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This is a clean-start development, allowing MarketFactory and its customers to move to a new integration model, as outlined below. Whisperer Direct is not related to the Whisperer Classic SBE3 implementation in any way and utilises a completely new SBE schema and Server-side components. Whisperer Direct differs from Classic in that there is no API server. Instead all client connections are arbitrated by a single Logon Service that hands-off the connection to the relevant Feed Handler, which then communicates directly with the client thereafter for all session types. For detailed information relating to the changes, please refer to Whisperer Direct vs Whisperer Classic. |
Getting Started
As with our previous SBE offering, MarketFactory provides a reference client implementation in Java, using a Zero-GC, single threaded implementation model. This is based on the the SBE reference sources and illustrates the end result of using the the Real Logic compiler against the Whisperer Direct SBE Schema to generate compilable codec stubs and integrating the generated code with a higher level interface that supports the desired pricing and trading workflows.
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The Whisperer Direct implementation employs the latest Simple Binary Encoding - version="1.0 Draft Standard" This is NOT the same as that utilised for SBE3. |
References
https://www.fixtrading.org/standards/sbe/ - Provides FPL specification documentation.
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https://github.com/real-logic/simple-binary-encoding/wiki - the most widely adopted reference implementation, provides details of the SBE tool.
Additional Material
Further detail is provided in the following page(s):
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