quickfix

README

QuickFIX/Go

Open Source FIX Protocol library implemented in Go

FIX versions 4.0-5.0

Example Apps

See examples for some simple examples of using QuickFIX/Go.

Build and Test

QuickFIX/Go has build dependencies for testing. To fetch Go dependencies, run make get. Acceptance tests depend on ruby in path.

The default make target runs go vet and unit tests.

To run acceptance tests,

	# build acceptance test rig
	make build_accept

	# run acceptance tests
	make accept

Documentation

Index

• func Send(msg MessageBuilder) (err error)
• func SendToTarget(msgBuilder MessageBuilder, sessionID SessionID) error
• type Acceptor
  • func NewAcceptor(app Application, storeFactory MessageStoreFactory, settings *Settings, ...) (*Acceptor, error)
  • func (a *Acceptor) Start() (e error)
  • func (a *Acceptor) Stop()
• type Application
• type Field
• type FieldMap
• type FieldValue
• type Initiator
  • func NewInitiator(app Application, storeFactory MessageStoreFactory, appSettings *Settings, ...) (*Initiator, error)
  • func (i *Initiator) Start() error
  • func (i *Initiator) Stop()
• type Log
• type LogFactory
  • func NewFileLogFactory(settings *Settings) (LogFactory, error)
  • func NewNullLogFactory() LogFactory
  • func NewScreenLogFactory() LogFactory
• type Message
  • func (m *Message) String() string
• type MessageBuilder
  • func NewMessageBuilder() MessageBuilder
• type MessageRejectError
  • func NewBusinessMessageRejectError(err string, rejectReason int, refTagID *fix.Tag) MessageRejectError
  • func NewMessageRejectError(err string, rejectReason int, refTagID *fix.Tag) MessageRejectError
  • func ValueIsIncorrect(tag fix.Tag) MessageRejectError
• type MessageRoute
• type MessageRouter
  • func NewMessageRouter() *MessageRouter
  • func (c MessageRouter) AddRoute(beginString string, msgType string, router MessageRoute)
  • func (c MessageRouter) Route(msg Message, sessionID SessionID) MessageRejectError
• type MessageStore
• type MessageStoreFactory
  • func NewMemoryStoreFactory() MessageStoreFactory
• type MutableFieldMap
• type Session
  • func LookupSession(sessionID SessionID) (*Session, error)
  • func (s *Session) TargetDefaultApplicationVersionID() string
• type SessionID
  • func (s SessionID) String() string
• type SessionSettings
  • func NewSessionSettings() *SessionSettings
  • func (s SessionSettings) BoolSetting(setting string) (bool, error)
  • func (s *SessionSettings) HasSetting(setting string) bool
  • func (s *SessionSettings) Init()
  • func (s *SessionSettings) IntSetting(setting string) (int, error)
  • func (s *SessionSettings) Set(setting string, val string)
  • func (s *SessionSettings) Setting(setting string) (string, error)
• type Settings
  • func NewSettings() *Settings
  • func ParseSettings(reader io.Reader) (*Settings, error)
  • func (s *Settings) AddSession(sessionSettings *SessionSettings) (SessionID, error)
  • func (s *Settings) GlobalSettings() *SessionSettings
  • func (s *Settings) Init()
  • func (s *Settings) SessionSettings() map[SessionID]*SessionSettings

Functions

func Send

func Send(msg MessageBuilder) (err error)

Send determines the session to send msgBuilder using header fields BeginString, TargetCompID, SenderCompID

func SendToTarget

func SendToTarget(msgBuilder MessageBuilder, sessionID SessionID) error

Types

type Acceptor

type Acceptor struct {
	// contains filtered or unexported fields
}

Acceptor accepts connections from FIX clients and manages the associated sessions.

func NewAcceptor

func NewAcceptor(app Application, storeFactory MessageStoreFactory, settings *Settings, logFactory LogFactory) (*Acceptor, error)

NewAcceptor creates and initializes a new Acceptor.

func (*Acceptor) Start

func (a *Acceptor) Start() (e error)

Start accepting connections.

func (*Acceptor) Stop

func (a *Acceptor) Stop()

Stop logs out existing sessions, close their connections, and stop accepting new connections.

type Application

type Application interface {
	//Notification of a session begin created.
	OnCreate(sessionID SessionID)

	//Notification of a session successfully logging on.
	OnLogon(sessionID SessionID)

	//Notification of a session logging off or disconnecting.
	OnLogout(sessionID SessionID)

	//Notification of admin message being sent to target.
	ToAdmin(msgBuilder MessageBuilder, sessionID SessionID)

