The Whisperer Direct interface is founded on the Simple Binary Encoding (SBE) messaging protocol using a simple primitive encoding, and is optimized for low bandwidth, low latency and direct data access.
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
For optimal performance, a tool such as Real-Logic's SBE tool should be used against the Whisperer Direct SBE Schema to generate compilable stubs to support the direct encoding or decoding of messages in the client application.
A simple sample program is also provided on the same page, illustrating:
- Usage of the generated stubs,
- Zero-GC, single threaded implementation model.
References
https://www.fixtrading.org/standards/sbe/ - Provides FPL specification documentation.
https://github.com/FIXTradingCommunity/fix-simple-binary-encoding/wiki/Implementations - Lists reference codec implementations.
https://github.com/real-logic/simple-binary-encoding/wiki - the most widely adopted reference implementation, provides details of the SBE tool.