fix-simple-binary-encoding VS DistributedATS

You're welcome :) That issue is pretty old, SBE now supports having additional `numGroups`, `numVarDataFields` in message/group header but it doesn't solve the problem. I explained it in more details in this issue.

Several open-source projects can give you a head start. QuickFIX https://github.com/quickfix/quickfix FIX is the ABC of electronic trading. FIX is not a low-latency protocol, but it covers all aspects of electronic trading, from authentication to market data to order entry to post-trade reporting. Every trading venue supports FIX, so you must be familiar with it. QuickFIX provides FIX Server and Client implementations for all versions used on the street and python wrappers for all components. LiquiBook https://github.com/enewhuis/liquibook LiquiBook is an example of a low-latency matching engine. This project should give you an idea of how exchange matches orders. Itch-order-book https://github.com/charles-cooper/itch-order-book Itch-order-book is an example of a low-latency code to process market data. This project is an example of how to process millions of order book changes per second. ITCH is a low-latency market data protocol used by NASDAQ DistirbutedATS https://github.com/mkipnis/DistributedATS DistirbutedATS integrates QuickFIX and LiquiBook to create a simple yet functional exchange. DistributedATS is my experimental project so let me know if you have any questions.