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Objective: Demonstrate the usage of the FIX (Financial Information eXchange) transport with Proxy Services.

Prerequisites
  • You will need the two sample FIX applications that come with Quickfix/J (Banzai and Executor). Configure the two applications to establish sessions with the ESB. 
  • Start Banzai and Executor.
  • Enable FIX transport in the Synapse axis2.xml
  • Configure Synapse for FIX samples. 
  • Open the <ESB_HOME>/repository/samples/synapse_sample_257.xml file and make sure that transport.fix.AcceptorConfigURL property points to the fix-synapse.cfg file you created. Also make sure that transport.fix. InitiatorConfigURL property points to the synapse-sender.cfg file you created. Once done, you can start the Synapse configuration numbered 257: wso2esb-samples.sh -sn 257

    Note

    The ESB creates a new FIX session with Banzai at this point.

  • Send an order request from Banzai to the ESB.

WSO2 ESB will create a session with an Executor and forward the order request. The responses coming from the Executor will be sent back to Banzai.

<definitions xmlns="http://ws.apache.org/ns/synapse">
    <proxy name="FIXProxy" transports="fix">
        <parameter name="transport.fix.AcceptorConfigURL">file:/home/synapse_user/fix-config/fix-synapse.cfg</parameter>
        <parameter name="transport.fix.InitiatorConfigURL">file:/home/synapse_user/fix-config/synapse-sender.cfg</parameter>
        <parameter name="transport.fix.AcceptorMessageStore">file</parameter>
        <parameter name="transport.fix.InitiatorMessageStore">file</parameter>
        <target>
            <endpoint>
                <address uri="fix://localhost:19876?BeginString=FIX.4.0&amp;SenderCompID=SYNAPSE&amp;TargetCompID=EXEC"/>
            </endpoint>
	    <inSequence>
		<log level="full"/>
	    </inSequence>
            <outSequence>
                <log level="full"/>
				<send/>
            </outSequence>
        </target>
    </proxy>
</definitions>

Configuring Sample FIX Applications

If you use a binary distribution of Quickfix/J, the two samples and their configuration files are all packed to a single JAR file called quickfixj-examples.jar. You will have to extract the JAR file, modify the configuration files and pack them to a JAR file again under the same name.

You can pass the new configuration file as a command line parameter too, in that case you do not need to modify the quickfixj-examples.jar. You can copy the config files from <ESB_HOME>/repository/samples/resources/fix folder to $QFJ_HOME/etc folder. Execute the sample apps from <QFJ_HOME>/bin," "./banzai.sh/bat ../etc/banzai.cfg executor.sh/bat ../etc/executor.cfg.

Locate and edit the FIX configuration file of Executor to be as follows. This file is usually named executor.cfg.

[default]
	FileStorePath=examples/target/data/executor
	ConnectionType=acceptor
	StartTime=00:00:00
	EndTime=00:00:00
	HeartBtInt=30
	ValidOrderTypes=1,2,F
	SenderCompID=EXEC
	TargetCompID=SYNAPSE
	UseDataDictionary=Y
	DefaultMarketPrice=12.30

	[session]
	BeginString=FIX.4.0
	SocketAcceptPort=19876

Locate and edit the FIX configuration file of Banzai to be as follows. This file is usually named banzai.cfg.

[default]
	FileStorePath=examples/target/data/banzai
	ConnectionType=initiator
	SenderCompID=BANZAI
	TargetCompID=SYNAPSE
	SocketConnectHost=localhost
	StartTime=00:00:00
	EndTime=00:00:00
	HeartBtInt=30
	ReconnectInterval=5

	[session]
	BeginString=FIX.4.0
	SocketConnectPort=9876

The FileStorePath property in the above two files should point to two directories in your local file system. The launcher scripts for the sample application can be found in the bin directory of  Quickfix/J distribution.

Setting up FIX Transport

To run the FIX samples used in this guide, you need a local Quickfix/J installation (http://www.quickfixj.org). Download Quickfix/J from: http://www.quickfixj.org/downloads.

To enable the FIX transport for samples, first you must deploy the Quickfix/J libraries into the repository/components/lib directory of the ESB. Generally the  following libraries should be deployed into the ESB.

  • quickfixj-core-1.4.0.jar
  • quickfixj-msg-fix40-1.4.0.jar
  • quickfixj-msg-fix42-1.4.0.jar
  • quickfixj-msg-fix41-1.4.0.jar
  • quickfixj-msg-fix43-1.4.0.jar
  • quickfixj-msg-fix44-1.4.0.jar
  • quickfixj-msg-fix50-1.4.0.jar
  • mina-core-1.1.0.jar
  • slf4j-jdk14-1.5.3.jar
  • slf4j-api-1.5.3.jar

Then uncomment the FIX transport sender and FIX transport receiver configurations in the repository/conf/axis2.xml. Simply locate and uncomment the FIXTransportSender and FIXTransportListener sample configurations. Alternatively if the FIX transport management bundle is in use, you can enable the FIX transport listener and the sender from the WSO2 ESB management console. Login to the console and navigate to "Transports" on management menu. Scroll down to locate the sections related to the FIX transport. Simply click on the "Enable" links to enable the FIX listener and the sender.

Configuring WSO2 ESB for FIX Samples

In order to configure WSO2 ESB to run the FIX samples given in this guide, you will need to create some FIX configuration files as specified below (you can find the config files from <ESB_HOME>/repository/samples/resources/fix folder).

The FileStorePath property in the following two files should point to two directories in your local file system. Once the samples are executed, Synapse will create FIX message stores in these two directories.

Put the following entries in a file called fix-synapse.cfg.

[default]
	FileStorePath=repository/logs/fix/data
	ConnectionType=acceptor
	StartTime=00:00:00
	EndTime=00:00:00
	HeartBtInt=30
	ValidOrderTypes=1,2,F
	SenderCompID=SYNAPSE
	TargetCompID=BANZAI
	UseDataDictionary=Y
	DefaultMarketPrice=12.30

	[session]
	BeginString=FIX.4.0
	SocketAcceptPort=9876

Put the following entries in a file called synapse-sender.cfg.

[default]
	FileStorePath=repository/logs/fix/data
	SocketConnectHost=localhost
	StartTime=00:00:00
	EndTime=00:00:00
	HeartBtInt=30
	ReconnectInterval=5
    SenderCompID=SYNAPSE
    TargetCompID=EXEC
    ConnectionType=initiator

    [session]
    BeginString=FIX.4.0
    SocketConnectPort=19876
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