开源 FIX 客户端模拟器
我想为我们公司测试一个 FIX 网关,并且想知道开源中是否已经存在任何我可以使用或可能利用的东西来完成此任务。
我目前正在研究 QuickFix,但我不确定它是否有一个可用于任何标准 FIX 网关的客户端。
另外,我们将不胜感激有关该主题的任何学习材料的链接。
I want test a FIX gateway for our company and was wondering if anything in opensource already exists that I can use or perhaps leverage to complete this task.
I am currently looking at QuickFix but I am not sure if it has a client that can be used against any standard FIX gateway.
Also links to any learning material that exist on this topic would be appreciated.
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QuickFIXengine 代码附带了几个示例,请参阅示例
您可能需要
tradeclient
来发送消息。它是一个命令行工具,可将 FIX 消息发送到服务器。您可以使用
ordermatch
示例启动简单的FIX服务器,该服务器将交叉订单并将ExecutionReports发送回您的客户端。对于所有示例应用程序,您需要提供一个配置文件来启动。只需按照
quickfixengine
网站上的说明进行操作即可,请参阅示例配置文件。您的客户端将是发起者
和服务器接受者
。我一直在大量使用这些示例应用程序来测试,尤其是
ordermatcher
,我已经更新了我的应用程序来处理修改订单并分离股票/期货/期权符号等。tradeclient
使用屏幕记录器,因此您应该在命令行上看到所有传出和传入的消息。QuickFIXengine code comes with couple of examples, see examples
You probably want
tradeclient
for sending messages. It is a command line tool that will send FIX messages to server.You can use the
ordermatch
example to start up simple FIX server which will cross orders and send ExecutionReports back to your client.For all example applications you need to provide a config file to startup up. Just follow the instructions at
quickfixengine
web site, see example config file. Your client will beinitiator
and serveracceptor
.I've been using those example apps heavily for testing especially the
ordermatcher
, I've updated mine to handle amend orders and separates stock/futures/options symbols and so on.The
tradeclient
uses screen logger so you should see all the outgoing and incoming messages on the command line.有一个替代的 GUI 工具可以模拟客户端和服务器。它被称为MINI FIX。人们可以按照他/她所看到的方式构建消息,或者使用代码与之对话并获得相应的响应。唯一的缺点是它仅适用于Windows。
There is an alternative GUI tool that allows to simulate both client and server. It is called MINI FIX. One can construct messages as he/she sees or use code to talk to it and get respective response. The only downside is that it is Windows only.
QuickFIX 可用于向 FIX 服务器/网关发送符合标准的消息(具有不同的安全级别//使用强安全性:-)。
QuickFix 在其网站上有很好的示例代码: http://www.quickfixengine.org /quickfix/doc/html/sending_messages.html
QuickFIX can be used to send standard-compliant messages (with different safety-levels//use strong safety:-) to FIX servers/gateways.
quickfix has nice sample code on its site: http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html