go-fix

go-fix

The Financial Information Exchange (FIX) Protocol Engine

fixacceptor

Go FIX server

fixinitiator

Go FIX client

Usage

fixacceptor

for example: example/demoServer

1. Create a struct for server event call back, and put your own message process in the callback functions.

   type myApp struct {
   }
   
   var _ fixacceptor.ApplicationIF = (*myApp)(nil)
   
   func (a *myApp) OnError(msg string, err error) {
       fmt.Printf(msg, err)
   }
   
   func (a *myApp) OnErrorStr(msg string) {
       fmt.Printf(msg)
   }
   
   func (app *myApp) OnEvent(msg string) {
       fmt.Println(msg)
   }
   
   func (app *myApp) FromAdmin(fixMsg *quickfix.Message) {
       fmt.Println("FromAdmin:", fixMsg)
   }
   
   func (app *myApp) FromApp(fixMsg *quickfix.Message) {
       fmt.Println("FromApp:", fixMsg)
   }
   
   func (app *myApp) OnSendedData(fixMsg *quickfix.Message) {
       fmt.Println("OnSent:", fixMsg)
   }
   
   func (app *myApp) OnDisconnected(serverIP string, serverPort uint16) {
       fmt.Printf("OnDisconnected:%s:%d/n", serverIP, serverPort)
   }
   

2. Use the server and go

   var setting = fixacceptor.DefaultConfig()
   setting.Port = 5001
   setting.SenderCompID = "NASDAQ"
   setting.FixDataDictPath = "./spec/FIX42.xml"
   
   app := new(myApp)
   
   acceptor := fixacceptor.NewAcceptor(setting, app)
   
   acceptor.Start()
   

fixinitiator

for example: example/fixTradeClient

1. Create a struct for server event call back, and put your own message process in the callback functions.

   type tradeCliApp struct {
   }
   
   var _ fixinitiator.ApplicationIF = (*tradeCliApp)(nil)
   
   func (app *tradeCliApp) OnConnected(serverIP string, serverPort uint16) {
   
   }
   
   func (app *tradeCliApp) OnError(msg string, err error) {
       fmt.Println(msg, err)
   }
   
   func (app *tradeCliApp) OnErrorStr(msg string) {
       fmt.Println(msg)
   }
   
   func (app *tradeCliApp) OnEvent(msg string) {
       fmt.Println(msg)
   }
   
   func (app *tradeCliApp) OnAdminMsg(fixmsg *quickfix.Message) {
       fmt.Println(fixmsg)
   }
   
   func (app *tradeCliApp) OnAppMsg(fixmsg *quickfix.Message) {
       atomic.AddInt64(&GRspRcvNum, 1)
       fmt.Println(fixmsg)
   }
   
   func (app *tradeCliApp) OnDisconnected(serverIP string, serverPort uint16) {
   
   }
   func (app *tradeCliApp) OnSendedData(msg *fixinitiator.MsgPkg) {
   
   }
   

2. Use the client and go

   var setting = fixinitiator.DefaultConfig()
   setting.FixDataDictPath = "./spec/FIX42.xml"
   setting.RemoteIP = "127.0.0.1"
   setting.RemotePort = 5001
   
   setting.BeginString = "FIX.4.2"
   setting.SenderCompID = "qaib84"
   setting.TargetCompID = "IB"
   
   app := new(tradeCliApp)
   
   gFixCli = fixinitiator.NewInitiator(setting, app)
   
   var (
       senderStartSeqNum uint64 = 1
       targetStartSeqNum uint64 = 1
   )
   gFixCli.Start(senderStartSeqNum, targetStartSeqNum)
   

3. Send a new trade order

    fixOrder = buildIBNewOrderSingle()
    mpkg.Fixmsg = fixOrder
    gFixCli.SendMsgToSvr(mpkg)