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  • SAX-like Message Parser
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We could refactor the existing message parser to use a SAX-like
callback API. The idea is that this would allow applications to
load FIX message data ''directly'' into their domain objects
rather than building an intermediate FIX message object. This
could result in large performance gains and/or increase in
convenience for certain applications.

I'm thinking something like...

public interface FieldHandler {
  void onMessageStart(String message);

  void onField(String tag, String value);

  // ??? - not sure if group callbacks are needed
  void onGroupStart(String tag, String value);
  void onGroupEnd();

  void onMessageEnd();

We'd also need a way for the FIX message formatter to pull
data from any source (instead of just from the current Message

This is related to Custom Message Transformation

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