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This is a node.js wrapper of the popular QuickFIX library with optional support for SSL.
Information about QuickFIX can be found at http://quickfixengine.org/. FIX is a standardized messaging protocol used for electronic communication of financial information. More information about FIX can be found at http://www.fixprotocol.org/
NOTE: If your application requires SSL support, use the QuickFIX fork here: https://github.com/karopawil/quickfix.git
- Download quickfix tar here: http://www.quickfixengine.org/
- Check required dependencies: http://www.quickfixengine.org/quickfix/doc/html/dependencies.html
- On Ubuntu 14.04 LTS (Trusty Tahr) zlib1g-dev is required.
- Install via the following instructions: http://www.quickfixengine.org/quickfix/doc/html/building.html
- After installing copy "config.h" from the install directory to your include directory (usually /usr/local/include/quickfix)
- Include this module in your package.json file.
This module currently supports creating an Acceptor, an Initiator, and retrieving individual Sessions. Examples can be found in the examples directory of this project.
Sessions can be configured through a properties file or directly with a String (which can be built from a JSON variable). For example, if your properties file has the following:
[DEFAULT]
ReconnectInterval=60
SocketAcceptPort=3223
PersistMessages=Y
FileStorePath=./data
FileLogPath=./log
HttpAcceptPort=9011
[SESSION]
ConnectionType=acceptor
SenderCompID=ELECTRONIFIE
TargetCompID=NODEQUICKFIX
BeginString=FIX.4.4
StartTime=00:00:00
EndTime=23:59:59
HeartBtInt=30
UseDataDictionary=Y
DataDictionary=./fix_spec/FIX44.xml
RefreshOnLogon=Y
SSLProtocol=all
You can pass a String in to the options of your acceptor/initiator:
var quickfix = require('node-quickfix');
var fixAcceptor = new quickfix.acceptor({
settings: "[DEFAULT]\n
ReconnectInterval=60\n
RefreshOnLogon=Y\n
SendRedundantResendRequests=Y\n
PersistMessages=Y\n
FileStorePath=./data/1\n
FileLogPath=./log/1\n
HttpAcceptPort=9011\n\n
[SESSION]\n
ConnectionType=acceptor\n
SenderCompID=ELECTRONIFIE\n
TargetCompID=NODEQUICKFIX\n
BeginString=FIX.4.4\n
StartTime=00:00:00\n
EndTime=23:59:59\n
HeartBtInt=30\n
SocketAcceptPort=3223\n
UseDataDictionary=Y\n
DataDictionary=./fix_spec/FIX44.xml",
logonProvider: logonProvider,
storeFactory: "file"
});
node-quickfix also has database support for quickfix. Provided you have the correct database installed, and have compiled quickfix with database support as described in http://www.quickfixengine.org/quickfix/doc/html/building.html , then using the database is as simple as updating your properties and then creating an acceptor with the correct storeFactory (file, postgresql, mysql, odbc). node-quickfix will use file storage by default.
[DEFAULT]
ReconnectInterval=60
SocketAcceptPort=3223
PersistMessages=Y
PostgreSQLStoreDatabase=quickfix
PostgreSQLStoreUser=postgres
PostgreSQLStorePassword=postgres
PostgreSQLStoreHost=localhost
PostgreSQLStorePort=5432
PostgreSQLStoreUseConnectionPool=Y
PostgreSQLLogDatabase=quickfix
PostgreSQLLogUser=postgres
PostgreSQLLogPassword=postgres
PostgreSQLLogHost=localhost
PostgreSQLLogPort=5432
PostgreSQLLogUseConnectionPool=Y
HttpAcceptPort=9011
var fixAcceptor = new quickfix.acceptor({
propertiesFile: './acceptor.properties',
logonProvider: logonProvider,
storeFactory: 'postgresql'
});You can create a custom logon handler in node-quickfix by creating a logon provider and then constructing your acceptor or initiator with it. You can also pass credentials to the constructor that will be used to populate field 553 and 554 of your logon messages.
var quickfix = require('node-quickfix');
var logonProvider = new quickfix.logonProvider(function(logonResponse, msg, sessionId) {
if(msg.tags[553] == 'USERNAME' && msg.tags[554] == 'PASSWORD') {
logonResponse.done(true); //successful logon
} else {
logonResponse.done(false); //reject logon
}
});
var fixAcceptor = new quickfix.acceptor({
"logonProvider": logonProvider,
propertiesFile: "./acceptor.properties"
});
var fixClient = new quickfix.initiator({
credentials: {
username: "USERNAME",
password: "PASSWORD"
},
ssl: true,
propertiesFile: "./initiator.properties"
});
message = {
header: {
8: 'FIX.4.4',
35: type,
49: senderId,
56: targetId
},
tags: {
tag1: value1,
tag2: value2
},
groups:[{
'index': field for NoOfEntries,
'delim': first tag in group,
'entries': [{tag1: value1, tag2: value2}, {tag1: value1, tag2: value2}]
}, ...]
}start(callback) //start acceptor
send(msg, callback) //send json messages
sendRaw(msg, callback) //send FIX message string
stop(callback) //stop acceptor
getSessions() //get configured sessions
getSession(sessionId) //get session by session ID
Acceptors and initiators inherit from EventEmitter and so the following events can be listened for on acceptors/initiators with fixAcceptor.on(eventName, callback); Valid eventNames and the callback arguments are:
onCreate: sessionID
onLogon: sessionID
onLogout: sessionID
onLogonAttempt: message, sessionID
toAdmin: message, sessionID
fromAdmin: message, sessionID
fromApp: message, sessionID
start(callback) //start acceptor
send(msg, callback) //send json messages
sendRaw(msg, callback) //send FIX message string
stop(callback) //stop acceptor
getSessions() //get configured sessions
getSession(sessionId) //get session by session ID
isLoggedOn() //is initiator is currently connected to a session
disconnect(callback) //disconnect a session
getSessionID() //get session id for a session
isEnabled() //is the session enabled
isLoggedOn() //is the session currently logged on
logon(callback) //log the session on
logout(callback) //log the session out
refresh(callback) //refresh session state from the message store
reset(callback) //reset session sequence numbers
getters/setters for session sequence numbers:
getSenderSeqNum()
setSenderSeqNum(num)
getTargetSeqNum()
setSenderSeqNum(num)