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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. Whilst Whisperer Classic is essentially Taker SPT CLOB/ESP only, Whisperer Enterprise differs from Classic in that all FX Product types [SPT, FWD, NDF, SWP, NDS, BLK, NDB, BAT] and all trading models [CLOB orders, Maker/Taker ESP, RFS & RFQ] are supported - all delivered via a single SBE API. Client sessions are managed by the relevant Feed Handler only which facilitates direct communication between Customer and Venue for all session types. Whisperer Enterprise is not related to the Whisperer Classic SBE3 implementation in any way and utilises a completely new SBE schema and Server-side components. For detailed information relating to the changes, please refer to Whisperer Enterprise vs Whisperer Classic. |
Getting Started
The Whisperer Enterprise interface is founded on the Simple Binary Encoding (SBE) protocol which was commissioned by the CME in 2013, and has become the de facto successor to FIX / FAST.
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The Whisperer Enterprise implementation employs the latest Simple Binary Encoding - version="1.0 Final 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 (and used by MarketFactory), provides details of the SBE tool.
Additional Material
Further detail is provided in the following page(s):
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Overview
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