XTRD FIX API usage examples - market data, trading, and beyond
The key idea behind this public repository is to provide a centralized point of XTRD FIX API usage examples. We are going to cover different aspects of trading starting from market data, followed by trading, and post-trades settlements.
Our team is using OnixS FIX Engine but we also will provide samples on top of QuickFIX and, probably, Fix8.
##Samples
| Project name | Language | Engine | Description |
|---|---|---|---|
| Neat Shooter | Java | OnixS | An application that combines both market data and trading functions by reading Huobi market data over the FIX API and constantly sends requests to open and cancel orders. |
| Pythod Trader | Python | QuickFIX | Python-based application that illustrates basic techniques of a trading workflow - getting open orders, positions synchronization, sending and canceling orders, parsing ExecutionReports |
| JavaScript Trader | JavaScript/node.js | jspurefix | JavaScript-based application similar to the Neat Shooter - get market data, send orders based on certain conditions and receive confirmations. JavaScript, node.js, FIX |
| Renko-based Scalper for Binance | Java/JavaScript | QuickFIX | Demo application shows how to receive market data, generate renkos, and build an execution system over the FIX. It also has a simple GUI to track the progress. |
| md_reader #1 | Java | OnixS | An application that constantly subscribes on pre-defined symbols list, reads the feed for during some amount(randomly selected) of time, then disconnects and connects again. |
| md_reader #2 | C++ | OnixS | Application sample that uses OnixS FIX engine library to subscribe and parse market data. |
| md_reader #3 | C++ | QuickFIX | A very simple application that uses QuickFIX library. Connects to market data streamer, subscribe and parse incoming MarketData - Snapshot/FullRefresh and MarketData - IncrementalRefresh messages. |
| md_reader #4 | C++ | Fix8 | A very simple application that uses Fix8 library. Connects to market data streamer, subscribe and parse incoming MarketData - Snapshot/FullRefresh and MarketData - IncrementalRefresh messages. |