http://fixprotocol.org/ implementation.
Erlang C++ C
Switch branches/tags
Nothing to show

README.md

FIX protocol

This code is implementation of http://fixprotocol.org/ It is a trading protocol that allows to make orders, receive quotes and do many other things, described in protocol.

This repo includes specification of different FIX versions taken from http://quickfix.org/ project.

fix_template is a parser generator that takes XML description of protocol and generates fix_parser.erl from it.

Also include/admin.hrl and include/business.hrl headers are generated from XML.

Mention that FIX names such as RefSeqNum are translated to more convenient ref_seq_num

Usage

Edit fix.conf.sample and put it into root of your project. Mention that fix_read should be your broker and fix_proxy is for proxying your market requests via your server. But let us start from easy usage.

Don't forget to application:start(fix).

Now let's subscribe to market data:

fix_reader:subscribe(fix_read, 'NASDAQ.AAPL')

What is going now? Launch appmon:start() and see that there are new spawned processes in supervisor tree of fix application. You have connected to broker and now your process will receive market data.

Include header:

-include_lib("fix/include/business.hrl").

and use structure

#market_data_snapshot_full_refresh{}

from it.