Spring Boot Starter for QuickFIX/J (Spring Boot 2)
This project is a Spring Boot Starter for QuickFIX/J messaging engine for the FIX protocol. It simplifies the configuration required to create and start an Initiator or Acceptor, and handles the lifecycle of the Connector.
Getting started
To use the QuickFIX/J Server or QuickFIX/J Client you have to add the QuickFIX/J Spring Boot Starter dependency in your project.
<dependency>
<groupId>io.allune</groupId>
<artifactId>quickfixj-spring-boot-starter</artifactId>
<version>2.12.0</version>
</dependency>
QuickFIX/J Spring Boot Starter - Server (Acceptor)
The @EnableQuickFixJServer
will auto configure a QuickFIX/J Server:
@EnableQuickFixJServer
@SpringBootApplication
public class AppServer {
public static void main(String[] args) {
SpringApplication.run(AppServer.class, args);
}
}
Additionally you need to add a quickfixj-server.cfg file to configure the FIX sessions. The configuration is resolved using the following approach:
-
By a QuickFIX/J acceptor configuration string defined by the
quickfixj.server.configString
property -
By the presence of a
quickfix.SessionSettings
bean namedserverSessionSettings
-
By a configuration file defined by the
quickfixj.server.config
property -
By the presence of the
quickfixj.server.config
system property -
By a
quickfixj-server.cfg
in the working directory or at the root of the classpath
QuickFIX/J Server properties
quickfixj.server.config=classpath:quickfixj-server.cfg # location of the quickfixj acceptor configuration file
quickfixj.server.configString=[default] \r\n\... # the content of the QuickFIX/J acceptor configuration file
quickfixj.server.auto-startup=true # whether to auto-connect to the remote endpoint at start up (default: `true`)
quickfixj.server.force-disconnect=false # whether logged on sessions should be disconnected forcibly when the connector is stopped (default: `false`)
quickfixj.server.phase=0 # phase in which this connection manager should be started and stopped (default: `Integer.MAX_VALUE`)
quickfixj.server.jmx-enabled=true # whether to register the jmx mbeans for the acceptor (default: `false`)
quickfixj.server.message-store-factory=memory # [cachedfile,file,jdbc,memory,noop,sleepycat] (default: `memory`)
quickfixj.server.log-factory=screen # [compositelog,file,jdbc,slf4j,screen] (default: `screen`)
quickfixj.server.concurrent.enabled=true # whether to use a simple SocketAcceptor or a ThreadedSocketAcceptor (default: `false` - uses `SocketAcceptor`)
quickfixj.server.concurrent.useDefaultExecutorFactory=true # whether to use a default ExecutorFactory to create the SocketAcceptor (default: `false`)
quickfixj.server.concurrent.queueCapacity=Integer.MAX_VALUE # when using the default ExecutorFactory, the Executor's queue capacity (default: `Integer.MAX_VALUE`)
quickfixj.server.concurrent.corePoolSize=8 # when using the default ExecutorFactory, the Executor's core pool size (default: `8`)
quickfixj.server.concurrent.maxPoolSize=Integer.MAX_VALUE # when using the default ExecutorFactory, the Executor's max pool size (default: `Integer.MAX_VALUE`)
