Ultra Low Latency
Trading Infrastructure Technology
Protocol
μήνυμα n. Romanization: mínyma English Meaning: message
Our own protocol, Minyma, is likely to unsurprising. A little-endian binary struct used for rapid wire serialisation and de-serialisation. Each object has functions to convert back and forth to an ascii English string representation. All objects can be serialised automatically to json, csv and SQL. Each message is a plain old C struct for maximum compatibility and is naturally packed and it size kept as small as practicable.
We supply wireshark dissectors for Minyma.
For example, this is the layout of a message used to instruct the order adapter to insert a new order.
typedef struct msg_insert_t {
msg_hdr_t hdr; //2
msg_signal_id_t signal_id; // 4
msg_instrument_id_t angelia_id; // 6
msg_direction_operator_t direction_op; //7
msg_side_t side; // 8
msg_signal_value_t threshold; // 16
msg_price_mantissa_t price_mantissa; // 24
msg_qty_t qty; // 28
msg_order_id_t angelia_order_id; // 32
msg_order_type_t order_type; //33
uint8_t exponent; //34
uint8_t display_factor_idx; //35
cond_flags_t cond_flags; //36
uint8_t pad[4]; //40
} msg_insert_t;
"When Iphion hears the report from Hermes’ daughter Angelia, he could tell Callimachus of the shining adornment at Olympia that Zeus granted to their family." --Pindar, Olympian Odes