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Quickstart

This guide gets a working EntryPointClient running in less than a minute, without a real B3 EntryPoint endpoint, by routing it to the in-memory FIXP peer that ships with this repo.

Prerequisites

  • .NET 10 SDK (see global.json for the exact version pin)

Run the sample

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

Expected output:

Connected. State=Established
Submitted 42
Terminated.

What the sample does

The full source is at samples/B3.EntryPoint.Quickstart/Program.cs and walks through the canonical lifecycle:

  1. Boot a local peer — InMemoryFixpPeer listens on a dynamic loopback port and answers Negotiate / Establish / Terminate.
  2. Build options — EntryPointClientOptions carries the peer endpoint, SessionId, SessionVerId, EnteringFirm, and Credentials.
  3. ConnectAsync — runs the FIXP handshake (Negotiate → Establish) and starts the inbound loop.
  4. SubmitAsync(NewOrderRequest) — encodes a NewOrderSingle SBE frame and pushes it across the socket. Pre-trade RiskGates (if registered) evaluate first.
  5. Drain Events() — IAsyncEnumerable<EntryPointEvent> of decoded OrderAccepted / OrderModified / OrderCancelled / OrderTrade / OrderRejected / BusinessReject.
  6. TerminateAsync — sends a Terminate(Finished) and tears the session down cleanly.

Adding a real endpoint

Swap the peer for a real address:

var options = new EntryPointClientOptions
{
    Endpoint = new IPEndPoint(IPAddress.Parse("10.0.0.5"), 9_000),
    SessionId = 12345,
    SessionVerId = 1,
    EnteringFirm = 1234,
    Credentials = Credentials.FromUtf8(File.ReadAllText("/secrets/key")),
};

Warm-restart (snapshot persistence)

Wire an ISessionStateStore (e.g. FileSessionStateStore) via EntryPointClientOptions.SessionStateStore and the client will:

  • Hydrate LastOutboundSeqNum / outstanding orders on ConnectAsync.
  • Append an OutboundDelta after every send.
  • Append OrderClosedDelta on terminal Execution Reports.
  • Compact every StateCompactEveryDeltas (default 1024) updates.
options.SessionStateStore = new FileSessionStateStore("/var/lib/myapp/state");
options.StateCompactEveryDeltas = 512;

Observability

Telemetry uses pure BCL primitives (no SDK dependency):

  • ActivitySource("B3.EntryPoint.Client") — spans for Connect/Negotiate/ Establish/Terminate and every Submit/Replace/Cancel/MassAction.
  • Meter("B3.EntryPoint.Client") — counters (orders.submitted, orders.replaced, orders.cancelled, orders.mass_actions, risk.rejections, session.terminations) and a histogram (outbound.latency in ms).

Hook them up with the OpenTelemetry .NET SDK in your host process — no configuration is needed in this library.