quickfix-js

QuickFIX-JS

A complete Node.js FIX protocol engine library that replicates QuickFIX/J functionality with session management, message parsing, and multi-version FIX support.

Features

• Complete FIX Protocol Support: Implements FIX versions 4.0, 4.2, 4.4, 5.0, and FIXT1.1
• Session Management: Full session lifecycle with logon/logout, heartbeats, test requests, and sequence number tracking
• Message Parsing & Building: Convert between raw FIX messages and JavaScript objects
• Pluggable Storage: File-based and in-memory message stores
• Flexible Logging: Console and file logging with pluggable architecture
• Transport Layer: TCP-based SocketInitiator and SocketAcceptor
• Configuration: QuickFIX-style .cfg file support
• Application Callbacks: Hook into session events and message flows

Installation

npm install quickfix-js

Or clone this repository:

git clone <repository-url>
cd quickfix-js

Quick Start

Running the Simple Test

node examples/simple-test.js

Creating a FIX Acceptor (Server)

import { SocketAcceptor } from 'quickfix-js';
import { Application } from 'quickfix-js';
import { SessionSettings } from 'quickfix-js';
import { FileStoreFactory } from 'quickfix-js';
import { ConsoleLogFactory } from 'quickfix-js';

class MyApplication extends Application {
  onLogon(sessionID) {
    console.log('Client logged on:', sessionID.toString());
  }

  fromApp(message, sessionID) {
    console.log('Received:', message.getMsgType());
  }
}

const settings = new SessionSettings('./acceptor.cfg');
const storeFactory = new FileStoreFactory();
const logFactory = new ConsoleLogFactory();
const application = new MyApplication();

const acceptor = new SocketAcceptor(application, storeFactory, settings, logFactory);
await acceptor.start();

Creating a FIX Initiator (Client)

import { SocketInitiator } from 'quickfix-js';
import { Application } from 'quickfix-js';
import { SessionSettings } from 'quickfix-js';
import { FileStoreFactory } from 'quickfix-js';
import { ConsoleLogFactory } from 'quickfix-js';

class MyApplication extends Application {
  onLogon(sessionID) {
    console.log('Logged on to server:', sessionID.toString());
  }

  fromApp(message, sessionID) {
    console.log('Received:', message.getMsgType());
  }
}

const settings = new SessionSettings('./initiator.cfg');
const storeFactory = new FileStoreFactory();
const logFactory = new ConsoleLogFactory();
const application = new MyApplication();

const initiator = new SocketInitiator(application, storeFactory, settings, logFactory);
await initiator.start();

Configuration File Format

QuickFIX-JS uses the same configuration format as QuickFIX/J:

[DEFAULT]
BeginString=FIX.4.2
FileStorePath=./store
FileLogPath=./logs
HeartBtInt=30

[SESSION]
ConnectionType=acceptor
SenderCompID=ACCEPTOR
TargetCompID=INITIATOR
SocketAcceptHost=0.0.0.0
SocketAcceptPort=5001

Configuration Parameters

Common Settings:

• BeginString: FIX version (FIX.4.0, FIX.4.2, FIX.4.4, FIX.5.0, FIXT.1.1)
• SenderCompID: Sender company ID
• TargetCompID: Target company ID
• HeartBtInt: Heartbeat interval in seconds
• FileStorePath: Path for message store files
• FileLogPath: Path for log files

Acceptor Settings:

• ConnectionType=acceptor
• SocketAcceptHost: Host to listen on (default: 0.0.0.0)
• SocketAcceptPort: Port to listen on

Initiator Settings:

• ConnectionType=initiator
• SocketConnectHost: Host to connect to
• SocketConnectPort: Port to connect to
• ReconnectInterval: Reconnection interval in seconds
• ResetOnLogon: Reset sequence numbers on logon (Y/N)

API Reference

Core Classes

SessionID

Represents a unique FIX session identifier.

import { SessionID } from 'quickfix-js';

const sessionID = new SessionID('FIX.4.2', 'SENDER', 'TARGET');
console.log(sessionID.toString()); // FIX.4.2:SENDER->TARGET

Message

Represents a FIX message with header, body, and trailer.

import { Message } from 'quickfix-js';

const message = new Message();
message.setBeginString('FIX.4.2');
message.setMsgType('D'); // New Order Single
message.setSenderCompID('SENDER');
message.setTargetCompID('TARGET');
message.setField(11, 'ORDER123'); // ClOrdID
message.setField(55, 'AAPL');     // Symbol
message.setField(54, '1');         // Side (Buy)
message.setField(38, '100');       // OrderQty

MessageBuilder

Build raw FIX messages from Message objects.

import { MessageBuilder } from 'quickfix-js';

const builder = new MessageBuilder();
const rawMessage = builder.build(message);
console.log(rawMessage); // 8=FIX.4.2|9=...|...