	//Notification of app message being sent to target.
	ToApp(msgBuilder MessageBuilder, sessionID SessionID) error

	//Notification of admin message being received from target.
	FromAdmin(msg Message, sessionID SessionID) MessageRejectError

	//Notification of app message being received from target.
	FromApp(msg Message, sessionID SessionID) MessageRejectError
}

The Application interface should be implemented by FIX Applications. This is the primary interface for processing messages from a FIX Session.

type Field

type Field interface {
	Tag() fix.Tag
	FieldValue
}

Field is the interface implemented by all typed Fields in a Message

type FieldMap

type FieldMap interface {
	//Tags are a copy of all tags in this field map.
	Tags() []fix.Tag

	Get(field Field) MessageRejectError
	Has(tag fix.Tag) bool
	GetField(tag fix.Tag, value FieldValue) MessageRejectError
}

FieldMap is a collection of fix fields that make up a fix message.

type FieldValue

type FieldValue interface {
	Write() []byte
	Read([]byte) error
}

The FieldValue interface is used to write/extract typed field values to/from raw bytes

type Initiator

type Initiator struct {
	// contains filtered or unexported fields
}

Initiator initiates connections and processes messages for all sessions.

func NewInitiator

func NewInitiator(app Application, storeFactory MessageStoreFactory, appSettings *Settings, logFactory LogFactory) (*Initiator, error)

NewInitiator creates and initializes a new Initiator.

func (*Initiator) Start

func (i *Initiator) Start() error

Start Initiator.

func (*Initiator) Stop

func (i *Initiator) Stop()

Stop Initiator.

type Log

type Log interface {
	//log incoming fix message
	OnIncoming(string)

	//log outgoing fix message
	OnOutgoing(string)

	//log fix event
	OnEvent(string)

	//log fix event according to format specifier
	OnEventf(string, ...interface{})
}

Log is a generic interface for logging FIX messages and events.

type LogFactory

type LogFactory interface {
	//global log
	Create() (Log, error)

	//session specific log
	CreateSessionLog(sessionID SessionID) (Log, error)
}

The LogFactory interface creates global and session specific Log instances

func NewFileLogFactory

func NewFileLogFactory(settings *Settings) (LogFactory, error)

NewFileLogFactory creates an instance of LogFactory that writes messages and events to file. The location of global and session log files is configured via FileLogPath.

func NewNullLogFactory

func NewNullLogFactory() LogFactory

NewNullLogFactory creates an instance of LogFactory that returns no-op loggers.

func NewScreenLogFactory

func NewScreenLogFactory() LogFactory

NewScreenLogFactory creates an instance of LogFactory that writes messages and events to stdout.

type Message

type Message struct {
	Header  FieldMap
	Trailer FieldMap
	Body    FieldMap

	//ReceiveTime is the time that this message was read from the socket connection
	ReceiveTime time.Time
	// contains filtered or unexported fields
}

Message is a FIX Message abstraction.

func (*Message) String

func (m *Message) String() string

type MessageBuilder

type MessageBuilder interface {
	Header() MutableFieldMap
	Trailer() MutableFieldMap
	Body() MutableFieldMap
	Build() ([]byte, error)
}

func NewMessageBuilder

func NewMessageBuilder() MessageBuilder

type MessageRejectError

type MessageRejectError interface {
	error

	//RejectReason, tag 373 for session rejects, tag 380 for business rejects.
	RejectReason() int
	RefTagID() *fix.Tag
	IsBusinessReject() bool
}

MessageRejectError is a type of error that can correlate to a message reject.

func NewBusinessMessageRejectError

func NewBusinessMessageRejectError(err string, rejectReason int, refTagID *fix.Tag) MessageRejectError

NewBusinessMessageRejectError returns a MessageRejectError with the given error mesage, reject reason, and optional reftagid. Reject is treated as a business level reject

func NewMessageRejectError

func NewMessageRejectError(err string, rejectReason int, refTagID *fix.Tag) MessageRejectError

NewMessageRejectError returns a MessageRejectError with the given error message, reject reason, and optional reftagid

func ValueIsIncorrect

func ValueIsIncorrect(tag fix.Tag) MessageRejectError

ValueIsIncorrect returns an error indicating a field with value that is not valid.

type MessageRoute

type MessageRoute func(msg Message, sessionID SessionID) MessageRejectError

A MessageRoute is a function can process a fromApp/fromAdmin callback

type MessageRouter

type MessageRouter struct {
	// contains filtered or unexported fields
}

A MessageRouter is a mutex for MessageRoutes

func NewMessageRouter

func NewMessageRouter() *MessageRouter

NewMessageRouter returns an initialized MessageRouter instance

func (MessageRouter) AddRoute

func (c MessageRouter) AddRoute(beginString string, msgType string, router MessageRoute)

