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Example QuickFIX/Go Applications

Build Status

  • TradeClient is a simple console based trading client
  • Executor is a server that fills every limit order it receives
  • OrderMatch is a primitive matching engine

All examples have been ported from QuickFIX

Installation

To build and run the examples, you will first need Go installed on your machine (version 1.6+ is required).

For local dev first make sure Go is properly installed, including setting up a GOPATH.

Next, using Git, clone this repository into $GOPATH/src/github.com/quickfixgo/examples. All the necessary dependencies are either vendored, so you just need to type make. This will compile and install the examples into $GOPATH/bin. If this exits with exit status 0, then everything is working!

$ make

Running the Examples

Following installation, the examples can be found in $GOPATH/bin. The examples are meant to be run in pairs- the TradeClient as a client of either the Executor or OrderMatch. By default, the examples will load the default configurations named after the example apps provided in the config/ root directory. Eg, running $GOPATH/bin/tradeclient will load the config/tradeclient.cfg configuration. Each example can be run with a custom configuration as a command line argument ($GOPATH/bin/tradeclient my_trade_client.cfg).

Licensing

This software is available under the QuickFIX Software License. Please see the LICENSE.txt for the terms specified by the QuickFIX Software License.