Sample 262: CBR of FIX Messages

Objective: Demonstrate the capability of CBR FIX messages.

Prerequisites

• You will need the two sample FIX applications that come with Quickfix/J (Banzai and Executor). Configure the two applications to establish sessions with Synapse.
• Add the following lines to banzai.cfg.

DataDictionary=~/etc/spec/FIX40-synapse.xml

• Add the following lines to executor.cfg.

[session]
BeginString=FIX.4.1
SocketAcceptPort=19877

• Start Banzai and Executor using the custom config files.
• Enable FIX transport in the Synapse axis2.xml. 
• Configure Synapse for FIX samples. 
• Open up the <EI_HOME>/samples/service-bus/synapse_sample_262.xml file and make sure that transport.fix.AcceptorConfigURL property points to the fix-synapse.cfg file you created and transport.fix.InitiatorConfigURL points to the synapse-sender.cfg file you created. Once done, you can start the Synapse configuration numbered 262: wso2ei-samples.sh -sn 262

• Send an order request from Banzai to Synapse. For example, Buy GOOG 1000 @ MKT, Buy MSFT 3000 @ MKT, Buy SUNW 500 @ 100.20.
• Synapse will forward the order requests with symbol "GOOG" to FIX endpoint FIX-4.0 @ localhost:19876.
• Synapse will forward the order requests with symbol "MSFT" to FIX endpoint FIX-4.1 @ localhost:19877.
• Synapse will not forward the orders with other symbols to any endpoint (default case has kept blank in the configuration).

<definitions xmlns="http://ws.apache.org/ns/synapse">
    <sequence name="CBR_SEQ">
        <in>
            <switch source="//message/body/field@id='55'">
                <case regex="GOOG">
                    <send>
                        <endpoint>
                            <address
                                uri="fix://localhost:19876?BeginString=FIX.4.0&SenderCompID=SYNAPSE&TargetCompID=EXEC" />
                        </endpoint>
                    </send>
                </case>
                <case regex="MSFT">
                    <send>
                        <endpoint>
                            <address
                                uri="fix://localhost:19877?BeginString=FIX.4.1&SenderCompID=SYNAPSE&TargetCompID=EXEC" />
                        </endpoint>
                    </send>
                </case>
                <default></default>
            </switch>
        </in>
        <out>
            <send />
        </out>
    </sequence>
    <proxy name="FIXProxy" transports="fix">
        <target inSequence="CBR_SEQ" />
        <parameter name="transport.fix.AcceptorConfigURL">
            file:repository/samples/resources/fix/fix-synapse.cfg
        </parameter>
        <parameter name="transport.fix.AcceptorMessageStore">
            file
        </parameter>
        <parameter name="transport.fix.InitiatorConfigURL">
            file:repository/samples/resources/fix/synapse-sender.cfg
        </parameter>
        <parameter name="transport.fix.InitiatorMessageStore">
            file
        </parameter>
    </proxy>
</definitions>

Configuring Sample FIX Applications

If you use a binary distribution of Quickfix/J, the two samples and their configuration files are all packed to a single JAR file called quickfixj-examples.jar. You will have to extract the JAR file, modify the configuration files and pack them to a JAR file again under the same name.

You can pass the new configuration file as a command line parameter too, in that case you do not need to modify the quickfixj-examples.jar. You can copy the config files from <EI_HOME>/samples/service-bus/ resources/fix folder to <QFJ_HOME>/etc folder. Execute the sample apps from <QFJ_HOME>/bin, ./banzai.sh/bat ../etc/banzai.cfg executor.sh/bat ../etc/executor.cfg.

Locate and edit the FIX configuration file of Executor to be as follows. This file is usually named executor.cfg.

[default]
	FileStorePath=examples/target/data/executor
	ConnectionType=acceptor
	StartTime=00:00:00
	EndTime=00:00:00
	HeartBtInt=30
	ValidOrderTypes=1,2,F
	SenderCompID=EXEC
	TargetCompID=SYNAPSE
	UseDataDictionary=Y
	DefaultMarketPrice=12.30

	[session]
	BeginString=FIX.4.0
	SocketAcceptPort=19876

Locate and edit the FIX configuration file of Banzai to be as follows. This file is usually named banzai.cfg.

[default]
	FileStorePath=examples/target/data/banzai
	ConnectionType=initiator
	SenderCompID=BANZAI
	TargetCompID=SYNAPSE
	SocketConnectHost=localhost
	StartTime=00:00:00
	EndTime=00:00:00
	HeartBtInt=30
	ReconnectInterval=5

	[session]
	BeginString=FIX.4.0
	SocketConnectPort=9876

The FileStorePath property in the above two files should point to two directories in your local file system. The launcher scripts for the sample application can be found in the bin directory of Quickfix/J distribution.

Configuring WSO2 EI for FIX Samples

In order to configure WSO2 EI to run the FIX samples given in this guide, you will need to create some FIX configuration files as specified below (you can find the config files from <EI_HOME>/samples/service-bus /resources/fix folder).

The FileStorePath property in the following two files should point to two directories in your local file system. Once the samples are executed, Synapse will create FIX message stores in these two directories.

Put the following entries in the file called fix-synapse.cfg.

[default]
	FileStorePath=repository/logs/fix/data
	ConnectionType=acceptor
	StartTime=00:00:00
	EndTime=00:00:00
	HeartBtInt=30
	ValidOrderTypes=1,2,F
	SenderCompID=SYNAPSE
	TargetCompID=BANZAI
	UseDataDictionary=Y
	DefaultMarketPrice=12.30

	[session]
	BeginString=FIX.4.0
	SocketAcceptPort=9876

Put the following entries in the file called synapse-sender.cfg.

[default]
	FileStorePath=repository/logs/fix/data
	SocketConnectHost=localhost
	StartTime=00:00:00
	EndTime=00:00:00
	HeartBtInt=30
	ReconnectInterval=5
    SenderCompID=SYNAPSE
    TargetCompID=EXEC
    ConnectionType=initiator

    [session]
    BeginString=FIX.4.0
    SocketConnectPort=19876