FIX Design Notes

1. how to support multi dictionaries Most fix engine support multi dictionaries. For QFJ, you just specify your expected dictionary file in the configuration file. For safe message interface, you should be aware of the possible conflicts(https://github.com/baoyingwang/QuickFixJTutorial/wiki/QFJ-Type-Safe-messaging)

2. how to separate the complexity of FIX and application logic

• option1 - FIX engine as a relay. FIX messages are marshal/unmarshal by FIX engine, and relayed to related application.
• option2 - Same process with FIX engine, but better code structure.

Normally, better performance for option2.

3. High performance FIX what's your expected performance? Many FIX engines claimed high performance, e.g. http://www.coralblocks.com/index.php/category/coralfix/, http://chronicle.software/products/chronicle-fix/. They are not free.

Consider QFJ, if you expect mili-second level latency, and <3000order/second thoughput.