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node-quickfix

=============================

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

Installing

  1. Download quickfix tar here: http://www.quickfixengine.org/
  2. Check required dependencies: http://www.quickfixengine.org/quickfix/doc/html/dependencies.html
  • On Ubuntu 14.04 LTS (Trusty Tahr) zlib1g-dev is required.
  1. Install via the following instructions: http://www.quickfixengine.org/quickfix/doc/html/building.html
  2. After installing copy "config.h" from the install directory to your include directory (usually /usr/local/include/quickfix)
  3. Include this module in your package.json file.

Features

This module currently supports creating an Acceptor, an Initiator, and retrieving individual Sessions. Examples can be found in the examples directory of this project.

Configuration

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'
});

Logon Handling

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 format

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}]
    }, ...]
  }

Acceptor API

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

Initiator API

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

Session API

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)