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BytesAgain β€Ί Skills β€Ί NexusFIX Development Expert
πŸ¦€ ClawHub

NexusFIX Development Expert

by @alan-stratcraftsai

Use when building, reviewing, debugging, or optimizing NexusFIX-based C++ FIX protocol code. Covers session management, order entry, market data subscription...

Versionv1.0.0
Downloads539
#clawhub
TERMINAL
clawhub install nexusfix

πŸ“– About This Skill

name: nexusfix description: Use when building, reviewing, debugging, or optimizing NexusFIX-based C++ FIX protocol code. Covers session management, order entry, market data subscription, low-latency message parsing, and zero-allocation hot-path constraints. Also use when generating new FIX connectivity code that must follow C++23 best practices with std::expected error handling, fixed-point arithmetic, and SIMD-accelerated parsing. version: 1.0.0 author: StratCraftsAI license: MIT platforms: [linux, macos] metadata: clawdbot: trigger: nexusfix|NexusFIX|FIX protocol|FIX connectivity|fix44|fix50 category: fintech tags: [cpp, fix-protocol, low-latency, trading, c++23]

NexusFIX Development Expert

  • GitHub: https://github.com/StratCraftsAI/NexusFIX

    • When to Use

    When the user needs to build, optimize, or debug FIX protocol connectivity in C++. Covers session management, order entry, market data, and low-latency message parsing.

    Architecture

    NexusFIX is a header-only C++23 FIX protocol engine. Parse latency is under 250ns for ExecutionReport messages. Throughput exceeds 4M msg/sec single-threaded.

    Key design decisions:

  • Zero-copy parsing: std::span views over raw buffer. No intermediate string copies.
  • Two-stage SIMD parsing: AVX2/AVX-512 scans for SOH delimiters first (structural index), then extracts fields by tag. Similar to how simdjson handles JSON.
  • Builder pattern for outbound messages: NewOrderSingle::Builder chains field setters, calls .build(assembler) to serialize.
  • std::expected error handling: All parse functions return std::expected. No exceptions on hot path.
  • Fixed-point arithmetic: FixedPrice (8 decimal places) and Qty (4 decimal places). No floating-point for prices.
  • PMR memory pools: Pre-allocated buffers, zero heap allocations during message processing.

    • Constraints (Strict)

    When generating code that uses NexusFIX, the following rules are mandatory:

  • C++23 only. Use designated initializers, std::expected, concepts, constexpr/consteval.
  • Zero allocations on hot path. No new, delete, std::map, std::unordered_map, or std::string construction in message processing loops.
  • No std::endl. Use \n.
  • No virtual functions in performance-critical code.
  • No std::shared_ptr on hot path.
  • No floating-point for prices. Use FixedPrice::from_double() or FixedPrice::from_string().
  • All functions that can fail return std::expected. Check .has_value() before accessing.
  • Mark hot-path functions noexcept.
  • Use [[nodiscard]] on all API return values.

    • Common Patterns

    Connecting and Sending an Order

    #include 
using namespace nfx;
using namespace nfx::fix44;
    TcpTransport transport;
transport.connect("fix.broker.com", 9876);
    SessionConfig config{
    .sender_comp_id = "MY_CLIENT",
    .target_comp_id = "BROKER",
    .heartbeat_interval = 30
};
SessionManager session{transport, config};
session.initiate_logon();
    while (!session.is_active()) {
    session.poll();
}
    MessageAssembler asm_;
NewOrderSingle::Builder order;
auto msg = order
    .cl_ord_id("ORD001")
    .symbol("AAPL")
    .side(Side::Buy)
    .order_qty(Qty::from_int(100))
    .ord_type(OrdType::Limit)
    .price(FixedPrice::from_double(150.00))
    .build(asm_);
transport.send(msg);

    Parsing an ExecutionReport

    void on_message(std::span data) {
    auto result = ExecutionReport::from_buffer(data);
    if (!result) return;
        auto& exec = *result;
    if (exec.is_fill()) {
        // handle fill
    }
}

    Message Routing

    auto parser = IndexedParser::parse(data);
if (!parser) return;
    switch (parser->msg_type()) {
    case '8': on_execution_report(data); break;
    case 'W': on_snapshot(data); break;
    case 'X': on_incremental(data); break;
}

    Anti-patterns

    Do NOT generate code like this when working with NexusFIX:

    // BAD: heap allocation on hot path
std::string field_value(data.begin() + offset, data.begin() + end);
    // BAD: std::map for field lookup
std::map fields;
    // BAD: floating-point price
double price = 150.50;
    // BAD: exceptions for control flow
try { parse(data); } catch (...) { }
    // BAD: std::endl
std::cout << "done" << std::endl;

    Supported FIX Messages

    | MsgType | Name | Direction | |---------|------|-----------| | A | Logon | Both | | 5 | Logout | Both | | 0 | Heartbeat | Both | | D | NewOrderSingle | Send | | F | OrderCancelRequest | Send | | 8 | ExecutionReport | Receive | | V | MarketDataRequest | Send | | W | MarketDataSnapshotFullRefresh | Receive | | X | MarketDataIncrementalRefresh | Receive |

    References

    For full API details, use skill_view("nexusfix", "references/api-reference.md").

    For getting started quickly, use skill_view("nexusfix", "references/quick-start.md").

    Verification

    After generating NexusFIX code, verify:

    1. No new/delete/std::string construction in message processing 2. All parse results checked via std::expected (no raw pointer returns) 3. Prices use FixedPrice, quantities use Qty 4. Session lifecycle follows: connect -> logon -> wait active -> trade -> logout

    ⚑ When to Use

    When the user needs to build, optimize, or debug FIX protocol connectivity in C++. Covers session management, order entry, market data, and low-latency message parsing.