/smarttradefix

SmartTrade FIX client example

Primary LanguageJava

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.

Example: Application example