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zeekay
b42c4ed5b8
FIX 4.4 / 5.0 trading channel over ZAP — sub-microsecond p99. Schema-first release: schema/zap_fix.zap defines the wire format in ZAP schema language. Reference implementations follow in v0.2 once zap-proto/spec provides cross-language codegen. See https://github.com/zap-proto/papers/tree/main/fix-trading-channel for the formal analysis.
56 lines
1.2 KiB
Plaintext
56 lines
1.2 KiB
Plaintext
# zap-fix — FIX 4.4 / 5.0 trading channel over ZAP.
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#
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# One FIX message = one ZAP frame. The hot routing fields
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# (sender/target/seqnum/msgtype) are lifted from the SOH body into the
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# envelope so a router can dispatch without parsing the FIX text. The
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# raw FIX body remains in `payload` so existing FIX engines accept it
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# unchanged.
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#
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# Optional binary mode: when `body` is set instead of `payload`, the
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# pre-parsed structured fields ride directly in the frame, eliminating
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# SOH walk on the receiver. Either mode preserves SeqNum monotonicity.
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struct Envelope
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senderCompId Text
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targetCompId Text
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msgSeqNum UInt64
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msgType Text
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sendingTime UInt64 # unix nanos
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body Body
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struct Body
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union
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payload Data # raw SOH-delimited FIX message
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binary StructuredBody # parsed fields in ZAP-binary form
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struct StructuredBody
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symbol Text
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side Side
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ordType OrdType
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price Float64
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quantity Float64
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clOrdId Text
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account Text
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tags List(Tag)
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struct Tag
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num UInt32
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value Text
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enum Side
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buy
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sell
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buyMinus
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sellPlus
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sellShort
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sellShortExempt
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cross
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enum OrdType
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market
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limit
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stop
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stopLimit
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marketOnClose
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pegged
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