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I need to implement a FAST engine from scratch without using any open source or commercial FAST implementations. The FAST spec does not help much so I am not sure from where to start. Have anyone done the same and would be able to point me in the right direction in order to successfully tackle this project?

I already have a FIX engine ready. Is FAST really just a compression scheme on top of regular fix messages?

Thanks!

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We have recently implemented a FAST decoder from scratch and let me tell you it is not easy. But if you want to go down that path this is the only reference material I found online: http://jettekfix.com/fast_tutorial

Yes, FAST is just compression for FIX, used mainly for market data streaming.

When you are done you should be able to read any FAST template in XML and spill out the parsing code. It becomes some sort of metaprogramming. We offer a commercial FIX/FAST engine called CoralFIX that does exactly that. Or you can also try this open source alternative.

Disclaimer: I am one of the developers of CoralFIX.

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I wouldn't go that way at all. There are very good commercial libraries that are well tested. Personally I don't justify the effort and cost that will take you to do it from scratch. More over, think on the maintenance of that code, testing, etc.

And as final note, everybody is moving towards fpga... So that libraries will be worthless on that.

That's my personal preference. Hope helps

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