Settting Up QuickFix/J Application

Setting up QuickFIX/J involves several steps, including downloading the library, configuring it, and writing some initial code to get it running. Here's a detailed guide to help you get started with QuickFIX/J.

Step 1: Download and Install QuickFIX/J

1. Download the Library:

   • You can download the QuickFIX/J library from its official website.

   • Alternatively, you can include it as a dependency in your Maven or Gradle project.

Maven Dependency: Add the following dependency to your pom.xml file if you're using Maven:

<dependency>    

  <groupId>org.quickfixj</groupId>

    <artifactId>quickfixj-core</artifactId>

    <version>2.3.0</version> <!-- Replace with the latest version -->

</dependency>

2. Gradle Dependency: Add the following dependency to your build.gradle file if you're using Gradle:
   
   

dependencies {

    implementation 'org.quickfixj:quickfixj-core:2.3.0' // Replace with the latest version

}

Step 2: Configuration

QuickFIX/J requires configuration files to define session settings and other parameters. The primary configuration file is quickfixj.cfg.

Create the Configuration File: Create a file named quickfixj.cfg in your project's resources directory.

[default]

ConnectionType=initiator

HeartBtInt=30

SocketConnectPort=5001

SocketConnectHost=localhost

StartTime=00:00:00

EndTime=00:00:00

UseDataDictionary=Y

FileStorePath=store

FileLogPath=log

[session]

BeginString=FIX.4.4

SenderCompID=CLIENT1

TargetCompID=SERVER

Step 3: Implement the Application Class

Create a class that implements the quickfix.Application interface. This interface has methods for handling FIX session events and messages.

import quickfix.Application;

import quickfix.Message;

import quickfix.SessionID;

import quickfix.field.MsgType;

import quickfix.fix44.NewOrderSingle;

public class FixApplication implements Application {

    @Override

    public void onCreate(SessionID sessionId) {

        System.out.println("Session created: " + sessionId);

    }

    @Override

    public void onLogon(SessionID sessionId) {

        System.out.println("Session logged on: " + sessionId);

    }

    @Override

    public void onLogout(SessionID sessionId) {

        System.out.println("Session logged out: " + sessionId);

    }

    @Override

    public void toAdmin(Message message, SessionID sessionId) {

        System.out.println("To Admin: " + message);

    }

    @Override

    public void fromAdmin(Message message, SessionID sessionId) {

        System.out.println("From Admin: " + message);

    }

    @Override

    public void toApp(Message message, SessionID sessionId) throws quickfix.DoNotSend {

        System.out.println("To App: " + message);

    }

    @Override

    public void fromApp(Message message, SessionID sessionId) throws quickfix.FieldNotFound, quickfix.IncorrectDataFormat, quickfix.IncorrectTagValue, quickfix.UnsupportedMessageType {

        System.out.println("From App: " + message);

        // Example: Handle New Order Single message

        if (message.getHeader().getField(new MsgType()).valueEquals(MsgType.ORDER_SINGLE)) {

            NewOrderSingle newOrderSingle = (NewOrderSingle) message;

            System.out.println("Received New Order Single: " + newOrderSingle);

        }

    }

}

Step 4: Initialize the FIX Engine

Create a main class to initialize and start the QuickFIX/J engine.

import quickfix.*;

public class Main {

    public static void main(String[] args) throws ConfigError {

        SessionSettings settings = new SessionSettings("path/to/quickfixj.cfg");

        Application application = new FixApplication();

        MessageStoreFactory storeFactory = new FileStoreFactory(settings);

        LogFactory logFactory = new FileLogFactory(settings);

        MessageFactory messageFactory = new DefaultMessageFactory();

        // Create the initiator

        Initiator initiator = new SocketInitiator(application, storeFactory, settings, logFactory, messageFactory);

        // Start the initiator

        initiator.start();

        // Keep the application running

        Runtime.getRuntime().addShutdownHook(new Thread(() -> {

            System.out.println("Shutting down QuickFIX/J engine.");

            initiator.stop();

        }));

        try {

            Thread.sleep(60000); // Keep the application running for 1 minute for demo purposes

        } catch (InterruptedException e) {

            e.printStackTrace();

        }

    }

}

Step 5: Running the Application

1. Compile your project and ensure all dependencies are correctly set up.

2. Run the Main class to start the QuickFIX/J engine.

Additional Configuration and Customization

• Message Store: You can customize the message store to use databases or other storage mechanisms by using different MessageStoreFactory implementations.

• Logging: Customize logging by using different LogFactory implementations.

• Session Settings: Configure additional session parameters like SSL, reconnect intervals, etc., in the quickfixj.cfg file.

Best Practices

1. Error Handling: Implement robust error handling in your Application implementation.

2. Configuration Management: Keep configuration files secure and manage different environments (development, testing, production) separately.

3. Testing: Thoroughly test your FIX engine setup with both unit tests and integration tests.

By following this setup guide, you should be able to get QuickFIX/J up and running for your FIX protocol communication needs.