API Reference FIXAlchemy v#0.2.0

FIX protocol engine for Elixir.

Base for a platform trading backend over the FIX engine.

Trading capabilities derived from a venue's FIX specification.

GenServer-based FIX protocol session client — the initiator side.

Keyed pub/sub subscription state for one session.

The FIX session protocol for one connection, independent of which side dialed.

Session-level checks an acceptor applies to every inbound message.

Publishes one price to many sessions, applying each venue transform once.

Turns a permission stage into a price transform.

Macros and helpers for working with FIX messages using symbolic field names.

Generates Elixir modules from FIX specification XML files.

Runtime engine for parsing FIX repeating groups from ordered keyword lists.

Base for a per-session market data subscriber.

The plain-FIX market data handler for the baseline :fix backend.

A bounded record of the raw messages a session sent and received.

Storage for sent messages so a session can answer a ResendRequest.

In-memory FixAlchemy.MessageStore, held in the client's own state.

Normalization of working orders from parsed ExecutionReports.

FIX protocol framing and decoding built on binary pattern matching.

Base for a per-session portfolio subscriber.

The plain-FIX portfolio handler for the baseline :fix backend.

Contract for publishing engine events to interested processes.

Default FixAlchemy.PubSub implementation, forwarding to Phoenix.PubSub.

Session sequence-number state for one FIX connection, both directions.

A FIX acceptor: listens for initiators and runs a session for each.

Owns an acceptor's listening socket and turns each connection into a session.

Matching an inbound Logon to one of an acceptor's configured sessions.

One connection an acceptor has taken, from its Logon to its disconnect.

Base for a per-session handshake subscriber.

The plain-FIX session handler for the baseline :fix backend.

One FIX session of a connection: its name, its SenderCompID, the roles it serves, and the shared settings it overrides.

The sessions a connection is running, and the roles each one serves.

Tracks the live status of every named FIX session of a connection, including the last error that took a session down — e.g. the Text from a Logout rejecting a logon.

Storage for a session's sequence numbers, keyed by session identity rather than by process.

FixAlchemy.SessionStore held in an ETS table.

Per-session supervision tree for one FIX connection.

Compile-time FIX specification loader.

Parses FIX protocol specification XML files into structured data.

Generic FIX order-entry and account-read API.

The baseline :fix trading backend.

Socket operations over plain TCP or TLS, chosen by an atom.