quickfixj.server.concurrent.allowCoreThreadTimeOut=true # when using the default ExecutorFactory, whether to allow core thread timeout on the Executor (default: `true`)
quickfixj.server.concurrent.keepAliveSeconds=60 # when using the default ExecutorFactory, the Executor's keep alive in seconds (default: `60`)
quickfixj.server.concurrent.waitForTasksToCompleteOnShutdown=false # when using the default ExecutorFactory, whether to wait for tasks to complete on shutdown on the Executor (default: `false`)
quickfixj.server.concurrent.awaitTerminationSeconds=0 # when using the default ExecutorFactory, the Executor's await termination in seconds (default: `0`)
quickfixj.server.concurrent.threadNamePrefix="QuickFixJ Spring Boot Starter thread-" # when using the default ExecutorFactory, the Executor's thread name prefix (default: `QuickFixJ Spring Boot Starter thread-`)
quickfixj:
server:
config: classpath:quickfixj-server.cfg
auto-startup: true
force-disconnect: false
phase: 0
jmx-enabled: true
concurrent:
enabled: true
useDefaultExecutorFactory: true
queueCapacity: Integer.MAX_VALUE
corePoolSize: 8
maxPoolSize: Integer.MAX_VALUE
allowCoreThreadTimeOut: true
keepAliveSeconds: 60
waitForTasksToCompleteOnShutdown: false
awaitTerminationMillis: 0
threadNamePrefix: "QuickFixJ Spring Boot Starter thread-"
message-store-factory: memory
log-factory: screen
QuickFIX/J acceptor configuration file in properties and yaml files
Using the quickfixj.server.configString
property:
quickfixj.server.configString=[default] \r\n\
FileStorePath=target/data/executor \r\n\
ConnectionType=acceptor \r\n\
StartTime=00:00:00 \r\n\
EndTime=00:00:00 \r\n\
HeartBtInt=30 \r\n\
ValidOrderTypes=1,2,F \r\n\
SenderCompID=EXEC \r\n\
TargetCompID=BANZAI \r\n\
UseDataDictionary=Y \r\n\
DefaultMarketPrice=12.30 \r\n\
FileLogPath=logs-server \r\n\
\r\n\
[session] \r\n\
BeginString=FIX.4.0 \r\n\
SocketAcceptPort=9876 \r\n\
\r\n\
[session] \r\n\
BeginString=FIX.4.1 \r\n\
SocketAcceptPort=9877 \r\n\
\r\n\
[session] \r\n\
BeginString=FIX.4.2 \r\n\
SocketAcceptPort=9878 \r\n\
\r\n\
[session] \r\n\
BeginString=FIX.4.3 \r\n\
SocketAcceptPort=9879 \r\n\
\r\n\
[session] \r\n\
BeginString=FIX.4.4 \r\n\
SocketAcceptPort=9880 \r\n\
\r\n\
[session] \r\n\
BeginString=FIXT.1.1 \r\n\
DefaultApplVerID=FIX.5.0SP2 \r\n\
SocketAcceptPort=9881
quickfixj:
server:
configString: |
[default]
FileStorePath=target/data/executor
ConnectionType=acceptor
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
ValidOrderTypes=1,2,F
SenderCompID=EXEC
TargetCompID=BANZAI
UseDataDictionary=Y
DefaultMarketPrice=12.30
FileLogPath=logs-server
[session]
BeginString=FIX.4.0
SocketAcceptPort=9876
[session]
BeginString=FIX.4.1
SocketAcceptPort=9877
[session]
BeginString=FIX.4.2
SocketAcceptPort=9878
[session]
BeginString=FIX.4.3
SocketAcceptPort=9879
[session]
BeginString=FIX.4.4
SocketAcceptPort=9880
[session]
BeginString=FIXT.1.1
DefaultApplVerID=FIX.5.0SP2
SocketAcceptPort=9881
QuickFIX/J Server Actuator properties
To enable the actuator endpoints you will also have to add the QuickFIX/J Spring Boot Actuator dependency.
