IBKR FIX Adapter (Turbo Edition)

This is the Execution Workhorse of the QuanuX-IBKR Ecosystem. It provides institutional-grade connectivity via the FIX protocol, enhanced with QuanuX performance tuning.

🚀 Turbo Mode (quanuxctl enhance)

This extension supports Performance Enhancements that can be triggered via the CLI. This recompiles the adapter with specialized memory allocators and logging strategies.

Command

quanuxctl enhance ibkr_fix --allocator=mimalloc --logger=async

Options

1. Allocators:

- system: Default OS malloc. Safe, standard. - jemalloc: (Facebook) Excellent for multi-threaded fragmentation reduction. - mimalloc: (Microsoft) Extremely fast, superb for high-frequency object creation/destruction.

1. Loggers:

- file: Standard synchronous file logging (Blocking I/O). Safe but slow. - async: Ring-buffer logging (spdlog). Non-blocking. Critical for high-throughput strategies. - null: Disables all FIX message logging. Maximum speed, zero visibility.

🔌 External Libraries (user_libs.cmake)

Need to link a proprietary math library or hardware accelerator? Edit extensions/cpp/ibkrfix/userlibs.cmake:

find_package(IntelIPP REQUIRED)
target_link_libraries(ibkr_fix_adapter PRIVATE ntelIP::ipp)

The build system automatically picks this up during enhance or install.

Configuration

edit config/ibkr.cfg for your Gateway credentials.

• Dictionary: Uses config/FIX42-IBKR.xml (Auto-generated custom tags like 6035).

Usage

Link against ibkrfixadapter in your Execution Node or use standard QuickFIX bindings pointing to this config.