OUCH Order Entry

Complete implementation of the Nasdaq OUCH 5.0 order entry protocol:

• All egress message types (Enter Order, Replace Order, Cancel Order, etc.)
• All ingress message types (Order Accepted, Order Executed, Order Rejected, etc.)
• TagValue appendage support for variable-length messages
• Full protocol compliance with Nasdaq OUCH 5.0 specification

Strongly-typed message classes with compile-time checking:

• Zero-copy message parsing where possible
• Type-safe price handling with 4 implied decimals (Price type wrapper)
• Type-safe timestamp utilities (nanoseconds since midnight)
• Automatic padding for fixed-length strings
• Compile-time validation of message fields

Automatic strictly-increasing reference number generation:

• Persistent UserRefNum state across application restarts
• Memory-mapped file storage for durability
• Automatic initialization and recovery
• Prevents duplicate order submissions

Optional egress message buffering for reliable message delivery:

• Automatic retransmission support for connection recovery
• Bulk acknowledgment mode for improved performance
• Configurable buffer size and behavior

Comprehensive connection and state management:

• Connection handling via SoupBinTCP transport
• Login/logout with authentication
• Session state tracking and recovery
• Automatic reconnection support
• Sequence number management

Full support for variable-length message appendages:

• Zero-copy TagValue building for optimal performance
• Standalone mode for flexible message construction
• Efficient TagValue parsing and iteration
• Type-safe TagValue accessors

Optimized for low-latency trading systems:

• Zero-copy message serialization
• Efficient ring buffer operations
• Zero-copy TagValue building
• Optimized for high-frequency trading scenarios

Complete development package:

• Pre-compiled binaries for chosen platforms
• Complete API documentation
• Quick Start guide and code samples
• Protocol specification reference
• Performance benchmarks
• Software escrow available on demand

OUCH 5.0 (Nasdaq Standard Protocol)

Supported OS:

• Windows
• Linux

Supported Compilers:

• GCC 7+
• MS Visual Studio 2017+

Architecture:

• x86_64 (64-bit).