Build LMAX FIX-to-Custom Receiver Integration

C++ Прочее C++ Python C#

Техническое задание

Develop a FIX gateway (Python/C++/C#) on a VPS to stream LMAX market data. - Connect to the receiver’s existing FIX-compatible socket. - Ensure low latency (<10ms) and reliability. **Skills Needed**: - Expertise in **FIX 4.4 protocol** and **LMAX integration**. - Proficiency in **English** (e.g., Python, Java, C++). - Experience with **socket programming** and **VPS networking**. **Deliverables**: - Source code for the FIX gateway. - Documentation for deployment.


# VPS-side Python script

import socket

from quickfix import *


# Connect to LMAX, parse FIX messages, forward to receiver

receiver_socket = socket.socket()

receiver_socket.connect(("receiver_ip", port))


or 

C++:

  • Build a C++ FIX gateway using QuickFIX or CoralFIX.

  • Forward data via TCP/UDP to the receiver’s socket.


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