MessageParser

Parse raw FIX messages into Message objects.

import { MessageParser } from 'quickfix-js';

const parser = new MessageParser();
const message = parser.parse(rawMessage);
console.log(message.getMsgType()); // D

Session

Manages a single FIX session with state, sequence numbers, and protocol logic.

const session = new Session(sessionID, store, log, application, heartbeatInterval);
await session.initialize();
await session.logon();
await session.send(message);
await session.logout();

Storage

MemoryStore

In-memory message storage (for testing).

import { MemoryStoreFactory } from 'quickfix-js';

const storeFactory = new MemoryStoreFactory();

FileStore

Persistent file-based message storage.

import { FileStoreFactory } from 'quickfix-js';

const storeFactory = new FileStoreFactory('./store');

Logging

ConsoleLog

Logs to console output.

import { ConsoleLogFactory } from 'quickfix-js';

const logFactory = new ConsoleLogFactory();

FileLog

Logs to file system.

import { FileLogFactory } from 'quickfix-js';

const logFactory = new FileLogFactory('./logs');

Application Callbacks

Extend the Application class to handle session events and messages:

import { Application } from 'quickfix-js';

class MyApplication extends Application {
  onCreate(sessionID) {
    // Called when session is created
  }

  onLogon(sessionID) {
    // Called when logon is successful
  }

  onLogout(sessionID) {
    // Called when logout occurs
  }

  toAdmin(message, sessionID) {
    // Called before sending admin message
  }

  fromAdmin(message, sessionID) {
    // Called when admin message is received
  }

  toApp(message, sessionID) {
    // Called before sending application message
  }

  fromApp(message, sessionID) {
    // Called when application message is received
  }
}

Message Types

Administrative Messages

• 0 - Heartbeat
• 1 - Test Request
• 2 - Resend Request
• 4 - Sequence Reset
• 5 - Logout
• A - Logon

Application Messages

• D - New Order Single
• Plus many more defined in FIX data dictionaries

Examples

Running the Examples

• Start the Acceptor (in one terminal):

node examples/acceptor.js

• Start the Initiator (in another terminal):

node examples/initiator.js

Watch the FIX session establish with logon handshake and heartbeats!

Sending a Custom Message

import { Message } from 'quickfix-js';

// In your Application.onLogon callback:
onLogon(sessionID) {
  const session = initiator.getSession(sessionID);
  
  const order = new Message();
  order.setBeginString(sessionID.getBeginString());
  order.setMsgType('D'); // New Order Single
  order.setSenderCompID(sessionID.getSenderCompID());
  order.setTargetCompID(sessionID.getTargetCompID());
  order.setField(11, `ORDER${Date.now()}`); // ClOrdID
  order.setField(55, 'AAPL');                // Symbol
  order.setField(54, '1');                    // Side (Buy)
  order.setField(38, '100');                  // OrderQty
  order.setField(40, '2');                    // OrdType (Limit)
  order.setField(44, '150.00');               // Price
  
  session.send(order);
}

Project Structure

quickfix-js/
├── core/               # Core FIX primitives and engine
│   ├── Field.js
│   ├── FieldMap.js
│   ├── Group.js
│   ├── Message.js
│   ├── SessionID.js
│   ├── SessionSettings.js
│   ├── Session.js
│   ├── DataDictionary.js
│   ├── MessageParser.js
│   ├── MessageBuilder.js
│   └── Application.js
├── transport/          # Network I/O
│   ├── SocketAcceptor.js
│   └── SocketInitiator.js
├── store/              # Message persistence
│   ├── MessageStore.js
│   ├── MemoryStore.js
│   ├── FileStore.js
│   └── StoreFactory.js
├── logging/            # Logging system
│   ├── Log.js
│   ├── ConsoleLog.js
│   ├── FileLog.js
│   └── LogFactory.js
├── fix/                # FIX data dictionaries
│   └── data/
│       ├── FIX42.json
│       ├── FIX44.json
│       └── ...
└── examples/           # Usage examples
    ├── acceptor.js
    ├── initiator.js
    └── simple-test.js

Advanced Features

Sequence Number Management

The library automatically manages sequence numbers for all messages. Sequence numbers are persisted in the message store.

Gap Detection and Recovery

The library automatically detects sequence gaps and sends ResendRequest messages to recover missing messages.

Heartbeat Monitoring

Automatic heartbeat messages are sent when no messages are exchanged. Test requests are sent when heartbeats are not received.

Message Validation

When a DataDictionary is loaded, messages are validated against the FIX specification including required fields and data types.

Supported FIX Versions

• FIX.4.0
• FIX.4.2
• FIX.4.4
• FIX.5.0
• FIX.5.0SP2
• FIXT.1.1

Architecture

QuickFIX-JS follows a modular architecture similar to QuickFIX/J:

• Core Engine: Manages sessions, sequence numbers, and protocol logic
• Transport Layer: Handles network connectivity (TCP/TLS)
• Storage Layer: Persists messages and sequence numbers
• Logging Layer: Records all FIX messages and events
• Configuration: QuickFIX-compatible settings files

License

MIT

Contributing

Contributions are welcome! Please submit pull requests or open issues.

Resources

• FIX Protocol Official Site
• QuickFIX/J Documentation
• FIX Protocol Specifications