B3.EntryPoint.Sbe 0.14.3

B3EntryPointClient

Wire-puro client library for the B3 EntryPoint (SBE/FIXP 8.4.2) order-entry protocol. Symmetric counterpart of B3MarketDataPlatform (UMDF consumer): this library produces orders and consumes ExecutionReports. The conformance suite drives any peer that speaks the protocol — locally a B3MatchingPlatform simulator, or the real B3 UAT environment with a config swap.

Where this fits

B3TradingPlatform will consume this library. The whole point of staying wire-puro is so the same code can drive the simulator or B3 UAT.

What's inside

• B3.EntryPoint.Sbe — SBE bindings generated from schemas/b3-entrypoint-messages-8.4.2.xml via SbeSourceGenerator. The schema is a vendored byte-identical copy of the one in B3MatchingPlatform.
• B3.EntryPoint.Client — the public client library: Framing/ (SOFH), Fixp/ (FIXP client state machine + session), Auth/, Models/, EntryPointClient.cs (high-level API).
• B3.EntryPoint.Cli — thin CLI wrapper for manual smoke testing (connect only in the bootstrap).
• samples/B3.EntryPoint.Quickstart — end-to-end console demo against the in-memory FIXP peer. See Quickstart.

Install

dotnet add package B3.EntryPoint.Client
# Optional: only the SBE 8.4.2 codecs (no FIXP session layer)
dotnet add package B3.EntryPoint.Sbe
# Optional: in-process FIXP test peer for integration tests
dotnet add package B3.EntryPoint.Client.TestPeer

Targets net10.0. Symbols are published as .snupkg to nuget.org (sourcelink-enabled).

Quickstart

dotnet run --project samples/B3.EntryPoint.Quickstart

Full walkthrough: docs/QUICKSTART.md.

Testing without a real B3 endpoint

The companion B3.EntryPoint.Client.TestPeer package gives downstream projects a drop-in in-process FIXP peer for Mode=Real integration tests. See docs/TEST-PEER.md for configuration, scenarios, and observability.

Build & test

dotnet build SbeB3EntryPointClient.slnx
dotnet test  SbeB3EntryPointClient.slnx

Minimum-viable usage

using B3.EntryPoint.Client;
using B3.EntryPoint.Client.Auth;

await using var client = new EntryPointClient(new EntryPointClientOptions
{
    Endpoint     = new IPEndPoint(IPAddress.Parse("127.0.0.1"), 9876),
    SessionId    = 1,
    SessionVerId = 1,
    EnteringFirm = 1234,
    Credentials  = Credentials.FromUtf8("dev-shared-secret"),
});

await client.ConnectAsync(); // TCP + Negotiate + Establish
// client.State == FixpClientState.Established

The high-level SubmitOrderAsync and unsolicited Events stream are wired in subsequent PRs (see docs/CONFORMANCE.md for the spec-driven scenario inventory). The bootstrap intentionally ships their shape only so B3TradingPlatform can compile against the API.

Conformance suite

tests/B3.EntryPoint.Conformance/ is organised one folder per spec section (Spec_4_5_Negotiate/, Spec_4_6_Sequencing/, …). Tests using [ConformanceFact] are auto-skipped when the peer env vars (B3EP_PEER, B3EP_SESSION_ID, B3EP_SESSION_VER_ID, B3EP_FIRM, B3EP_ACCESS_KEY) are not set, so CI is green without a peer configured.

To run against a local B3MatchingPlatform:

export B3EP_PEER=127.0.0.1:9876
export B3EP_SESSION_ID=1
export B3EP_SESSION_VER_ID=1
export B3EP_FIRM=1234
export B3EP_ACCESS_KEY=dev-shared-secret
dotnet test tests/B3.EntryPoint.Conformance --filter "Category=Conformance"

Schemas

schemas/b3-entrypoint-messages-8.4.2.xml is the official B3 SBE schema, kept byte-identical with the copy in B3MatchingPlatform. Do not hand-edit; regenerate the bindings when upgrading and mirror the change there.

Status

The wire-puro client is feature-complete for the schemas currently shipped (SBE FIXP 8.4.2 order-entry + drop-copy). All session, order-flow and inbound decoder paths are implemented and exercised by the in-process conformance suite.

SecurityDefinitionRequest and outbound AllocationInstruction / PositionMaintenanceRequest are intentionally out of scope until they appear in the schema bundle.

Benchmarks

Micro-benchmarks live in benchmarks/B3.EntryPoint.Benchmarks and exercise the hot paths the matching platform pays for on every order (DTO construction, pre-trade risk gates, polymorphic session-state delta serialization). Run locally:

dotnet run -c Release --project benchmarks/B3.EntryPoint.Benchmarks -- --filter '*'

Or trigger the Benchmarks workflow via workflow_dispatch to run on CI and download the artifacts.

Releasing (NuGet)

Both packages ship from the same git tag:

1. Bump <Version> in Directory.Build.props and update CHANGELOG.md.
2. Commit, then tag: git tag v0.5.0 && git push origin v0.5.0 (use v0.5.0-alpha.1 for pre-releases).
3. The Publish NuGet workflow runs on v* tags: it builds, tests, packs, and pushes both .nupkg + .snupkg to nuget.org via the NUGET_API_KEY repo secret.

Without NUGET_API_KEY, the workflow still produces uploadable artifacts you can grab from the run page.

License

MIT — see LICENSE.