<dependency>
<groupId>io.allune</groupId>
<artifactId>quickfixj-spring-boot-actuator</artifactId>
<version>2.12.0</version>
</dependency>
And enable the QuickFix/J Server endpoint in Spring:
management.endpoint.quickfixjserver.enabled=true # whether the endpoint is enabled or not
management.endpoints.web.exposure.include=quickfixjserver # whether the endpoint will be exposed
management:
endpoint:
quickfixjserver:
enabled: true
endpoints:
web:
exposure:
include: quickfixjserver
Example usage:
http://localhost:8081/actuator/quickfixjserver
{
"FIX.4.2:EXEC->BANZAI": {
"SenderCompID": "EXEC",
"StartTime": "00:00:00",
"DefaultMarketPrice": "12.30",
"ValidOrderTypes": "1,2,F",
"ConnectionType": "acceptor",
"EndTime": "00:00:00",
"BeginString": "FIX.4.2",
"SocketAcceptPort": "9878",
"TargetCompID": "BANZAI",
"SenderCompID": "EXEC",
"HeartBtInt": "30",
"BeginString": "FIX.4.2",
"TargetCompID": "BANZAI",
"FileStorePath": "target/data/executor",
"UseDataDictionary": "Y"
},
"FIX.4.1:EXEC->BANZAI": {
"SenderCompID": "EXEC",
"StartTime": "00:00:00",
"DefaultMarketPrice": "12.30",
"ValidOrderTypes": "1,2,F",
"ConnectionType": "acceptor",
"EndTime": "00:00:00",
"BeginString": "FIX.4.1",
"SocketAcceptPort": "9877",
"TargetCompID": "BANZAI",
"SenderCompID": "EXEC",
"HeartBtInt": "30",
"BeginString": "FIX.4.1",
"TargetCompID": "BANZAI",
"FileStorePath": "target/data/executor",
"UseDataDictionary": "Y"
}
}
QuickFIX/J Spring Boot Starter - Client (Initiator)
The @EnableQuickFixJClient
will auto configure a QuickFIX/J Client:
@EnableQuickFixJClient
@SpringBootApplication
public class AppClient {
public static void main(String[] args) {
SpringApplication.run(AppClient.class, args);
}
}
Additionally you need to add a quickfixj-client.cfg file to configure the FIX sessions. The configuration is resolved using the following approach:
-
By a QuickFIX/J initiator configuration string defined by the
quickfixj.client.configString
property -
By the presence of a
quickfix.SessionSettings
bean namedclientSessionSettings
-
By a configuration file defined by the
quickfixj.client.config
property -
By the presence of the
quickfixj.client.config
system property -
By a
quickfixj-client.cfg
in the working directory or at the root of the classpath
QuickFIX/J Client properties
quickfixj.client.config=classpath:quickfixj-client.cfg # location of the quickfixj initiator
quickfixj.client.configString=[default] \r\n\... # the content of the QuickFIX/J initiator configuration file
quickfixj.client.auto-startup=true # whether to auto-connect to the remote endpoint at start up (default: `true`)
quickfixj.client.phase=0 # phase in which this connection manager should be started and stopped (default: `Integer.MAX_VALUE`)
quickfixj.client.jmx-enabled=true # whether to register the jmx mbeans for the initiator (default: `false`)
quickfixj.client.message-store-factory=memory # [cachedfile,file,jdbc,memory,noop,sleepycat] (default: `memory`)
quickfixj.client.log-factory=screen # [compositelog,file,jdbc,slf4j,screen] (default: `screen`)
quickfixj.client.concurrent.enabled=true # whether to use a simple SocketInitiator or a ThreadedSocketInitiator (default: `false` - uses `SocketInitiator`)
quickfixj.client.concurrent.useDefaultExecutorFactory=true # whether to use a default ExecutorFactory to create the SocketInitiator (default: `false`)
quickfixj.client.concurrent.queueCapacity=Integer.MAX_VALUE # when using the default ExecutorFactory, the Executor's queue capacity (default: `Integer.MAX_VALUE`)
