FIX Orchestra is intended to provide a standard and some reference implementation for machine readable rules of engagement between counterparties. The goal is to reduce the time to get counterparties trading, and improve accuracy of implementations.
Release Candidate 1 is the first of several planned preliminary releases. It is being published to gather feedback from the community, and is subject to future corrections and enhancements. When the project is complete and publicly reviewed, the last Release Candidate will be promoted to Draft Standard version 1.0.
The normative part of FIX Orchestra RC1 is an XML schema, also known as FIX Repository 2016 Edition. It is used to convey message structures and their components, as well as FIX application behaviors. Users may express workflow as responses to messages under different scenarios, as well as external state information that may influence behaviors.
In addition to providing the XML schema as a resource, the module builds Java bindings for the schema.
The module may be included as a dependency in an application Maven project as follows:
<dependency>
<groupId>io.fixprotocol.orchestra</groupId>
<artifactId>repository2016</artifactId>
<version>0.1.0-RC1</version>
</dependency>The following module should be considered a prototype, and is expected to be finalized in Release Candidate 2.
An orchestra file may contain conditional expressions to describe conditionally required fields and tell when a certain response to a message applies. Also, the DSL may be used for assignment expressions to set external state variables. Module dsl-antlr contains a grammar using the notation of ANTLR4 and builds a lexer/parser for the grammar.
This following modules are experimental. Requirements are still being gathered and discussed by the FIX Orchestra working group. Participation in the working group is encouraged by FIX Trading Community members, and more broadly, feedback is welcome from interested GitHub users.
This module allows counterparties to discover configurations of sessions between them. Direct support is supplied for FIXT sessions (the traditional FIX session layer) as well as FIXP, the FIX performance session layer. The prototype also demonstrates how session definitions could be extended to cover non-FIX protocols.
A demonstration of session configuration for QuickFIX/J open-source FIX engine. A module like this needs to be developed for each FIX engine that uses a proprietary configuration format.
Exposes message structures to discovery via FIX Orchestra through the use of semantic web technologies.
Parses FIX Repository 2010 Edition to import its message structures.
© Copyright 2016 FIX Protocol Limited
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.
This project requires Java 8 or later. It should run on any platform for which the JVM is supported.
The project is built with Maven version 3.0 or later.