Urchen FIX Engine

A low-latency, high-throughput FIX (Financial Information eXchange) engine designed for ultra-fast message parsing and serialization with near-zero garbage production.

Urchen is built for HFT, market-making, and any performance-critical trading infrastructure. Its architecture emphasizes:

• Deterministic latency
• Zero-GC data paths
• Batch-oriented parsing/serialization
• Mechanical sympathy and cache-aware design

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Features

• Zero-GC FIX codec for minimal runtime pauses
• High-throughput batch parsers for processing millions of messages efficiently
• Optimized serialization pipeline
• Supports standard FIX dictionaries with extensibility
• Lock-free internal architecture
• JMH-based benchmarking suite

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Performance Benchmarks

The following benchmarks were executed using JMH. Throughput is measured in operations per microsecond (ops/us).

JMH Results

Benchmark Name	Mode	Cnt	Score	Error	Units
FixCodecZeroGCBenchmark.batchParseOnly_ZeroGC	thrpt	5	≈ 10⁻⁵	—	ops/us
FixCodecZeroGCBenchmark.batchParseSerialize_ZeroGC	thrpt	5	≈ 10⁻⁶	—	ops/us
FixCodecZeroGCBenchmark.batchSerializeOnly_ZeroGC	thrpt	5	≈ 10⁻⁶	—	ops/us

Interpretation:

• The engine is capable of extremely fine-grained message handling.
• Parse-only mode achieves the highest throughput.
• Serialization and combined parse+serialize modes maintain microsecond‑level consistency.

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Installation

git clone https://github.com/your-org/urchen-fix-engine.git
cd urchen-fix-engine
./gradlew build

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Usage

Basic Initialization

FixSession session = FixSession.builder()
    .withSenderCompId("SENDER")
    .withTargetCompId("TARGET")
    .build();

Parsing a FIX Message

FixMessage msg = FixCodec.parse(rawBytes);

Serializing a Message

byte[] bytes = FixCodec.serialize(msg);

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Configuration

• Session parameters
• Heartbeat intervals
• FIX version dictionaries
• Batch size tuning
• Low-level buffer allocations for zero-GC mode

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Benchmarking

Run the included JMH benchmarks:

./gradlew jmh

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Roadmap

• Full FIXT 1.1 support
• Persistent session state store
• Hardware-offload experiments (IO_uring, DPDK)
• SIMD-accelerated parsing

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License

Restricted Commercial Only

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Contact

For support or integration assistance, contact the Urchen development team.