quickfixj.client.concurrent.corePoolSize=8 # when using the default ExecutorFactory, the Executor's core pool size (default: `8`)
quickfixj.client.concurrent.maxPoolSize=Integer.MAX_VALUE # when using the default ExecutorFactory, the Executor's max pool size (default: `Integer.MAX_VALUE`)
quickfixj.client.concurrent.allowCoreThreadTimeOut=true # when using the default ExecutorFactory, whether to allow core thread timeout on the Executor (default: `true`)
quickfixj.client.concurrent.keepAliveSeconds=60 # when using the default ExecutorFactory, the Executor's keep alive in seconds (default: `60`)
quickfixj.client.concurrent.waitForTasksToCompleteOnShutdown=false # when using the default ExecutorFactory, whether to wait for tasks to complete on shutdown on the Executor (default: `false`)
quickfixj.client.concurrent.awaitTerminationSeconds=0 # when using the default ExecutorFactory, the Executor's await termination in seconds (default: `0`)
quickfixj.client.concurrent.threadNamePrefix="QuickFixJ Spring Boot Starter thread-" # when using the default ExecutorFactory, the Executor's thread name prefix (default: `QuickFixJ Spring Boot Starter thread-`)
quickfixj:
client:
config: classpath:quickfixj-client.cfg
auto-startup: true
force-disconnect: false
phase: 0
jmx-enabled: true
concurrent:
enabled: true
useDefaultExecutorFactory: true
queueCapacity: Integer.MAX_VALUE
corePoolSize: 8
maxPoolSize: Integer.MAX_VALUE
allowCoreThreadTimeOut: true
keepAliveSeconds: 60
waitForTasksToCompleteOnShutdown: false
awaitTerminationMillis: 0
threadNamePrefix: "QuickFixJ Spring Boot Starter thread-"
message-store-factory: memory
log-factory: screen
QuickFIX/J initiator configuration file in properties and yaml files
Using the quickfixj.client.configString
property:
quickfixj.client.configString=[default] \r\n\
FileStorePath=target/data/banzai \r\n\
ConnectionType=initiator \r\n\
SenderCompID=BANZAI \r\n\
TargetCompID=EXEC \r\n\
SocketConnectHost=localhost \r\n\
StartTime=00:00:00 \r\n\
EndTime=00:00:00 \r\n\
HeartBtInt=30 \r\n\
ReconnectInterval=5 \r\n\
FileLogPath=logs-client \r\n\
\r\n\
[session] \r\n\
BeginString=FIX.4.0 \r\n\
SocketConnectPort=9876 \r\n\
\r\n\
[session] \r\n\
BeginString=FIX.4.1 \r\n\
SocketConnectPort=9877 \r\n\
\r\n\
[session] \r\n\
BeginString=FIX.4.2 \r\n\
SocketConnectPort=9878 \r\n\
\r\n\
[session] \r\n\
BeginString=FIX.4.3 \r\n\
SocketConnectPort=9879 \r\n\
\r\n\
[session] \r\n\
BeginString=FIX.4.4 \r\n\
SocketConnectPort=9880 \r\n\
\r\n\
[session] \r\n\
BeginString=FIXT.1.1 \r\n\
DefaultApplVerID=FIX.5.0SP2 \r\n\
SocketConnectPort=9881
quickfixj:
client:
configString: |
[default]
FileStorePath=target/data/banzai
ConnectionType=initiator
SenderCompID=BANZAI
TargetCompID=EXEC
SocketConnectHost=localhost
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
ReconnectInterval=5
FileLogPath=logs-client
[session]
BeginString=FIX.4.0
SocketConnectPort=9876
[session]
BeginString=FIX.4.1
SocketConnectPort=9877
[session]
BeginString=FIX.4.2
SocketConnectPort=9878
[session]
BeginString=FIX.4.3
SocketConnectPort=9879
[session]
BeginString=FIX.4.4
SocketConnectPort=9880
[session]
BeginString=FIXT.1.1
DefaultApplVerID=FIX.5.0SP2
SocketConnectPort=9881
QuickFIX/J Client Actuator properties
To enable the actuator endpoints you will also have to add the QuickFIX/J Spring Boot Actuator dependency.
