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Objective: Demonstrate the capability of switching between FIX and AMQP protocols.

Prerequisites
  • You will need the sample FIX blotter that comes with Quickfix/J (Banzai). Configure the blotter to establish sessions with Synapse.
  • Configure the AMQP transport for WSO2 ESB.

  • Start the AMQP consumer, by switching to samples/axis2Client directory and running the consumer using the following command. Consumer will listen to the queue QpidStockQuoteService, accept the orders and reply to the queue replyQueue.

    ant amqpconsumer \-Dpropfile=$ESB_HOME/repository/samples/resources/fix/direct.properties
  • Start Banzai.
  • Enable FIX transport in the Synapse axis2.xml.
  • Configure Synapse for FIX samples.

  • Open up the ESB_HOME/repository/samples/synapse_sample_260.xml file and make sure that the transport.fix.AcceptorConfigURL property points to the fix-synapse.cfg file you created. Once done, you can start the Synapse configuration numbered 260: wso2esb-samples -sn 260.

    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="FIXProxy" transports="fix">
        <target>
            <endpoint>
                <address uri="jms:/QpidStockQuoteService?transport.jms.ConnectionFactoryJNDIName=qpidConnectionfactory&amp;java.naming.factory.initial=org.apache.qpid.jndi.PropertiesFileInitialContextFactory&amp;java.naming.provider.url=repository/conf/sample/resources/fix/con.properties&amp;transport.jms.ReplyDestination=replyQueue"/>
            </endpoint>
            <inSequence>
                <log level="full" />
            </inSequence>
            <outSequence>
                <property name="transport.fix.ServiceName"
                    value="FIXProxy" scope="axis2-client" />
                <log level="full" />
                        <send />
            </outSequence>
        </target>
        <parameter name="transport.fix.AcceptorConfigURL">
            file:repository/conf/sample/resources/fix/fix-synapse.cfg
        </parameter>
        <parameter name="transport.fix.AcceptorMessageStore">
            file
        </parameter>
    </proxy>
</definitions>

Synapse will forward the order request by binding it to a JMS message payload and sending it to the AMQP consumer. AMQP consumer will send a 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 applications 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 (http://www.quickfixj.org) installation. Download Quickfix/J from: http://www.quickfixj.org/downloads.

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.

Configuring WSO2 ESB for FIX Samples

In order to configure WSO2 ESB 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 "$ESB_HOME/repository/conf/sample/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 a 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 a 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

Configure ESB for AMQP Transport

The samples used in this guide assumes the existence of a local QPid (1.0-M2 or higher) installation properly installed and started up. You also need to copy the following client JAR files into the repository/components/lib directory to support AMQP. These files are found in the lib directory of the QPid installation.

qpid-client-1.0-incubating-M2.jar
    qpid-common-1.0-incubating-M2.jar
    geronimo-jms_1.1_spec-1.0.jar
    slf4j-api-1.4.0.jar **
    slf4j-log4j12-1.4.0.jar **

Note

To configure FIX (Quickfix/J 1.3) with AMQP (QPid-1.0-M2), copy the "sl4j" - libraries comes with QPid and ignore the "sl4j" - libraries that come with Quickfix/J.

To enable the AMQP over JMS transport, you need to uncomment the JMS transport listener configuration. To enable AMQP over JMS for ESB, the repository/conf/axis2.xml must be updated, while to enable JMS support for the sample Axis2 server the samples/axis2Server/repository/conf/axis2.xml file must be updated.

<!--Uncomment this and configure as appropriate for JMS transport support, after setting up your JMS environment -->
<transportReceiver name="jms" class="org.apache.synapse.transport.jms.JMSListener">
</transportReceiver>

<transportSender name="jms" class="org.apache.synapse.transport.jms.JMSSender">
</transportReceiver>

Locate and edit the AMQP connection settings file for the message consumer, this file is usually named direct.properties and can be found in the repository/samples/resources/fix directory.

java.naming.factory.initial = org.apache.qpid.jndi.PropertiesFileInitialContextFactory
# register some connection factories
# connectionfactory.[jndiname] = [ConnectionURL]
connectionfactory.qpidConnectionfactory = amqp://guest:guest@clientid/test?brokerlist='tcp://localhost:5672'
# Register an AMQP destination in JNDI
# destination.[jniName] = [BindingURL]
destination.directQueue = direct://amq.direct//QpidStockQuoteService?routingkey='QpidStockQuoteService'
destination.replyQueue = direct://amq.direct//replyQueue?routingkey='replyQueue'

Locate and edit the AMQP connection settings file for WSO2 ESB, this file is usually named con.properties and can be found in the repository/samples/resources/fix directory.

#initial context factory
#java.naming.factory.initial =org.apache.qpid.jndi.PropertiesFileInitialContextFactory
# register some connection factories
# connectionfactory.[jndiname] = [ConnectionURL]
connectionfactory.qpidConnectionfactory=amqp://guest:guest@clientid/test?brokerlist='tcp://localhost:5672'
# Register an AMQP destination in JNDI
# destination.[jndiName] = [BindingURL]
destination.directQueue=direct://amq.direct//QpidStockQuoteService
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