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For those client not immediately familiar with binary messaging protocols such as SBE, MarketFactory has prepared a open sample client application in Java illustrating best practice models for usage of the codec stubs generated from the schema, threading model, callbacks etc. This should be considered a starting point for integration into the customers specific deployment architecture.
The SBE encoders and decoders in the samples are generated using the SBETool with the following options:
| Code Block | ||
|---|---|---|
| ||
sbe.target.language: 'Java'
sbe.validation.stop.on.error: 'true'
sbe.target.namespace: 'com.marketfactory.protocol.sbe4'
sbe.validation.xsd: validationXsdPath
sbe.java.generate.interfaces: 'true'
sbe.generate.stubs: true |
4.0.0 - 20 Jan 2021
- [UPDATED] BREAKING CHANGE. Schema changed to 18542
- Reject and BusinessMessageReject - These standard FIX protocol messages have been added as part of a planned migration from ErrorReport, which will be deprecated in due course.
- TenorType - M13 & M14 tenors added, for Integral_RFS_Maker
- Execution Report legAvgPx - New field
- MarketDataRequest - Now incorporate a NoBodyPassthruFields block to support per-venue customisation.
- Additional values in various enums
- [UPDATED] BREAKING CHANGE. Synchronisation Model Changed
- Details here https://confluence.marketfactory.com/x/IIFZAg
- The Sample Client will not work with servers prior to the 2020.11.16.WE version
- [UPDATED] Removed the requirement for samples to increment next expected sequence numbers.
- To increase the consistency and clean up the sample code the
inputSequenceStore.compareAndIncrement(messageHeader.msgSeqNum());has been removed from every onXXX message handler callback method. The incrementing happens before the message is sent to the callback.
- To increase the consistency and clean up the sample code the
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