<dependency>
<groupId>io.allune</groupId>
<artifactId>quickfixj-spring-boot-actuator</artifactId>
<version>2.12.0</version>
</dependency>
And enable the QuickFix/J Client endpoint in Spring:
management.endpoint.quickfixjclient.enabled=true # whether the endpoint is enabled or not
management.endpoints.web.exposure.include=quickfixjclient # whether the endpoint will be exposed
management:
endpoint:
quickfixjclient:
enabled: true
endpoints:
web:
exposure:
include: quickfixjclient
Example usage:
http://localhost:8080/actuator/quickfixjclient
{
"FIXT.1.1:BANZAI->EXEC": {
"SenderCompID": "BANZAI",
"StartTime": "00:00:00",
"ConnectionType": "initiator",
"EndTime": "00:00:00",
"BeginString": "FIXT.1.1",
"ReconnectInterval": "5",
"TargetCompID": "EXEC",
"DefaultApplVerID": "FIX.5.0",
"SocketConnectHost": "localhost",
"SenderCompID": "BANZAI",
"HeartBtInt": "30",
"BeginString": "FIXT.1.1",
"TargetCompID": "EXEC",
"FileStorePath": "target/data/banzai",
"SocketConnectPort": "9881"
},
"FIX.4.2:BANZAI->EXEC": {
"SenderCompID": "BANZAI",
"StartTime": "00:00:00",
"ConnectionType": "initiator",
"EndTime": "00:00:00",
"BeginString": "FIX.4.2",
"ReconnectInterval": "5",
"TargetCompID": "EXEC",
"SocketConnectHost": "localhost",
"SenderCompID": "BANZAI",
"HeartBtInt": "30",
"BeginString": "FIX.4.2",
"TargetCompID": "EXEC",
"FileStorePath": "target/data/banzai",
"SocketConnectPort": "9878"
}
}
Listening on quickfixj.Application messages
The QuickFIX/J Spring Boot Starter provides a default implementation for the quickfixj.Application
interface which publishes the messages received by the Server (Acceptor) and the Client (Initiator) as `ApplicationEvent`s.
If your application is only processing a subset of message types (i.e. toAdmin
, toApp
, onCreate
, etc.) you will need to register an EventListener
for these, with the appropriate message type as the only parameter for the listener method:
@EventListener
public void listenFromAdmin(FromAdmin fromAdmin) {
...
}
@EventListener
public void listenFromApp(FromApp fromApp) {
...
}
@EventListener
public void listenOnCreate(Create create) {
...
}
@EventListener
public void listenOnLogon(Logon logon) {
...
}
@EventListener
public void listenOnLogout(Logout logout) {
...
}
@EventListener
public void listenToAdmin(ToAdmin toAdmin) {
...
}
@EventListener
public void listenToApp(ToApp toApp) {
...
}
In case the EventListener
method throws an exception, this exception will be propagated up the quickfix.Session#next()
method.
Depending on the value of RejectMessageOnUnhandledException
in the quickfixj configuration file, the message will be redelivered or dismissed.
QuickFixJTemplate
The QuickFixJTemplate
provides a synchronous client to perform requests, exposing a simple, template method API over the QuickFIX/J client.
The QuickFIX/J Spring Boot Starter provides a quickFixJTemplate
bean than can be Autowired
in the application.
@Autowire
private QuickFixJTemplate quickFixJTemplate;
...
SessionID sessionID = serverAcceptor.getSessions().stream()
.filter(sessId ->
sessId.getBeginString().equals(fixVersion) &&
sessId.getTargetCompID().equals(targetId))
.findFirst()
.orElseThrow(RuntimeException::new);
OrderCancelRequest message = new OrderCancelRequest(
new OrigClOrdID("123"),
new ClOrdID("321"),
new Symbol("LNUX"),
new Side(Side.BUY));
quickFixJTemplate.send(message, sessionID);
Examples Projects
-
QuickFIX/J Spring Boot Server and Client applications as Docker containers
-
QuickFIX/J Spring Boot Server and Client applications as Docker containers with server failover
-
QuickFIX/J Spring Boot Client application with Event Listeners
-
QuickFIX/J Spring Boot Client application with database message store
-
QuickFIX/J Spring Boot Server application with Dynamic Sessions
-
QuickFIX/J Spring Boot Server application with Event Listeners
-
QuickFIX/J Spring Boot Server application with database message store
License and Acknowledgement
The QuickFIX/J Spring Boot Starter is released under version 2.0 of the Apache License.
This code includes software developed by quickfixengine.org.