Sample 258: Switching from HTTP to FIX

Objective: Demonstrate switching from HTTP to FIX.

Prerequisites

• You will need the Executor sample application that comes with Quickfix/J. Configure the Executor to establish a session with Synapse. Configuring Sample FIX Applications.
• Start the Executor.
• Enable FIX transport sender in the Synapse axis2.xml.
• Configure Synapse for FIX samples. See Configuring WSO2 ESB for FIX Samples. There is no need to create the fix-synapse.cfg file for this sample. Having only the synapse-sender.cfg file is sufficient.
• Go to the ESB_HOME/repository/samples/synapse_sample_258.xml file and make sure that transport.fix.InitiatorConfigURL property points to the synapse-sender.cfg file you created. Once done, you can start the Synapse configuration numbered 258: wso2ei-samples.sh -sn 258
• Invoke the FIX Client as follows. This command sends a FIX message embedded in a SOAP message over HTTP.

ant fixclient -Dsymbol=IBM -Dqty=5 -Dmode=buy -Daddurl=http://localhost:8280/services/FIXProxy

Synapse will create a session with Executor and forward the order request. The first response coming from the Executor will be sent back over HTTP. Executor generally sends two responses for each incoming order request. But since the response has to be forwarded over HTTP, only one can be sent back to the client.

<definitions xmlns="http://ws.apache.org/ns/synapse">
	<proxy name="FIXProxy">
		<parameter name="transport.fix.InitiatorConfigURL">file:/home/synapse_user/fix-config/synapse-sender.cfg</parameter>
		<parameter name="transport.fix.InitiatorMessageStore">file</parameter>
		<parameter name="transport.fix.SendAllToInSequence">false</parameter>
		<parameter name="transport.fix.DropExtraResponses">true</parameter>
		<target>
			<endpoint>
				<address uri="fix://localhost:19876?BeginString=FIX.4.0&SenderCompID=SYNAPSE&TargetCompID=EXEC"/>
			</endpoint>
			<inSequence>
				<property name="transport.fix.ServiceName" value="FIXProxy" scope="axis2-client"/>
				<log level="full"/>
			</inSequence>
			<outSequence>
				<log level="full"/>
				<send/>
			</outSequence>
		</target>
	</proxy>
</definitions>

Configuring Sample FIX Applications

If you are using 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/samples/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.

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 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/samples/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