I reverse-engineered the IB Gateway and rebuilt it in Rust for low latency

I spent the last month decrypting the FIX protocol of the IB Gateway using Java bytecode instrumentation tool (ByteBuddy) and javap disassembly to build my own version of the gateway. I built it in Rust, with direct FIX connection, designed for low-latency, named IBX: [https://github.com/deepentropy/ibx](https://github.com/deepentropy/ibx) It includes a lot of integration tests, excluding some specific features like Financial Advisor, Options... It also ships with an ibapi-compatible Python layer (EClient/EWrapper) via PyO3, so you can migrate existing ibapi or ib\_async code with minimal changes. There are [https://github.com/deepentropy/ibx/tree/main/notebooks](https://github.com/deepentropy/ibx/tree/main/notebooks) adapted from ib\_async's examples covering basics, market data, historical bars, tick-by-tick, and ordering. Purpose of sharing it is to raise bugs/gaps in the hope to run it with a live account. Hope you could give it a try. Check the [readme.md](https://github.com/deepentropy/ibx/blob/main/README.md), it explains how you could use it from Rust, but also bridging it with python PyO3. Just some Order Latency benchmark I ran over the public network (same machine, same network path). This would need more serious testing from a datacenter next to IB Servers in Chicago/New-York, but it gives a rough idea: | Metric | IBX | C++ TWS API | Ratio | |---|---|---|---| | Limit submit → ack | 114.8ms | 632.9ms | **5.5x faster** | | Limit cancel → confirm | 125.7ms | 148.2ms | 1.2x faster | | **Limit full round-trip** | **240.5ms** | **781.1ms** | **3.2x faster** |