SBE

When I parse a string from a fixed length SBE field, is the string terminated with a single 0, or how otherwise do I determine where to truncate? Conversely, when I populate such a field, should I ensure that the remainder of my array after the string is zeroed out or otherwise?

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In addition, SBE is a performance-oriented wire protocol. If checksums are included as for the FIX protocol, application-level checksum computation becomes a significant component of the overall cost.

Session Handling

If I wanted to keep a message store so I could resend messages, what technique would MF recommend?

A typical technique is to write every outgoing message to a memory mapped file at the same time as sending it down the TCP socket, for possible retrieval later. The file could be persisted to disk periodically if there was a need to keep it longer term.
If you don't need to replay messages to the venue, then just storing the sequence number is good enough.