simplefix on binance

[abstractumx]

hi,

it is possible to use fix protocol wrapped into python code to binance exchange?

thanks

[jvirtanen]

As far as I know, Binance does not have a native FIX API, so you cannot use e.g. simplefix to connect to it.

[da4089]

@jvirtanen How can use simple Fix library to connect client or feed bundle? any example you can share?

What are you trying to connect to? Is it a FIX server?

[mecanda12]

@da4089 I am trying to connect trading engine directly? is that possible? or do I need FIX server?

[da4089]

If you are trying to connect to a venue that offers a FIX API, you can use this library (or any other FIX implementation). If you're trying to connect to Binance, then this is the wrong place to be asking: no-one here is a Binance expert.

Assuming you want to connect to a FIX venue, then simplefix is one way of doing that from Python. But ... it is quite limited in scope -- you will need to deal with everything other than encoding and decoding FIX messages yourself. If you want a more complete FIX implementation, you should look at QuickFIX or WTFIX (both available from PyPI).

If you want to proceed with simplefix, you'll need to decide how you want to structure your networking (callbacks, threads, asyncio), and how you want to persist your sequence numbers and message history (files? database?). With those choices in hand, you can establish a TCP (or SSL) connection to the venue, and use simplefix to encode and decode the FIX messages.

Hope this helps?

[mecanda12]

I prefer simplefix and want to procced with that. I will be using this library for testing purpose only for regression. I do not think need history and database. All I need establish the Network, that is where I need help.
My understanding is : Regression Test suite -----> Simplefix library-------> Trading engine

By the way, Do I need to set up a fix server separately to connect with trading engine?

[da4089]

Migrated the discussion on regression testing to #55

[abstractumx]

ok thanks Il giorno lun 10 ott 2022 alle ore 18:12 Jussi Virtanen < ***@***.***> ha scritto:

…

As far as I know, Binance does not have a native FIX API, so you cannot use e.g. simplefix to connect to it. — Reply to this email directly, view it on GitHub <#43 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AXRV74KZSWSFQOB7PL3B7UTWCQ55XANCNFSM6AAAAAARBNGOOA> . You are receiving this because you authored the thread.Message ID: ***@***.***>

[da4089]

Thanks @jvirtanen -- I've had a quick look at Binance's web site, and there's no sign of FIX support. They appear to have a REST API for orders, and WebSockets for market data. They also have API implementations for various languages, including Python.

You could start looking at https://binance-docs.github.io/apidocs/spot/en/ for details.

[abstractumx]

Hi, thanks for letting me know valid alternatives for Binance exchange. My questions comes up when I started to check performance in terms of latency and I’ve found out that fix protocol was one of the most affordable in terms of performance overall. That’s why my question came up to your repo. Based on your message the best practice is to get data using 2 Types of APIs. 1) rest api for orders injections (hope can I set custom orders / scalable orders) 2) websocket api for data feed and price updates Am I correct? Yes, I prefer to use python. Alternatively c++ could be useful but only for HFT, but is not my actual target. I don’t have the right infrastructure in terms of connections and machines to support HFT. Thanks Have a great day. Il giorno mar 11 ott 2022 alle 14:44 David Arnold ***@***.***> ha scritto:

…

Thanks @jvirtanen <https://github.com/jvirtanen> -- I've had a quick look at Binance's web site, and there's no sign of FIX support. They appear to have a REST API for orders, and WebSockets for market data. They also have API implementations for various languages, including Python. You could start looking at https://binance-docs.github.io/apidocs/spot/en/ for details. — Reply to this email directly, view it on GitHub <#43 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AXRV74KW7Q2WZOFAPVIWQDDWCVOLZANCNFSM6AAAAAARBNGOOA> . You are receiving this because you authored the thread.Message ID: ***@***.***>

[da4089]

I have no experience nor expertise with the Binance APIs -- I simply looked at their website, as discovered by a search engine, and reported what I found. Yes -- it appears that you need to use REST for orders and WebSockets for quotes. This is pretty common for crypto venues. Python should be fine for both those protocols.

[abstractumx]

Perfect, thank you so much!

Best,
A.

[rapmd73]

hi,

it is possible to use fix protocol wrapped into python code to binance exchange?

thanks

For connecting to Binance, you may find this an easier route,

https://github.com/rapmd73/JackrabbitRelay/wiki