exchange8 Rust SDK
The shared vertical plane: FIX/OUCH/ITCH protocol codecs, fixed/Price-Qty math, the venue-flow event contracts, and typed clients — consumed by every exchange8 service and by external integrators as a pinned git tag.
use exchange8_sdk::fix::codec;
use exchange8_sdk::math::PriceQty;
use exchange8_sdk::events::{OrderAccepted, TradePrint};
What's in the plane
| Import path | Role |
|---|---|
exchange8_sdk::fix | FIX 4.2 session + application-layer codecs |
exchange8_sdk::ouch | OUCH binary-codec subset |
exchange8_sdk::itch | ITCH market-data feed decoding |
exchange8_sdk::math | fixed-point Price/Qty arithmetic (no float drift) |
exchange8_sdk::events | the venue-flow event contracts (order/trade/status) |
exchange8_sdk::clients | typed clients over the service APIs |
Why a shared plane
Every exchange8 service links the same codecs and math — a fill
serialized by ME, projected by Clearing, reported by Regulatory, and
drawn by eExchange carries bit-identical numbers end to end. The SDK
plane is the single source of that truth (SDD's shared-plane
linkage boundary keeps it a {vertical}-sdk, not dissolved
per-service crates).
Deep dive
exchange8-sdk reference — harvested from
Exchange8-dev/exchange8-sdk.