Finally Finished Major Addition to Ticker Plant
Well, it's taken me a few days, but I've finally finished the code in my ticker plant to handle the options data feed. It's a biggie because instead of doing the same ASCII encoding that the other exchanges do, they switched some time ago to a FAST (FIX Adapted for STreaming) encoded stream to reduce the bandwidth needed to move the data from them to us. This just added a new wrinkle as we had to incorporate their FAST decoder implementation (initially), just to get the data into a binary format that we could do something with.
Then we had to adapt the code to allow for the fact that some messages from the exchanges, specifically OPRA right now, generate multiple messages to flow downstream. This wasn't hard, but it was in all the codecs, so it took a little time to get it all right and working properly.
I got it all finished, compiled correctly, and looking like it's ready to test. Time to commit it all to git and then get to the business of testing.