A Scala wrapper for Quickfix/J
Scala
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
project
src
.gitignore
LICENSE.txt
README.md

README.md

QuickFixS

We use this to wrap the quickfix/j api to give us some nice scala syntax. You can find quickfixj here: http://www.quickfixj.org/

Examples

New Order Single

val richOrder = RichNewOrderSingle.newMessage
richOrder.clOrdId = "newClOrderId"
richOrder.side = Side.BUY
richOrder.symbol = "EUR/USD"
richOrder.product = Product.CURRENCY
richOrder.orderQty = BigDecimal(100000).bigDecimal
richOrder.orderType = OrdType.PREVIOUSLY_QUOTED
richOrder.price = BigDecimal(100000).bigDecimal
richOrder.quoteId = "myQuoteId"
richOrder.transactTime = new Date()
richOrder.currency = "USD"

richOrder.self //get the built up message

Market Data

import IncrementalEntry._
implicit val fixVersion = FixVersion.Fix50 //Use FIX 5.0

val msg = RichMarketDataIncrementalRefresh.newMessage
msg.requestId = "reqId"
msg += IncrementalEntry[Fix50](MDUpdateAction.NEW, MDEntryType.BID) //Use type tag for fix versions
msg ++= List(IncrementalEntry[Fix50](MDUpdateAction.NEW, MDEntryType.OFFER), IncrementalEntry[Fix50](MDUpdateAction.CHANGE, MDEntryType.BID))