https://github.com/da4089/simplesofh

A pure-Python implementation of the FIX Trading Community's SOFH framing protocol
https://github.com/da4089/simplesofh

fix fix-protocol fixprotocol framing-protocols sofh

Last synced: 11 months ago
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A pure-Python implementation of the FIX Trading Community's SOFH framing protocol

• Host: GitHub
• URL: https://github.com/da4089/simplesofh
• Owner: da4089
• License: mit
• Created: 2023-04-05T23:59:18.000Z (almost 3 years ago)
• Default Branch: main
• Last Pushed: 2023-04-19T16:33:28.000Z (almost 3 years ago)
• Last Synced: 2025-02-02T08:43:18.053Z (about 1 year ago)
• Topics: fix, fix-protocol, fixprotocol, framing-protocols, sofh
• Language: Python
• Homepage:
• Size: 496 KB
• Stars: 3
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# simplesofh

A pure-Python implementation of the FIX Trading Community's SOFH

framing protocol.

## SOFH v1.0

Currently a "draft standard", SOFH v1.0 specifies:

- a 6 octet header, comprised of

- 4 octets for length, a 32 bit unsigned big-endian integer

- 2 octets for message type, a 16 bit unsigned big-endian integer

- Various message type values defined by the protocol, including 255

  "private use" values from 1 to 255 decimal.

## SOFH v1.1

Currently a "release candidate 1", SOFH v1.1 specifies:

- a 6 octet header, comprised of

- 4 octets for length, a 32 bit unsigned integer

- 2 octets for message type, a 16 bit unsigned integer

- Various message type values defined by the protocol, adding SBE v2.0

  and removing BSON from SOFH v1.0.

- Note that both fields are now able to be either big or little

  endian, subject to "counterparty agreement".  There is no indication

  in the header itself which representation is used.

## CME iLink 3 "SOFH"

CME's iLink3 binary order entry protocol uses a framing protocol that

it calls SOFH, which is however incompatible with both v1.0 and v1.1

of the formal specification.

CME iLink SOFH specifies:

- a 4 octet header, comprised of

- 2 octets for length, a 16 bit unsigned little-endian integer

- 2 octets for message type, a 16 bit unsigned little-endian integer

- The message type for CME SBE v1.0 must be a little-endian value of

  0xCAFE.

  - Note that this value is outside the specified "private use" range

    from the FIX standards.