Skip to content

Latest commit

 

History

History
98 lines (72 loc) · 2.79 KB

README.md

File metadata and controls

98 lines (72 loc) · 2.79 KB
Raw

fix

A FIX ( Financial Information eXchange ) library written in pure Crystal.

CircleCI

  • From Wikipedia

The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions and markets. With trillions of dollars traded annually on the NASDAQ alone, financial service entities are investing heavily in optimizing electronic trading and employing direct market access (DMA) to increase their speed to financial markets. Managing the delivery of trading applications and keeping latency low increasingly requires an understanding of the FIX protocol.

Installation

Add this to your application's shard.yml:

dependencies:
  fix:
    github: NeuraLegion/fix

Usage

require "fix"

Create a Session object, hook to its callbacks(on_logon, on_error, from_admin, to_admin, from_app, and to_app) and run.

You can find the below example in the examples/ folder

sess = FIX::Session.new "localhost", 9898

sess.on_logon do
  puts "LOGGED ON"
  spawn do
    cl0rdid = Random.rand(1000..2000)
    loop do
      msg = FIX::Message.new FIX::MESSAGE_TYPES[:NewOrderSingle]
      msg.set_field FIX::TAGS[:Price], "%0.2f" % Random.rand(10.0..13.0).to_s
      msg.set_field FIX::TAGS[:OrderQty], Random.rand(100).to_s
      msg.set_field FIX::TAGS[:Symbol], "VOD.L"
      msg.set_field FIX::TAGS[:SecurityID], "GB00BH4HKS39"
      msg.set_field FIX::TAGS[:SecurityIDSource], "4"
      msg.set_field FIX::TAGS[:Account], "TEST"
      msg.set_field FIX::TAGS[:HandlInst], "1"
      msg.set_field FIX::TAGS[:ExDestination], "XLON"
      msg.set_field FIX::TAGS[:Side], Random.rand(1..2).to_s
      msg.set_field FIX::TAGS[:ClOrdID], cl0rdid.to_s
      cl0rdid += 1
      msg.set_field FIX::TAGS[:Currency], "GBP"
      sess.send_msg msg
      sleep 8.seconds
    end
  end
end

sess.to_admin do |msg|
  puts "ADMIN ---->: #{msg.data}"
end

sess.to_app do |msg|
  puts "APP ---->: #{msg.data}"
end

sess.from_admin do |msg|
  puts "ADMIN <----: #{msg.data}"
end

sess.from_app do |msg|
  puts "APP <----: #{msg.data}"
end

sess.on_error do |err|
  puts "ERROR: #{err}"
end

sess.run

Development

  • Repeating groups decoding
  • Encryption
  • Server side

Contributing

  1. Fork it (https://github.com/NeuraLegion/fix/fork)
  2. Create your feature branch (git checkout -b my-new-feature)
  3. Commit your changes (git commit -am 'Add some feature')
  4. Push to the branch (git push origin my-new-feature)
  5. Create a new Pull Request

Contributors

  • sekkr1 Dekel - creator, maintainer