

    For example, now the name of the sessions.testSession.senderCompID property can be written as:

    • sessions.testSession.senderCompId
    • Sessions.TestSession.SenderCompID
    • SESSIONS.testSession.senderCompID



Other Changes

  • Stopped testing TLS 1.0 and 1.1 versions.

Fixed Bugs

  • Fixed the issue when the outgoing Logon message did not contain the 141=Y field when the incoming Logon message contained it and the ignoreResetSeqNumFlagOnReset was set to 'true'.
  • Fixed the issue when FIX Antenna .NET Core unexpectedly sent not-required TestRequests messages.
  • Fixed the issue when FIX Antenna .NET Core added misleading log entry "Skipping message" when TestRequest messages were processed correctly.
  • Fixed the issue when the ByteByffer.Add(char) method was encoding-dependent.

FIX Antenna .NET Core 1.1.0

FIX Antenna .NET Core 1.1.0 is released on .

New Features and Improvements

  •  The ability to schedule start/stop tasks for FIX sessions was added.

    New Scheduler functionality was implemented to schedule start and stop tasks for initiator/acceptor sessions, and for all incoming connections on the engine level.

    Please refer to the documentation for more details.

  •  The ability to reset sequence numbers on first incoming Logon message was added.

    The resetSeqNumFromFirstLogon option was implemented. It determines whether sequence numbers should be accepted from the incoming Logon message. This option allows avoiding sequence numbers handshake when it is not required.

    Please refer to the documentation for more details.

Fixed Bugs

  • Fixed the issue when FIX Antenna .NET Core crashed on receiving an incoming HTTP connection.

FIX Antenna .NET Core 1.0.2

FIX Antenna .NET Core 1.0.2 is released on. 

Source code and documentation are available on GitHub under an Apache 2.0 license

Breaking changes

API of version 1.0 does not compatible with versions 0.9.x.

  • All namespaces were reorganized and renamed with the 'Epam.' prefix
  • Many methods converted to properties
  • The number of binaries reduced

Features and improvements

  • QuickFIX dictionaries support
    Dictionaries in QuickFIX format can be used to start FIX sessions 
  • Assigning an individual dictionary to a specific FIX session
    An individual dictionary can be assigned to a specific FIX session in the property file
  • Using environment variables for configuration
    Configuration parameters can be defined in environment variables. Environment variables have the highest priority
  • Tag generation tool
    The tag generation tool generates a set of FIX-dictionary tags as constants inside a DLL file. Thus, the human-readable names of the tags and tag values can be used instead of their numbers and numeric values (for standard values)

  • Asynchronous connection
    API supports the asynchronous session connection. ConnectAsync() the method was introduced to the IFixSession interface

FIX Antenna .NET Core 0.9.4

FIX Antenna .NET Core 0.9.4 is released on .

New Features and Improvements

  • Added configuration option seqNumLength to configure the minimal length of SeqNum fields
    If configured length is more than the actual length, the value will be prepended with leading zeroes.
    For the details see FA .NET Core Programmer's Guide - Configuration.
  • Added API method FixMessage.TryGetLongByIndex(int index, out long value)
    The method returns true if a tag exists and a value could be parsed as long, and returns the parsed value as out long value. If no tag exists or a value cannot be parsed as long, it returns false. 

FIX Antenna .NET Core 0.9.3

FIX Antenna .NET Core 0.9.3 is released on . 

New Features and Improvements

Hide passwords in FIX logs and application logs

A new configuration parameter maskedTags was introduced in this version. A user can specify tags that values will be masked with asterisks in the FIX session and application log files. This is done to obfuscate sensitive information (such as logins and passwords) by applying masks. The tag values are obfuscated with asterisks. The number of asterisks depends on the field length.

NOTE: Session logins are not obfuscated by default, but this option can be configured.

The placeholder "<masked value>" from any text block "Password=<masked value>" is obfuscated with three asterisks in the application logs.

When a message in the application log includes a FIX message, the Engine obfuscates sensitive field values in the FIX message with the corresponding number of asterisks.

Make hints with a description of public methods/parameters visible for FA .NET Core

Developer gets information about public properties and methods while working with FIX Antenna .NET Core in Visual Studio:

Include runClientRoundTripLatencyBM and runServerRoundTripLatencyBM samples to the package

The examples folder in the distribution package now includes two additional samples:

  • \Examples\Latency\Sender
  • \Examples\Latency\Server

How to measure FA .NET Core performance using the roundtrip latency benchmark samples

Implement compatibility with Log Replicator

FIX log index files from FileSystemStorageFactory and MmfStorageFactory are now compatible with the Log Replication tool.

Fixed Bugs

  • FIX Antenna .Net Core sends SendingTime tag in the message body for Sequence Reset (4) message
  • MmfStorageFactory could not initialize the index file after the application restart in rare conditions

FIX Antenna .NET Core 0.9.2

FIX Antenna .NET Core 0.9.2 is released on . 

FIX Antenna™ .NET Core 0.9.2 brings compatibility with the latest version of .NET Framework - 4.8.

The Engine was tested under .NET Core 3.1 and under .NET Framework 4.8 and is intended to be used under these platforms.
The Engine itself is based on .NET Standard 2.0 and shares the same set of features under both platforms.

Users should manually clean 'obj' and 'build' folders inside the sample application's folder in case it is needed to sequentially run the same sample for a different target platform (for example, EchoServer for .NET Core after .NET Framework 4.8)

New Features and Improvements

  • Optimized memory allocation on message receiving.

