The purpose of this project is to provide customers with a test-harness that can be used for FIX integration testing.
Once the test-harness is running, customers can:
- initiate FIX connections to the test-harness.
- interact with the test-harness using Redis commands.
- receive market-data requests from the test-harness.
- send market-data snapshots to the test-harness.
- test the new order single workflow.
To use this test-harness, you will need to obtain the following from your Reactive Markets representative:
- latest Reactive FIX specification.
- secure token for the Reactive container registry.
Access to the Reactive container registry is available to customers and partners of Reactive Markets. Login to the Reactive container registry using the username and token provided by your account manager:
docker login -u <username> -p <token> registry.gitlab.comPlease contact [email protected] if you unable to access the registry with the token provided.
Run the Docker compose up command to create and start all containers:
docker-compose upThis command will start all containers in the foreground. Use the -d option to start them in the
background, and the logs command to tail the logs:
docker-compose up -d
docker-compose logs -fContainers running in the background should be stopped using the down command:
docker-compose downThe following Docker prune command will purge all containers, networks, volumes and images:
docker system prune --all --volumesThis can be useful to ensure a pristine system restart.
Client FIX applications can connect to the test-harness by initiating a TCP connection to port 8285 on localhost. All FIX sessions should be configured with the following properties:
| Name | Value |
|---|---|
| BeginString | FIX.4.4 |
| HeartBtInt | 30 |
| ConnectionType | initiator |
| SocketConnectPort | 8285 |
| SocketConnectHost | 127.0.0.1 |
The test-harness supports the following FIX sessions:
| Name | SenderCompID | TargetCompID |
|---|---|---|
| Currenex Quote | MAKERMD_CNX | TAKERMD_CNX |
| Currenex Order | MAKER_CNX | TAKER_CNX |
| EBS London Quote | MAKERMD_EBL | TAKERMD_EBL |
| EBS London Order | MAKER_EBL | TAKER_EBL |
| FXCM Quote | MAKERMD_FXC | TAKERMD_FXC |
| FXCM Order | MAKER_FXC | TAKER_FXC |
| Hotspot FX Quote | MAKERMD_HSP | TAKERMD_HSP |
| Hotspot FX Order | MAKER_HSP | TAKER_HSP |
N.B. the SenderCompID and TargetCompID in the table above are from the customer's perspective, so they can be mapped directly into customer FIX session configuration.
The Toolbox Java project contains a simple, QuickFIX application that can be used for basic connectivity testing:
git clone [email protected]:reactivemarkets/toolbox-java.git
cd toolbox-java/
gradle build
java -jar build/libs/toolbox-java-x.x-SNAPSHOT-all.jarThis sample application can also be run using the Gradle "run" target. This is not recommended, however, because the Gradle wrapper does not forward signals correctly to the Java application.
The Redis Command-Line Interface (CLI) can be used to interact with the test-harness. To enter the Redis CLI, first run:
docker exec -it redis redis-cliCommand commands are documented in the sections below.
List all venues, instruments and markets:
> ZRANGE venues.index 0 -1
> ZRANGE instrs.index 0 -1
> ZRANGE markets.index 0 -1Print all fields for a particular market:
> HGETALL markets:EURUSD-EBLAdd a market-data subscription:
> SET "sub.bucket.l2:1::EURUSD-EBL" ""Or with a one minute expiry time:
> SET "sub.bucket.l2:1::EURUSD-EBL" "" EX 60Remove a market-data subscription:
> DEL "sub.bucket.l2:1::EURUSD-EBL"Orders will be rejected if the user's trading account does not exist or there are insufficient funds in the trading account.
Create an account and deposit funds into the account:
> XADD bucket.stream:1 * msg_type 30 symbol 1
> XADD bucket.stream:1 * msg_type 29 accnt 1 action 1 asset USD 50000000Submit a Fill Or Kill (FOK) order:
> XADD bucket.stream:1 * msg_type 19 accnt 1 market EURUSD-EBL cl_order_id test strat_type FOK side 1 qty 1000000 price 1.1026