FXCore is a lightweight, high-performance C++ engine designed for ingesting and processing live FX market data via UDP multicast. It provides the foundational components for building low-latency FX trading systems, including efficient message parsing and order book management.
FXCore focuses on the core challenges of FX trading infrastructure — reliably receiving and decoding high-throughput market data feeds with minimal latency. Handling UDP multicast streams and maintaining accurate order books are essential skills for quant developers working in FX and electronic trading.
- C++17
- UDP Multicast for real-time market data ingestion
- Efficient message parsing and order book construction
- Cross-platform build system using CMake
- High-throughput UDP multicast listener optimized for FX data
- Parsing and decoding of market data messages
- Real-time order book updates with minimal delay
- Modular design allowing easy extension and integration
- Handles thousands of messages per second with low CPU overhead
- Optimized for sub-millisecond latency processing
- Lightweight memory footprint
git clone https://github.com/tbradbury91/FXCore.git
cd FXCore
mkdir build && cd build
cmake ..
make
./fxcore --config ../config.json