OnixS C++ B3 BOE Binary Order Entry 1.3.0
API Documentation
Loading...
Searching...
No Matches
Introduction

OnixS ultra-low latency C++ B3 Binary Order Entry Handler is a C++ class library that encapsulates the B3 Binary Order Entry protocol for the PUMA Trading System.

Main Features

  • Ultra-low latency access to the B3 PUMA Trading System order entry gateway.
  • Easy-to-use API.
  • Fault Tolerance.
  • Multiple Threading Models.
  • Message Gap Detection and Retransmission Handling.
  • Session Scheduling.
  • Flexible Logging.
  • Pre-Certified.

Services

The Handler provides the following services:

  • Manages network connections.
  • Implements Session Security/Authentication.
  • Supports FIX Simple Binary Encoding (SBE), delivering faster encoding/decoding.
  • Supports FIXP Performance (FIXP) session management point-to-point session layer protocol.
  • Manages the FIXP application layer (defines business-related data content).
  • Creates (outgoing) SBE messages.
  • Parses (incoming) SBE messages.
  • Persists messages and session state.
  • Recovers the FIXP session state after restarting.
  • Detects the telecommunication link failures and reconnects automatically.
  • Supports Solarflare Onload Application Accelerator Extensions APIs to ensure the lowest possible latency and minimal jitter.

Architecture

The following image is a high-level overview of the Handler architecture: