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Programming language: Java
Tags: Projects     Financial    
Latest version: v1.2.0

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README

Philadelphia

Philadelphia is a low-latency Financial Information Exchange (FIX) engine for the JVM.

You can use Philadelphia to connect to stock exchanges, brokerage firms, and other network endpoints that use the FIX protocol. You can also use it to provide your own services using the FIX protocol.

Philadelphia is designed to exhibit low and predictable latency. To achieve this, it supports non-blocking, zero-copy networking and does not allocate any memory on message reception or transmission. It can achieve [7.7 µs round-trip time (RTT)](examples/initiator) over the loopback interface.

Philadelphia requires Java Runtime Environment (JRE) 8 or newer.

Download

See the latest release on GitHub.

Modules

Philadelphia contains the following libraries:

  • [Core](libraries/core) implements the Financial Information Exchange (FIX) protocol.

  • [FIX 4.2](libraries/fix42), [FIX 4.3](libraries/fix43), [FIX 4.4](libraries/fix44), [FIX 5.0](libraries/fix50), [FIX 5.0 SP1](libraries/fix50sp1), [FIX 5.0 SP2](libraries/fix50sp2), and [FIXT 1.1](libraries/fixt11) implement the FIX protocol versions.

See the FIX Trading Community for the protocol specifications and Philadelphia Extras for additional FIX dialects.

Philadelphia contains the following applications:

  • [Terminal Client](applications/client) is a simple console application for interacting with a FIX acceptor.

  • [Code Generator](applications/generate) is a simple console application for generating Philadelphia profiles for FIX dialects.

Philadelphia contains the following example applications:

  • [Test Acceptor](examples/acceptor) implements a simple FIX acceptor.

  • [Test Initiator](examples/initiator) implements a simple FIX initiator.

Philadelphia contains the following test applications:

  • [Performance Test](tests/perf-test) contains microbenchmarks for the FIX protocol implementation.

For more information on Philadelphia:

License

Copyright 2015 Philadelphia authors.

Released under the Apache License, Version 2.0. See LICENSE.txt for details.


*Note that all licence references and agreements mentioned in the Philadelphia README section above are relevant to that project's source code only.