Globs FIX

A FIX 4.4 engine where messages are Glob instances instead of generated classes. The binding between a GlobType and the FIX wire format is annotation-driven and resolved once at startup into flat lookup tables; the per-message path then does no reflection and no allocation.

• The dictionary is a QuickFIX-style XML file, read into a FixModel
• A message type is an ordinary GlobType carrying FixMessageType / FixFieldType annotations — matching is by FIX name, so the Java field names are free
• A full session layer (logon/logout, sequence numbers, gap fill, resend, heartbeat, test request)

Requirements

• Java 22 or higher
• org.globsframework:globs 5.13-SNAPSHOT, plus globs-xml (dictionary parsing) and globs-gson

Installation

<dependency>
    <groupId>org.globsframework</groupId>
    <artifactId>globs-fix</artifactId>
    <version>5.2.0</version>
</dependency>

Binding a GlobType to FIX

Everything is matched on the FIX name found in the dictionary:

Annotation	Placed on	Meaning
FixMessageType.create("NewOrderSingle")	a GlobType	<message name="NewOrderSingle">
FixFieldType.create("ClOrdID")	a Field	<field name="ClOrdID">, which supplies the tag number
FixGroupType.create("NoSecurityAltID")	the target type of a GlobArrayField	a repeating group; the value is the group's count field
FixComponentType.create("Instrument")	a GlobType	a component — components are flattened, so a message may declare Symbol inline instead of nesting an Instrument glob

public class NewOrderSingleType {
    public static final GlobType TYPE;
    public static final StringField clOrdID;
    public static final StringField symbol;
    public static final GlobArrayField<InstrumentType.NoSecurityAltID> securityAltIDs;

    static {
        GlobTypeBuilder builder = GlobTypeBuilderFactory.create("NewOrderSingle");
        builder.addAnnotation(FixMessageType.create("NewOrderSingle"));
        clOrdID = builder.declareStringField("clOrdID", FixFieldType.create("ClOrdID"));
        symbol = builder.declareStringField("symbol", FixFieldType.create("Symbol"));
        securityAltIDs = builder.declareGlobArrayField("securityAltIDs", () -> InstrumentType.NoSecurityAltID.TYPE);
        TYPE = builder.build();
    }
}

Tags present in the dictionary but absent from the GlobType are skipped on read and logged at debug on write, so a type only needs to declare the fields the application cares about.

src/test/java/org/globsframework/fix/fix44/**, HeaderType and TrailerType are the reference examples of hand-written bound types. FixModelToGlobType does the opposite when no hand-written type is wanted: it generates GlobTypes straight from a FixModel.

Writing and reading a message

// 1. the dictionary — parsed with four SAX passes, hence the Supplier<Reader>
FixModel fixModel = ReadFixDictionary.parse("FIX.4.4",
        () -> new InputStreamReader(loader.getResourceAsStream("FIX44.xml"), StandardCharsets.UTF_8),
        new FieldFactoryImpl());

// 2. the application messages; the admin ones (Logon, Heartbeat, ...) are added automatically
GlobModel globModel = new DefaultGlobModel(NewOrderSingleType.TYPE, ExecutionReportType.TYPE);

// 3. a writer publishing the finished bytes
SerializerFixWriterBuilder writerBuilder = SerializerFixWriterBuilder.create(fixModel, globModel,
        HeaderType.TYPE, TrailerType.TYPE, FormatDateTime.autoRefreshUTC(scheduler));
FixWriter writer = writerBuilder.createWriter(
        (data, offset, length) -> socket.write(data, offset, length), new BasicMsgSeqProvider());

writer.write(HeaderType.create("SENDER", "TARGET"),
        NewOrderSingleType.TYPE.instantiate()
                .set(NewOrderSingleType.clOrdID, "order-1")
                .set(NewOrderSingleType.symbol, "ACME.PA"),
        TrailerType.TYPE.instantiate(), false);

// 4. a reader streaming from a ByteReader
FixReader reader = DeserializerFixReaderBuilder.create(fixModel, globModel, HeaderType.TYPE, TrailerType.TYPE)
        .createReader(inputStream::read);
FixMessageValue read = reader.read();
read.header().get(HeaderType.senderCompID);
read.message().get(NewOrderSingleType.clOrdID);

A message that frames and checksums correctly but whose body cannot be decoded comes back as a FixMessageValue carrying a DecodeError(sessionRejectReason, text) — the session layer rejects it and consumes the sequence number rather than dropping the connection.

Fields are written in dictionary order: a field that is not set writes nothing, and a group with no entry is omitted entirely, count included. MsgSeqNum and SendingTime are filled in only when unset.

FIX type ⇄ glob field

FIX type	glob field
INT, NUMINGROUP, LENGTH, SEQNUM	IntegerField
BOOLEAN	BooleanField
FLOAT	DoubleField
MULTIPLEVALUESTRING	StringArrayField, on the wire as one space-separated value (18=1 G)
everything else	StringField

Everything is ISO-8859-1 on the wire; the field separator (SOH) is 0x1.

Session layer

HeaderDesc headerDesc = HeaderDesc.create(HeaderType.TYPE);
SerializerProvider provider = new SingleSerializerProvider(readerBuilder, writerBuilder, headerDesc);

FixServer fixServer = new FixServer("0.0.0.0", 5456,
        new FixConnectionFactory(publish, executor, scheduler,
                userLogonSessionFactory,                       // the application side
                (sender, target) -> new NoCacheDataAdapt(),    // resend cache and seqnum state
                provider, headerDesc));
executor.submit(fixServer::acceptAsAcceptor);   // or acceptAsInitiator(sender, target)

FixSessionImpl implements the FIX 4.4 session rules as a state machine: logon/logout handshake, sequence-number checking, gap detection and gap fill, resend requests, PossDupFlag/OrigSendingTime validation, heartbeats and test requests. Application code plugs in through UserLogonSessionFactory → UserSession → AppMessageReceiver; replay storage is behind FixMessageRepository (InMemoryCacheDataAdapt or NoCacheDataAdapt).

A header GlobType must declare the seven session-critical fields (SenderCompID, TargetCompID, MsgType, MsgSeqNum, PossDupFlag, SendingTime, OrigSendingTime) — HeaderDesc.create throws otherwise.

Use FormatDateTime.autoRefreshUTC(scheduler) in production (the date prefix and the second/millisecond byte pairs are pre-rendered, so a timestamp costs no allocation) and FormatDateTime.shouldRefreshUTC() in tests.

Performance

Writing goes through a FromGlobCaller when one can be generated: one monomorphic call site per field instead of a loop over a FieldWrite[]. Turning it on for plain DefaultGlobs is a JVM property and does not require generating any Glob class:

-Dglobs.caller.fromGlob=org.globsframework.model.generator.AsmCallerGeneratorService

Measured on a NewOrderSingle of 19 fields (JMH, FixMessagePerf): write goes from 2.71 M to 3.55 M ops/s (+31 %). The read side was tried the same way and loses — see CLAUDE.md, which records the numbers and why.

Building

mvn test                                        # full suite (JUnit 5)
mvn test -Dtest=FixSessionSpecTest              # a single class
mvn -q test-compile                             # compile only

Surefire only picks up *Test.java; the other classes under src/test are fakes, bound example types, or main() harnesses (Server, Client, SingleOrderClient) for manual runs.

License

Apache License 2.0 — see https://www.apache.org/licenses/LICENSE-2.0.txt.

Links

• Globs Framework
• GitHub repository