# ExFix
[](https://travis-ci.org/santif/ex_fix)
[](https://hex.pm/packages/ex_fix)
[](https://coveralls.io/github/santif/ex_fix?branch=master)
FIX Session Protocol (FIXT.1.1) implementation in Elixir.
Currently only supports FIX Initiator (buy side).
## Installation
Add `ex_fix` to your list of dependencies in `mix.exs`:
```elixir
def deps do
[{:ex_fix, "~> 0.1.0"}]
end
```
## Two phase parse
This library allows to parse the FIX message until certain tags are found. At that
point it is possible to send the message to another process (example, a Book process,
Account process, etc) to complete the parse and execute business logic.
As can be seen in the benchmarks below, two-phase parse allows to substantially
decrease the time spent in the network client process.
## To Do list
This is a work in progress. Here is a list of some pending tasks, PRs are allowed.
- Dictionary based message validation/parse/serialization
- Automatic generation of parser/validator/serializer from XML dictionary file
- FIX Acceptor
- Multiple hosts configuration, for failover
- Etc
## Benchmarks
Elixir can't beat the performance of C/C++, but this library allows to avoid
communication time between an external FIX initiator and the Erlang VM.
In addition, there are fewer dependencies and number of failure points.
- HW: Laptop Dell Latitude E5570 Intel(R) Core(TM) i7-6600U CPU @ 2.60GHz 16 GB RAM
- Parse benchmark: Execution Report with 155 bytes.
- Serialize benchmark: New Order Single with 115 bytes.
```
$ mix bench
...
## ExFixBench
benchmark name iterations average time
Parse - Stage 1 (without validation) 500000 6.41 µs/op
Parse - Stage 1 500000 7.85 µs/op
Serialize 100000 12.28 µs/op
Parse - Full Msg (without validation) 100000 15.11 µs/op
Parse - Full Msg 100000 15.95 µs/op
```
## Author
Santiago Fernandez `<santif@gmail.com>`.
## License
Copyright (c) 2017 Matriz S.A. [http://www.matriz.com.ar](http://www.matriz.com.ar)
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
