FIX Connector in AdroitLogic - ProjectX

AdroitLogic ProjectX supports FIX message transferring with new FIX connector introducing with ProjectX-Beta1 release.

FIX connector configuration for the ESB with UltraStudio.

Create a new project with adding the FIX connector to connector list.

Configuring the project.xpl

Add the following resources which will be referred  project spesific configuration file .xcml

Resource	Type	Resource class type
fileMsgStore		org.adroitlogic.x.transport.fix.util.FileMessageStoreFactoryImpl
fileLogFactory		org.adroitlogic.x.transport.fix.util.FileLogFactoryImpl
SessionBANZAI1		org.adroitlogic.x.transport.fix.FIXSession
senderOtherSettings		java.util.Map
EndpointOtherSettings		java.util.Map
configuredSessions		java.util.List
otherAcceptorSettingss		java.util.Map

The following is the final .xpml file which will be created while configuration is done through the user interface.

<x:project id="StudioProj2" name="StudioProj2" version="1.0-SNAPSHOT"          xmlns="http://www.springframework.org/schema/beans"          xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:x="http://www.adroitlogic.org/x/x-project"          xsi:schemaLocation="http://www.adroitlogic.org/x/x-project http://schemas.adroitlogic.org/x/x-project-1.0.0.xsd          http://www.springframework.org/schema/beans http://www.springframework.org/schema/beans/spring-beans-4.1.xsd">   <x:description>A sample project that demonstrates the projects concept</x:description>   <x:flows>       <x:flow id="test" file="test.xcml"/>   </x:flows>   <x:resources>       <x:resource id="fileMsgStore">           <bean class="org.adroitlogic.x.transport.fix.util.FileMessageStoreFactoryImpl">               <property name="fileStorePath" value="/tmp/fixTest2"/>           </bean>       </x:resource>       <x:resource id="fileLogFactory">           <bean class="org.adroitlogic.x.transport.fix.util.FileLogFactoryImpl">               <property name="fileLogPath" value="/tmp/fixTest2/log"/>           </bean>       </x:resource>       <x:resource id="SessionBANZAI1">           <bean class="org.adroitlogic.x.transport.fix.FIXSession">               <property name="targetCompId" value="BANZAI"/>               <property name="beginString" value="FIX.4.2"/>           </bean>       </x:resource>       <x:resource id="senderOtherSettings">           <map>               <entry key="LogonTimeout" value="6"/>           </map>       </x:resource>       <x:resource id="EndpointOtherSettings">           <map>               <entry key="DefaultMarketPrice" value="12.30"/>           </map>       </x:resource>       <x:resource id="configuredSessions">           <list>               <ref bean="SessionBANZAI1"/>           </list>       </x:resource>       <x:resource id="otherAcceptorSettingss">           <map>               <entry key="AcceptorTemplate" value="Y"/>               <entry key="UseDataDictionary" value="N"/>           </map>       </x:resource>   </x:resources> </x:project>

Configuring a simple message flow path 

This post explains a simple message flow to mediate fix message transaction with a fix-listener to listen to incoming messages over FIX protocol and a fix-sender to send-out the fix messages to outside receivers over fix protocol.

Configuring FIX Ingress connector

IngressConnector is the message entry point for fix messages. You can define the  configuration in the ESB fix message acceptor and other fix ingress connector configuration through the tool user interface.

Configuring FIX Egress connector

EgressConnector is the message out port of ESB for fix messages. You can define the  configuration in the ESB fix message initiator and other fix egress connector configuration through the tool user interface.

 

Following is the final .xcml file that will be created after configuring the above

<beans xmlns="http://www.springframework.org/schema/beans"      xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"      xsi:schemaLocation="http://www.springframework.org/schema/beans http://www.springframework.org/schema/beans/spring-beans-4.1.xsd">   <bean id="53ec558f-4f13-596e-6649-d221bcb62ea0" class="org.adroitlogic.x.connector.fix.FIXIngressConnector">       <property name="socketAcceptPort" value="12000"/>       <property name="senderCompID" value="UESB"/>       <property name="heartBeatIntervalSec" value="30"/>       <property name="startTime" value="00:00:00"/>       <property name="endTime" value="23:00:00"/>       <property name="configuredSessions" ref="configuredSessions"/>       <property name="messageStoreFactory" ref="fileMsgStore"/>       <property name="logFactory" ref="fileLogFactory"/>       <property name="otherSettings" ref="otherAcceptorSettingss"/>       <property name="processingElement" ref="323f1384-66c5-3b8f-91f1-0caa4e148b09"/>   </bean>   <bean id="323f1384-66c5-3b8f-91f1-0caa4e148b09" class="org.adroitlogic.x.connector.fix.FIXEgressConnector">       <property name="heartBeatIntervalSec" value="30"/>       <property name="startTime" value="00:00:00"/>       <property name="endTime" value="23:00:00"/>       <property name="reconnectInterval" value="5"/>       <property name="messageStoreFactory" ref="fileMsgStore"/>       <property name="logFactory" ref="fileLogFactory"/>       <property name="otherSettings" ref="senderOtherSettings"/>       <property name="socketConnectHost" value="localhost"/>       <property name="socketConnectPort" value="9879"/>       <property name="beginString" value="FIX.4.2"/>       <property name="senderCompID" value="UESB"/>       <property name="targetCompID" value="EXEC"/>       <property name="endpointConfigurations" ref="EndpointOtherSettings"/>       <property name="responseProcessor" ref="53ec558f-4f13-596e-6649-d221bcb62ea0"/>       <property name="egressTimeout" value="10000"/>   </bean> </beans>

Testing the message flow

Download QuickFIX/J and run the sample they have provided(Banzai-Executor) with modifying configuration as bellow.Here we are sending a message from Banzai(initiator to port 12000) to UltraESB(working as an acceptor listening in port 12000) over session FIX.4.2. After receiving the message from Banzai UltraESB(working as an initiator) will forward the message to Executor(acceptor listening in port 9879)

 

Initiator configuration for Banzai (banzai.cfg)

 

[default] FileStorePath=examples/target/data/banzai ConnectionType=initiator TargetCompID=UESB SocketConnectHost=localhost StartTime=00:00:00 EndTime=23:00:00 HeartBtInt=30 ReconnectInterval=5 SocketConnectPort=12000 [session] BeginString=FIX.4.2 SenderCompID=BANZAI

Acceptor configuration for Executor(executor.cfg)

 

[default] FileStorePath=examples/target/data/executor ConnectionType=acceptor StartTime=00:00:00 EndTime=23:00:00 HeartBtInt=30 ValidOrderTypes=1,2,F SenderCompID=EXEC TargetCompID=UESB UseDataDictionary=Y DefaultMarketPrice=12.30 [session] BeginString=FIX.4.2 SocketAcceptPort=9879

Following is the UI provided by QuickFIX/J sample, you can send a message with this UI over session FIX.4.2:BANZAI->UESB.