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https://github.com/kpavlov/fixio

FIX Protocol Support for Netty
https://github.com/kpavlov/fixio

fixprotocol netty tcp-client tcp-server

Last synced: 5 days ago
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FIX Protocol Support for Netty

Host: GitHub
URL: https://github.com/kpavlov/fixio
Owner: kpavlov
License: apache-2.0
Created: 2013-07-31T18:17:09.000Z (over 11 years ago)
Default Branch: master
Last Pushed: 2024-04-20T20:48:25.000Z (7 months ago)
Last Synced: 2024-05-02T06:01:24.678Z (6 months ago)
Topics: fixprotocol, netty, tcp-client, tcp-server
Language: Java
Homepage:
Size: 1.1 MB
Stars: 101
Watchers: 18
Forks: 50
Open Issues: 17
Metadata Files:
- Readme: README.md
- License: LICENSE

Awesome Lists containing this project

README

        fixio - FIX Protocol Support for Netty [![Java CI with Maven](https://github.com/kpavlov/fixio/actions/workflows/maven.yml/badge.svg)](https://github.com/kpavlov/fixio/actions/workflows/maven.yml) [![Codacy Badge](https://api.codacy.com/project/badge/Grade/7a6c7475813e44c5a96abe915ed60e73)](https://www.codacy.com/app/kpavlov/fixio?utm_source=github.com&utm_medium=referral&utm_content=kpavlov/fixio&utm_campaign=Badge_Grade)

=====

# Overview #

## Why One More FIX Protocol API

This API is intended to replace well known [QuickFIX/J][quickfix] in high-frequency trading scenarios.

## Design goals

1. Implement [FIX Protocol][fixprotocol] Java API with as low memory footprint as possible in order to eliminate unnecessary GC overhead,

thus improving overall application performance under high load.

2. Provide [FIX Protocol][fixprotocol] Codecs for [Netty][netty], to make it possible to get rid of Apache [Mina][mina] which is used by [QuickFIX/J][quickfix] as a transport layer.

3. Avoid using expensive operations:

     - Avoid synchronization.

     - Replace BigDecimals with custom [Fixed Point Number][FixedPointNumber] implementation for financial data.

     - Reuse java.util.Calendar and java.util.TimeZone instances.

The API has a number of [limitations](#Limitations), so it may be not suitable for any FIX application.

## Limitations

1. Logon message encryption is not supported. EncryptMethod(98)=0

2. XmlData is not supported

3. Message encodings other than US-ASCII are not supported.

4. Message resending and resend requests are not supported.

5. ...

## Performance

Currently fixio can beat QuickFix performance in simple scenario. See [performance comparison](https://github.com/kpavlov/fixio/wiki/Performance-Comparison).

# Getting Started

1. [Download ZIP archive](archive/master.zip) or clone/fork the repository.

2. Build and install project artifacts to your local maven repository:

`mvn clean install`

3. Add the dependency to your project

~~~~~~~~~xml

    kpavlov.fixio

    core

    1.2

~~~~~~~~~

You'll also need a slf4j API implementation at runtime, so please add appropriate dependency, e.g.:

~~~~~~~~~xml

    org.slf4j

    slf4j-simple

    1.7.25

    runtime

    true

~~~~~~~~~

## Examples

You may find working example of [client][client-example]

and [server][server-example] applications in module ["examples"][examples-module].

I recommend running server with Concurrent Mark Sweep Collector enabled: `-XX:+UseConcMarkSweepGC`

and increased Survivor spaces (`-XX:SurvivorRatio=4`).

### Writing Simple FIX Client

To create a simple FIX client you need to:

1. Implement [FixApplication][FixApplication].

   You may extend [FixApplicationAdapter][FixApplicationAdapter] as a quick start.

2. Create an instance of [FixClient][FixClient] and initialize if with [FixApplication][FixApplication] you've just created and classpath reference to FIX session settings property file.

3. Invoke `FixClient.connect(host, port)` to initiate connection.

   Method `connect(...)` returns a [ChannelFeature][ChannelFeature] which which will be notified when a channel is closed,

    so you may invoke the method `sync()` on it if you wish to wait for connection to be closed.

~~~~~~~~~java

FixApplication app = new FixApplicationAdapter();

client = new FixClient(app);

// set settings file location related to classpath

client.setSettingsResource("/client.properties");

// connect to specified host and port

ChannelFeature closeFeature = client.connect("localhost", 10201);

// wait until FIX Session is closed

closeFeature.sync();

// Shutdown FIX client

client.disconnect();

~~~~~~~~~

### SSL Support for Client

You may set a property `ssl=true` in `client.properties` file.

 

Or configure `FixSessionSettingsProvider` by hand. See `FixSessionSettingsProvider.Params.SSL`.

You may find more information in [User Guide](https://github.com/kpavlov/fixio/wiki/User-Guide) and

[Wiki pages](https://github.com/kpavlov/fixio/wiki).

[FixedPointNumber]: https://github.com/kpavlov/fixio/treemaster/core/src/main/java/fixio/fixprotocol/fields/FixedPointNumber.java

[FixApplication]: https://github.com/kpavlov/fixio/treemaster/core/src/main/java/fixio/handlers/FixApplication.java

[FixApplicationAdapter]: https://github.com/kpavlov/fixio/treemaster/core/src/main/java/fixio/handlers/FixApplicationAdapter.java

[FixClient]: https://github.com/kpavlov/fixio/treemaster/core/src/main/java/fixio/FixClient.java

[FixServer]: https://github.com/kpavlov/fixio/treemaster/core/src/main/java/fixio/FixServer.java

[FixAuthenticator]: https://github.com/kpavlov/fixio/treemaster/core/src/main/java/fixio/netty/pipeline/server/FixAuthenticator.java

[AcceptAllAuthenticator]: https://github.com/kpavlov/fixio/treemaster/core/src/main/java/fixio/netty/pipeline/server/AcceptAllAuthenticator.java

[ChannelFeature]: http://netty.io/5.0/api/io/netty/channel/ChannelFuture.html

[FixMessage]: https://github.com/kpavlov/fixio/treemaster/core/src/main/java/fixio/fixprotocol/FixMessage.java

[FixMessageBuilder]: https://github.com/kpavlov/fixio/treemaster/core/src/main/java/fixio/fixprotocol/FixMessageBuilder.java

[client-example]: https://github.com/kpavlov/fixio/treemaster/examples/src/main/java/fixio/examples/priceclient

[server-example]: https://github.com/kpavlov/fixio/treemaster/examples/src/main/java/fixio/examples/priceserver

[examples-module]: https://github.com/kpavlov/fixio/treemaster/examples

[quickfix]: http://www.quickfixj.org/ "Java Open Source FIX Engine"

[mina]: http://directory.apache.org/subprojects/mina/ "Apache Mina"

[netty]: http://netty.io/ "Netty"

[fixprotocol]: http://www.fixprotocol.org/ "FIX Protocol"