Example QuickFIX/Go Applications
- 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
Build From Source
To build and run the examples, you will first need Go installed on your machine
Next, clone this repository with git clone git@github.com:quickfixgo/examples.git
. This project uses go modules, so you just need to type make build
. This will compile the examples executables in the ./bin
dir in your local copy of the repo. If this exits with exit status 0, then everything is working! You may need to pull the module deps with go mod download
.
make build
Running the Examples
Following installation, the examples can be found in ./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. i.e., running ./bin/tradeclient
will load the config/tradeclient.cfg
configuration. Each example can be run with a custom configuration as a command line argument (./bin/tradeclient my_trade_client.cfg
).
Licensing
This software is available under the QuickFIX Software License. Please see the LICENSE for the terms specified by the QuickFIX Software License.