SmartTrade FIX connector example
SmartTrade FIX client example
Before run this example you need to setup following settings in ClientExample/src/main/resources/com/aa/ira/broker/smarttrade/test.cfg file:
[session]
SocketConnectPort=<set data server port>
SocketConnectHost=<set data server address>
SenderCompID=<data sender ID >
TargetCompID=LFX
SessionQualifier=FEED
....
[session]
SocketConnectPort=<set trading server port>
SocketConnectHost=<set data server address>
SenderCompID=<trading sender ID >
TargetCompID=LFX
SessionQualifier=BROKER
After it you can compile project using maven from ClientExample directory (mvn clean install
) and then run it by ./runclient.bat script.
If will connect to server and ask for market data incremental updates. All received market data messages will be stored to text file (there is example at ClientExample/market_data_gbp_usd.txt). All FIX messages will be stored to ClientExample/logs folder.
Also it's possible to run small python FIX cracker script to build aggregated Order Book on collected market data updates.
From folder FixMessageParser run following command: python FIXCracker.py <path_to_your_collected_data_txt>
:
For example python FIXCracker.py data/market_data_gbp_usd.txt
it will show aggregated order book for every market update.