  • Added ability to choose the IP protocol version between IPv4 or IPv6. Dual mode is used by default.

    Please note: IPv4 should be specified for OpenOnload

Fixed Bugs

  • FixServer does not shut down on calling the Stop() function in case FixSessionManager was not explicitly stopped.

FIX Antenna™ .NET Core 0.9.0

FIX Antenna™ .NET Core is a high-performance low latency .NET FIX Engine.

The engine is based on .NET Standard 2.0 and is compatible with any platform that supports .NET Standard 2.0 and further.

The Engine is intended to be used under .NET Core starting from version 3.1 and further and was tested under this platform.

One of the key benefits of using .NET Standard and .NET Core is the ability to use Engine under different OS: Windows, Linux, Mac.

Requirements & Compatibility

  1. Libraries compatibility: any OS with a .NET platform which supports .NET Standard 2.0 and further (.NET Core is preferable).
  2. Samples compatibility: any OS with installed .NET Core 3.1 and further.
  3. Samples and libraries were tested with .NET Core under Windows 10 and Linux Ubuntu 16.04.

FIX Engine

  1. Supports FIX 4.0 - FIX 4.4, FIX 5.0, FIX 5.0 SP1, FIX 5.0 SP2
  2. Supports all FIX message types (pre-trade, trade, post-trade, market data, etc.)
  3. Customizable FIX protocol with user-defined tags and message types
  4. Sequence numbers management
  5. Microseconds in FIX tags (MIFID II)
  6. Smart resend request handling
  7. Validation against FIX dictionaries
  8. Unregistered acceptors handling
  9. Standard FIX routing based on DeliverTo and OnBehalfOf fields
  10. Store messages while disconnected
  11. Switch to the backup connection
  12. Round-robin reconnect option to multiple backup destinations for an initiator session
  13. Administrative Plugin for Fix Antenna

Sessions Processing

  1. Session Qualifiers
  2. Multiple FIX sessions
  3. Initiator/Acceptor Sessions
  4. Auto-reconnect Session
  5. Transient Sessions
  6. Restore state after failure (Persistent Session)
  7. Pluggable session level

Storage

  1. Supported Storage Types:
    1. Null storage
    2. In-memory storage
    3. Persistent storage
    4. Persistent Memory Mapped based storage
  2. Storage management (get a message by seq. num, get creation time)

Performance Tuning

  1. Ability to enable or disable Nagle's algorithm to minimize latency or maximize throughput
  2. Ability to manipulate the internal outgoing queue size to get maximum throughput (process messages in batch) or lower latency (minimal time in queue)
  3. Ability to use different levels of message validation to balance between reasonable correctness and good performance:
    1. Well formedness validation
    2. Validation of allowed message fields
    3. Validation of required message fields
    4. Validation of message fields order
    5. Validation of duplicated message fields
    6. Validation of field values according to defined data types
    7. Validation of repeating group fields
    8. Conditionally required fields
  4. Ability to choose the sending mode. Synchronous sending gives lower latency, but asynchronous is preferable for getting a better throughput
  5. Ability to configure CPU affinity to enable the binding and unbinding of a thread to a CPU, so that the thread will execute only on the designated CPU rather than on any CPU
  6. Setting send and receive socket buffer sizes for TCP transport options

Configuration

  1. Supports configuration in properties file format
  2. Ability to configure default behavior and custom sessions in the same configuration file

Monitoring and administration

  1. Proprietary built-in remote monitoring and administrative interface for sessions monitoring and management
  2. Public API to override and/or extend existing administrative instructions
  3. Rich monitoring and administration GUI (FIXICC) out of the box

Message composition API

  1. Provides the following functionality:
    1. Creating a message from a raw FIX string (parse)
    2. Serializing a FIX object message to a raw FIX string
    3. Adding, removing, modifying FIX fields, and repeating groups
    4. The ability of internal pooling to reduce memory allocations
    5. FIX flat message model - generic model to work with the abstract FIXMessage class via fields and groups getters and setters, which gives the highest performance
  2. RG API - API for working with repeating groups. Similar to FIX flat message model but allows to work with structures
  3. Prepared messages - message template for the faster sending the messages with the same structure but with different values
  4. Efficient getters and setters for working with values as with primitive type to reduce garbage production

Security

  1. Logon Customization
  2. Standard FIX authorization utilizing username and password fields in FIX Logon message
  3. Strategies for accepting incoming sessions:
    1. Auto-accept incoming sessions (to simplify development and testing)
    2. Auto-decline non-pre-configured sessions
  4. IP range based whitelisting for incoming connections
  5. CME Secure Logon support

Options

  1. Option "disconnectOnLogonHeartbeatMismatch"
  2. "resetThreshold" configuration option (handling of counterparties that ignores sequence reset and continues to send old sequence numbers)
  3. Option "resetQueueOnLowSequence"

Services

  1. Licensing system
  2. Logging to text files
  3. Logging to the socket (Splunk) via NLog
  4. ASCII codes in FIX logs file names
  5. Configuration of session parameters from .XML

Packaging

  1. A zip archive package is provided
  2. Sample EchoServer
  3. Sample Connect to gateway
  4. User’s guide
  5. Reference Manual (with a description of all classes and methods)

Safety

  1. Listen port management (Listen port per session)
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