NexusFIX。
一个从不分配内存的引擎。

void Application::onMessage(const FIX44::NewOrderSingle& msg, const SessionID& sid)
{
  FIX::ClOrdID    clOrdId;   msg.get(clOrdId);       // allocates
  FIX::Symbol     symbol;    msg.get(symbol);        // allocates
  FIX::Side       side;      msg.get(side);
  FIX::OrderQty   qty;       msg.get(qty);           // allocates Decimal
  FIX::Price      price;     msg.get(price);         // allocates Decimal

  std::string key = symbol.getString();          // allocates std::string
  router_->route(key, clOrdId.getString(), qty, price);
}                                                // ~14 heap allocs / msg

void OrderHandler::on_message(MessageView m, SessionRef sid) noexcept
{
  auto [cl_ord_id, symbol, side, qty, price] =
      m.decode<D::ClOrdID, D::Symbol, D::Side,
                D::OrderQty, D::Price>();     // in-place, span<const char>

  // fixed-arena order slot, no heap, no copies
  auto& slot = arena_.acquire(cl_ord_id);
  slot.init(symbol, side, qty, price, sid);

  router_.route(slot);                              // 0 heap allocs / msg
}