C# FIX API Engine Build

Job ID: 40037182

Budget: $30 – $250 CAD

I need a complete FIX protocol engine written in C# for Windows that includes both the server-side listener and a lightweight client library. The core scope is clear: the solution must handle order management, market-data retrieval and trade execution flows end-to-end without relying on any external broker or trading platform. In other words, this will be a fully standalone implementation that I can drop into my own desktop and cloud services.

Key points you’ll be tackling
— Build the FIX session layer (logon, heartbeat, resend logic, sequence number handling).
— Expose a client-side API that lets me submit new, modify and cancel orders, subscribe to market-data, and receive execution reports in real time.
— Implement server-side components that simulate a counterparty so I can test the client library immediately.
— Enforce authentication on session establishment and perform data-integrity checks on every incoming message; encryption is not required at this stage.

Deliverables
1. Source code for both server and client projects, compatible with .NET 6 or later.
2. A small console demo showing order placement, market-data subscription and execution report handling.
3. Setup/readme covering configuration parameters, port mappings and message samples.
4. Unit tests proving logon rejection on failed authentication and checksum validation on corrupted payloads.

Acceptance criteria
• The demo must run on a clean Windows machine with only the .NET runtime installed.
• For each successful order, an execution report with matching ClOrdID and ExecID must be returned within the same session.
• Failed authentication attempts must be logged and the session closed according to FIX spec.
• Market-data snapshots and incremental updates should honour requested depth and instrument filters.

If you already have experience with FIX engines (QuickFIX/n, custom socket work, low-latency C#), this will feel familiar. Clean, well-commented code and responsiveness to questions during hand-off are greatly appreciated.