4 ms·
It was a proprietary messaging middleware library. We actually found even FAST FIX slow.
by hliyan 5y ago
It was a proprietary messaging middleware library. We actually found even FAST FIX slow.
- o_bender 5y agoFAST FIX protocol is terrible performance-wise, its format requires multiple branching at every field parsing. Even "high-performance" libraries like mFAST are slow: I recently helped a client to optimize parsing for several messages and got 8x speed improvement over mFAST (which is a big deal in HFT space).