Sample 7 Switch between FIX Versions

Objective: Demonstrate the capability of switching between FIX versions, for example, FIX4.0 to FIX4.1.

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. See Configuring Sample FIX Applications.
• Add the following lines to the Banzai configuration file (banzai.cfg).

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

• Add the following lines to the Executor configuration file (executor.cfg).

[session]
BeginString=FIX.4.1
SocketAcceptPort=19877

• Start Banzai and Executor using the custom configuration files.
• Enable FIX transport in the Synapse axis2.xml. See Setting up FIX transport.
• Configure Synapse for FIX samples. We will be using two custom configuration files for Synapse in this sample. These two custom configuration files can be found at ESB_HOME/repository/conf/sample/resources/fix directory. The two files are called fix-synapse-m40.cfg and synapse-sender-m.cfg. You can point your Synapse configuration to these two files (this is already done in the supplied synapse_sample_261.xml file) or you may create copies of them and point the Synapse configuration to the copies. In either case, make sure that the properties like FileStorePath and FileLogPath in the two files point to valid locations in your local file system.
• Open up the $ESB_HOME/repository/samples/synapse_sample_261.xml file and make sure that transport.fix.AcceptorConfigURL property points to the fix-synapse-m40.cfg file described above and transport.fix.InitiatorConfigURL points to the synapse-sender-m.cfg file described above. Once done you can start the Synapse configuration numbered 261: i.e. wso2esb-samples -sn 261.

  Note

  Synapse creates a new FIX session with Banzai at this point.

• Send an order request from Banzai to Synapse. For example, Buy DELL 1000 @ MKT.

<definitions xmlns="http://ws.apache.org/ns/synapse">
     <proxy name="OrderProcesserProxy41" transports="fix">
        <target>
           <endpoint>
              <address uri="fix://localhost:19877?BeginString=FIX.4.1&SenderCompID=SYNAPSE&TargetCompID=EXEC"/>
           </endpoint>
           <inSequence><log level="full"/></inSequence>
           <outSequence><log level="full"/><send/></outSequence>
        </target>
        <parameter name="transport.fix.AcceptorConfigURL">file:repository/conf/sample/resources/fix/fix-synapse-m40.cfg</parameter>
        <parameter name="transport.fix.AcceptorMessageStore">file</parameter>
        <parameter name="transport.fix.InitiatorConfigURL">file:repository/conf/sample/resources/fix/synapse-sender-m.cfg</parameter>
        <parameter name="transport.fix.InitiatorMessageStore">file</parameter>
     </proxy>
</definitions>

Synapse will forward the order request from FIX4.0 to the Executor that accepts FIX4.1 messages. Executor will send an ACK and an execution back to Banzai.

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 $ESB_HOME/repository/conf/sample/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.sh.

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.

Setting up FIX Transport

To run the FIX samples used in this guide, you need a local Quickfix/J installation. Download Quickfix/J from here.

To enable the FIX transport for samples, first you must deploy the Quickfix/J libraries into the repository/components/lib directory of the ESB. Generally, the following libraries should be deployed into the ESB.

• quickfixj-core-1.4.0.jar
• quickfixj-msg-fix40-1.4.0.jar
• quickfixj-msg-fix42-1.4.0.jar
• quickfixj-msg-fix41-1.4.0.jar
• quickfixj-msg-fix43-1.4.0.jar
• quickfixj-msg-fix44-1.4.0.jar
• quickfixj-msg-fix50-1.4.0.jar
• mina-core-1.1.0.jar
• slf4j-jdk14-1.5.3.jar
• slf4j-api-1.5.3.jar

Then uncomment the FIX transport sender and FIX transport receiver configurations in the repository/conf/axis2.xml. Simply locate and uncomment the FIXTransportSender and FIXTransportListener sample configurations. Alternatively, if the FIX transport management bundle is in use, you can enable the FIX transport listener and the sender from the WSO2 ESB management console. Login to the console and navigate to "Transports" on management menu. Scroll down to locate the sections related to the FIX transport. Simply click on the "Enable" links to enable the FIX listener and the sender.