Using the FIX Transport¶
This example demonstrates the usage of the FIX (Financial Information eXchange) transport with proxy services.
Synapse configuration¶
WSO2 Micro Integrator will create a session with an Executor and forward the order request. The responses coming from the Executor will be sent back to Banzai.
<proxy name="FIXProxy" transports="fix" xmlns="http://ws.apache.org/ns/synapse">
<parameter name="transport.fix.AcceptorConfigURL">file:/home/synapse_user/fix-config/fix-synapse.cfg</parameter>
<parameter name="transport.fix.InitiatorConfigURL">file:/home/synapse_user/fix-config/synapse-sender.cfg</parameter>
<parameter name="transport.fix.AcceptorMessageStore">file</parameter>
<parameter name="transport.fix.InitiatorMessageStore">file</parameter>
<target>
<endpoint>
<address uri="fix://localhost:19876?BeginString=FIX.4.0&SenderCompID=SYNAPSE&TargetCompID=EXEC"/>
</endpoint>
<inSequence>
<log level="full"/>
</inSequence>
<outSequence>
<log level="full"/>
<send/>
</outSequence>
</target>
</proxy>
Build and run¶
- You will need the two sample FIX applications that come with Quickfix/J (Banzai and Executor). Configure the two applications to establish sessions with the Micro Integrator and enable the FIX transport in the Micro-Integrator.
- Start the Micro-Integrator.
-
Be sure that the
transport.fix.AcceptorConfigURL
property points to thefix-synapse.cfg
file you created. Also make sure thattransport.fix. InitiatorConfigURL
property points to thesynapse-sender.cfg
file you created.Note
The Micro Integrator creates a new FIX session with Banzai at this point.
-
Start Banzai and Executor.
- Send an order request from Banzai to the Micro Integrator.
Configuring the Micro Integrator for FIX Samples¶
Create the FIX configuration files as specified below. The FileStorePath
property in the following two files should point to two directories in your local file system. Once the samples are executed, Synapse will create FIX message stores in these two directories.
[default]
FileStorePath=repository/logs/fix/data
ConnectionType=acceptor
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
ValidOrderTypes=1,2,F
SenderCompID=SYNAPSE
TargetCompID=BANZAI
UseDataDictionary=Y
DefaultMarketPrice=12.30
[session]
BeginString=FIX.4.0
SocketAcceptPort=9876
[default]
FileStorePath=repository/logs/fix/data
SocketConnectHost=localhost
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
ReconnectInterval=5
SenderCompID=SYNAPSE
TargetCompID=EXEC
ConnectionType=initiator
[session]
BeginString=FIX.4.0
SocketConnectPort=19876