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node-quickfix-wrap
Advanced tools
This is a wrapper for the Quickfix C++ library to be used within node.js applications
This is a node.js wrapper of the popular QuickFIX library. Information about QuickFIX can be found at http://quickfixengine.org/. FIX is a standardized messaging protocol used for electronic communication of financial information. More information about FIX can be found at http://www.fixprotocol.org/
###Installing######
###Features######
This module currently supports creating an Acceptor, an Initiator, and retrieving individual Sessions. Examples can be found in the examples directory of this project.
####Configuration######
Sessions can be configured through a properties file or directly with a String (which can be built from a JSON variable). For example, if your properties file has the following:
[DEFAULT]
ReconnectInterval=60
SocketAcceptPort=3223
PersistMessages=Y
FileStorePath=./data
FileLogPath=./log
HttpAcceptPort=9011
[SESSION]
ConnectionType=acceptor
SenderCompID=ELECTRONIFIE
TargetCompID=NODEQUICKFIX
BeginString=FIX.4.4
StartTime=00:00:00
EndTime=23:59:59
HeartBtInt=30
UseDataDictionary=Y
DataDictionary=./fix_spec/FIX44.xml
RefreshOnLogon=Y
You can pass a String in to the options of your acceptor/initiator:
var quickfix = require('node-quickfix');
var fixAcceptor = quickfix.acceptor({
settings: "[DEFAULT]\n
ReconnectInterval=60\n
RefreshOnLogon=Y\n
SendRedundantResendRequests=Y\n
PersistMessages=Y\n
FileStorePath=./data/1\n
FileLogPath=./log/1\n
HttpAcceptPort=9011\n\n
[SESSION]\n
ConnectionType=acceptor\n
SenderCompID=ELECTRONIFIE\n
TargetCompID=NODEQUICKFIX\n
BeginString=FIX.4.4\n
StartTime=00:00:00\n
EndTime=23:59:59\n
HeartBtInt=30\n
SocketAcceptPort=3223\n
UseDataDictionary=Y\n
DataDictionary=./fix_spec/FIX44.xml",
logonProvider: logonProvider,
storeFactory: "file"
});
node-quickfix also has database support for quickfix. Provided you have the correct database installed, and have compiled quickfix with database support as described in http://www.quickfixengine.org/quickfix/doc/html/building.html , then using the database is as simple as updating your properties and then creating an acceptor with the correct storeFactory (file, postgresql, mysql, odbc). node-quickfix will use file storage by default.
[DEFAULT]
ReconnectInterval=60
SocketAcceptPort=3223
PersistMessages=Y
PostgreSQLStoreDatabase=quickfix
PostgreSQLStoreUser=postgres
PostgreSQLStorePassword=postgres
PostgreSQLStoreHost=localhost
PostgreSQLStorePort=5432
PostgreSQLStoreUseConnectionPool=Y
PostgreSQLLogDatabase=quickfix
PostgreSQLLogUser=postgres
PostgreSQLLogPassword=postgres
PostgreSQLLogHost=localhost
PostgreSQLLogPort=5432
PostgreSQLLogUseConnectionPool=Y
HttpAcceptPort=9011
var fixAcceptor = quickfix.acceptor({
propertiesFile: './acceptor.properties',
logonProvider: logonProvider,
storeFactory: 'postgresql'
});
####Logon Handling#######
You can create a custom logon handler in node-quickfix by creating a logon provider and then constructing your acceptor or initiator with it. You can also pass credentials to the constructor that will be used to populate field 553 and 554 of your logon messages.
var quickfix = require('node-quickfix');
var logonProvider = quickfix.logonProvider(function(logonResponse, msg, sessionId) {
if(msg.tags[553] == 'USERNAME' && msg.tags[554] == 'PASSWORD') {
logonResponse.done(true); //successful logon
} else {
logonResponse.done(false); //reject logon
}
});
var fixAcceptor = quickfix.acceptor({
"logonProvider": logonProvider,
propertiesFile: "./acceptor.properties"
});
var fixClient = quickfix.initiator({
credentials: {
username: "USERNAME",
password: "PASSWORD"
},
propertiesFile: "./initiator.properties"
});
####Message format######
message = {
header: {
8: 'FIX.4.4',
35: type,
49: senderId,
56: targetId
},
tags: {
tag1: value1,
tag2: value2
},
groups:[{
'index': field for NoOfEntries,
'delim': first tag in group,
'entries': [{tag1: value1, tag2: value2}, {tag1: value1, tag2: value2}]
}, ...]
}
####Acceptor API######
start(callback) //start acceptor
send(msg, callback) //send json messages
sendRaw(msg, callback) //send FIX message string
stop(callback) //stop acceptor
getSessions() //get configured sessions
getSession(sessionId) //get session by session ID
Acceptors and initiators inherit from EventEmitter and so the following events can be listened for on acceptors/initiators with fixAcceptor.on(eventName, callback);
Valid eventNames and the callback arguments are:
onCreate: sessionID
onLogon: sessionID
onLogout: sessionID
onLogonAttempt: message, sessionID
toAdmin: message, sessionID
fromAdmin: message, sessionID
fromApp: message, sessionID
####Initiator API######
start(callback) //start acceptor
send(msg, callback) //send json messages
sendRaw(msg, callback) //send FIX message string
stop(callback) //stop acceptor
getSessions() //get configured sessions
getSession(sessionId) //get session by session ID
isLoggedOn() //is initiator is currently connected to a session
####Session API######
disconnect(callback) //disconnect a session
getSessionID() //get session id for a session
isEnabled() //is the session enabled
isLoggedOn() //is the session currently logged on
logon(callback) //log the session on
logout(callback) //log the session out
refresh(callback) //refresh session state from the message store
reset(callback) //reset session sequence numbers
getters/setters for session sequence numbers:
getSenderSeqNum()
setSenderSeqNum(num)
getTargetSeqNum()
setSenderSeqNum(num)
FAQs
This is a wrapper for the Quickfix C++ library to be used within node.js applications
The npm package node-quickfix-wrap receives a total of 6 weekly downloads. As such, node-quickfix-wrap popularity was classified as not popular.
We found that node-quickfix-wrap demonstrated a not healthy version release cadence and project activity because the last version was released a year ago. It has 1 open source maintainer collaborating on the project.
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