This API is intended to replace well known QuickFIX/J in high-frequency trading scenarios.
- Implement FIX Protocol Java API with as low memory footprint as possible in order to eliminate unnecessary GC overhead, thus improving overall application performance under high load.
- Provide FIX Protocol Codecs for Netty, to make it possible to get rid of Apache Mina which is used by QuickFIX/J as a transport layer.
- Avoid using expensive operations:
- Avoid synchronization.
- Replace BigDecimals with custom Fixed Point Number implementation for financial data.
- Reuse java.util.Calendar and java.util.TimeZone instances.
The API has a number of limitations, so it may be not suitable for any FIX application.
- Logon message encryption is not supported. EncryptMethod(98)=0
- XmlData is not supported
- Message encodings other than US-ASCII are not supported.
- Message resending and resend requests are not supported.
- ...
Currently fixio can beat QuickFix performance in simple scenario. See performance comparison.
- Download ZIP archive or clone/fork the repository.
- Build and install project artifacts to your local maven repository:
mvn clean install
- Add the dependency to your project
<dependency>
<groupId>kpavlov.fixio</groupId>
<artifactId>core</artifactId>
<version>1.2</version>
</dependency>
You'll also need a slf4j API implementation at runtime, so please add appropriate dependency, e.g.:
<dependency>
<groupId>org.slf4j</groupId>
<artifactId>slf4j-simple</artifactId>
<version>1.7.25</version>
<scope>runtime</scope>
<optional>true</optional>
</dependency>
You may find working example of client and server applications in module "examples".
I recommend running server with Concurrent Mark Sweep Collector enabled: -XX: UseConcMarkSweepGC
and increased Survivor spaces (-XX:SurvivorRatio=4
).
To create a simple FIX client you need to:
-
Implement FixApplication. You may extend FixApplicationAdapter as a quick start.
-
Create an instance of FixClient and initialize if with FixApplication you've just created and classpath reference to FIX session settings property file.
-
Invoke
FixClient.connect(host, port)
to initiate connection. Methodconnect(...)
returns a ChannelFeature which which will be notified when a channel is closed, so you may invoke the methodsync()
on it if you wish to wait for connection to be closed.
FixApplication app = new FixApplicationAdapter();
client = new FixClient(app);
// set settings file location related to classpath
client.setSettingsResource("/client.properties");
// connect to specified host and port
ChannelFeature closeFeature = client.connect("localhost", 10201);
// wait until FIX Session is closed
closeFeature.sync();
// Shutdown FIX client
client.disconnect();
You may set a property ssl=true
in client.properties
file.
Or configure FixSessionSettingsProvider
by hand. See FixSessionSettingsProvider.Params.SSL
.
You may find more information in User Guide and Wiki pages.