AddRoute adds a route to the MessageRouter instance keyed to begin string and msgType.

func (MessageRouter) Route

func (c MessageRouter) Route(msg Message, sessionID SessionID) MessageRejectError

Route may be called from the fromApp/fromAdmin callbacks. Messages that cannot be routed will be rejected with UnsupportedMessageType.

type MessageStore

type MessageStore interface {
	NextSenderMsgSeqNum() int
	NextTargetMsgSeqNum() int

	IncrNextSenderMsgSeqNum()
	IncrNextTargetMsgSeqNum()

	SetNextSenderMsgSeqNum(next int)
	SetNextTargetMsgSeqNum(next int)

	CreationTime() time.Time

	SaveMessage(seqNum int, msg []byte)
	GetMessages(beginSeqNum, endSeqNum int) chan []byte

	Refresh()
	Reset()
}

The MessageStore interface provides methods to record and retrieve messages for resend purposes

type MessageStoreFactory

type MessageStoreFactory interface {
	Create(sessionID SessionID) (MessageStore, error)
}

The MessageStoreFactory interface is used by session to create a session specific message store

func NewMemoryStoreFactory

func NewMemoryStoreFactory() MessageStoreFactory

NewMemoryStoreFactory returns a MessageStoreFactory instance that created in-memory MessageStores

type MutableFieldMap

type MutableFieldMap interface {
	FieldMap

	SetField(tag fix.Tag, field FieldValue)
	Set(field Field)
}

MutableFieldMap is a writable FieldMap

type Session

type Session struct {
	// contains filtered or unexported fields
}

The Session is the primary FIX abstraction for message communication

func LookupSession

func LookupSession(sessionID SessionID) (*Session, error)

LookupSession returns the Session associated with the sessionID.

func (*Session) TargetDefaultApplicationVersionID

func (s *Session) TargetDefaultApplicationVersionID() string

TargetDefaultApplicationVersionID returns the default application version ID for messages received by this version. Applicable for For FIX.T.1 sessions.

type SessionID

type SessionID struct {
	BeginString, TargetCompID, SenderCompID, Qualifier string
}

SessionID is a unique identifer of a Session

func (SessionID) String

func (s SessionID) String() string

type SessionSettings

type SessionSettings struct {
	// contains filtered or unexported fields
}

SessionSettings maps session settings to values with typed accessors.

func NewSessionSettings

func NewSessionSettings() *SessionSettings

NewSessionSettings returns a newly initialized SessionSettings instance

func (SessionSettings) BoolSetting

func (s SessionSettings) BoolSetting(setting string) (bool, error)

BoolSetting returns the requested setting parsed as a boolean. Returns an errror if the setting is not set or cannot be parsed as a bool.

func (*SessionSettings) HasSetting

func (s *SessionSettings) HasSetting(setting string) bool

HasSetting returns true if a setting is set, false if not

func (*SessionSettings) Init

func (s *SessionSettings) Init()

Init initializes or resets SessionSettings

func (*SessionSettings) IntSetting

func (s *SessionSettings) IntSetting(setting string) (int, error)

IntSetting returns the requested setting parsed as an int. Returns an errror if the setting is not set or cannot be parsed as an int.

func (*SessionSettings) Set

func (s *SessionSettings) Set(setting string, val string)

Set assigns a value to a setting on SessionSettings.

func (*SessionSettings) Setting

func (s *SessionSettings) Setting(setting string) (string, error)

Setting is a settings string accessor. Returns an error if the setting is missing.

type Settings

type Settings struct {
	// contains filtered or unexported fields
}

The Settings type represents a collection of global and session settings.

func NewSettings

func NewSettings() *Settings

NewSettings creates a Settings instance

func ParseSettings

func ParseSettings(reader io.Reader) (*Settings, error)

ParseSettings creates and initializes a Settings instance with config parsed from a Reader. Returns error if the config is has parse errors

func (*Settings) AddSession

func (s *Settings) AddSession(sessionSettings *SessionSettings) (SessionID, error)

AddSession adds Session Settings to Settings instance. Returns an error if session settings with duplicate sessionID has already been added

func (*Settings) GlobalSettings

func (s *Settings) GlobalSettings() *SessionSettings

GlobalSettings are default setting inherited by all session settings.

func (*Settings) Init

func (s *Settings) Init()

Init initializes or resets a Settings instance

func (*Settings) SessionSettings

func (s *Settings) SessionSettings() map[SessionID]*SessionSettings

SessionSettings return all session settings overlaying globalsettings.