Spring Boot Starter for QuickFIX/J (Spring Boot 3)

This project is a Spring Boot Starter for QuickFIX/J messaging engine for the FIX protocol. It simplifies the configuration required to create and start an Initiator or Acceptor, and handles the lifecycle of the Connector.

Terminology

In this Spring Boot Starter, QuickFIX/J Server is equivalent to Acceptor and QuickFIX/J Client to Initiator.

Getting started

To use the QuickFIX/J Server or QuickFIX/J Client you need to add the QuickFIX/J Spring Boot Starter dependency in your project.

<dependency>
    <groupId>io.allune</groupId>
    <artifactId>quickfixj-spring-boot-starter</artifactId>
    <version>3.0.1</version>
</dependency>

QuickFIX/J Runtime

The QuickFIX/J Spring Boot Starter no longer includes quickfixj-messages-all dependency and now includes the standard published FIX specification versions from FIX 4.0 to FIX Latest built by the QuickFIX/J project as optional dependency. They are not specified as runtime dependencies any longer, which makes it easier to customise QuickFIX/J deployments.

If you do not need to customise a FIX integration then you can use the org.quickfixj artefacts built by the QuickFIX/J project. Include them as dependencies of your application.

For more information about customising the QuickFIX/J Runtime refer to https://github.com/quickfix-j/quickfixj?tab=readme-ov-file#quickfixj-runtime

For example, import the quickfixj-spring-boot-started pom in your dependencyManagement section:

<dependency>
    <groupId>io.allune</groupId>
    <artifactId>quickfixj-spring-boot-starter</artifactId>
    <version>3.0.1</version>
    <type>pom</type>
    <scope>import</scope>
</dependency>

and add the specific version(s) of the FIX messages you need in your project dependencies:

<dependency>
    <groupId>io.allune</groupId>
    <artifactId>quickfixj-spring-boot-starter</artifactId>
</dependency>
<dependency>
    <groupId>org.quickfixj</groupId>
    <artifactId>quickfixj-messages-fix44</artifactId>
</dependency>
<dependency>
    <groupId>org.quickfixj</groupId>
    <artifactId>quickfixj-messages-fix50</artifactId>
</dependency>

Breaking changes with previous versions

Due to the changes in how dependencies are autowired from Spring Framework 6.1 and Parameter Name Discovery, having the quickfixj client and server in the same spring context is not supported.

If you have an application that need to use both, or multiple of one, you can use the following approach to separate the Spring contexts and configurations:

public class ApplicationConfiguration {

    public static void main(String[] args) {
        SpringApplicationBuilder parentBuilder
            = new SpringApplicationBuilder(QuickFixJCommonConfiguration.class)
                .web(WebApplicationType.NONE);
        parentBuilder.run(args);

        parentBuilder.child(QuickFixJServerYourCompanyContextConfiguration.class)
                .properties("spring.config.name=server")
                .web(WebApplicationType.SERVLET).run(args);
        parentBuilder.child(QuickFixJClientNDAQContextConfiguration.class)
                .properties("spring.config.name=ndaq")
                .web(WebApplicationType.SERVLET).run(args);
        parentBuilder.child(QuickFixJClientFOREXContextConfiguration.class)
                .properties("spring.config.name=forex")
                .web(WebApplicationType.SERVLET).run(args);
        parentBuilder.child(QuickFixJClientDOWJONESContextConfiguration.class)
                .properties("spring.config.name=dow-jones")
                .web(WebApplicationType.SERVLET).run(args);
    }

    @Configuration
    public class QuickFixJCommonConfiguration {

        @Bean
        public QuickFixJTemplate quickFixJTemplate() {
            return new QuickFixJTemplate();
        }
    }


    @EnableAutoConfiguration
    @Configuration
    public class QuickFixJServerYourCompanyContextConfiguration {
        // override beans if required
    }

    @EnableAutoConfiguration
    @Configuration
    public class QuickFixJClientNDAQContextConfiguration {
        // override beans if required
    }

    @EnableAutoConfiguration
    @Configuration
    public class QuickFixJClientFOREXContextConfiguration {
        // override beans if required
    }

    @EnableAutoConfiguration
    @Configuration
    public class QuickFixJClientDOWJONESContextConfiguration {
        // override beans if required
    }
}

QuickFIX/J Spring Boot Starter - Server (Acceptor)

Enabling QuickFix/J Server

Adding quickfixj.server.enabled=true in your properties file will configure an Acceptor with all the default QuickFix/J components:

A MessageStoreFactory of type MemoryStoreFactory.
A LogFactory of type ScreenLogFactory.
An Acceptor of type SocketAcceptor.
An Application of type EventPublisherApplicationAdapter.
If quickfixj.server.concurrent.useDefaultExecutorFactory is set to true, an ExecutorFactory is configured and added to the Acceptor.

All these QuickFix/J components can be configured via properties or by overriding the default beans.

Note that @EnableQuickFixJServer has been deprecated in version 3.0.1.

For example:

@SpringBootApplication
public class AppServer {

    public static void main(String[] args) {
        SpringApplication.run(AppServer.class, args);
    }

    @Bean
    public Application serverApplication() {
        return new ServerApplicationAdapter(); // Provide your own implementation here
    }

    @Bean
    public Acceptor severAcceptor(
            Application serverApplication,
            MessageStoreFactory serverMessageStoreFactory,
            SessionSettings serverSessionSettings,
            LogFactory serverLogFactory,
            MessageFactory serverMessageFactory
    ) throws ConfigError {
        return new ThreadedSocketAcceptor(serverApplication, serverMessageStoreFactory, serverSessionSettings,
                serverLogFactory, serverMessageFactory);
    }

    @Bean
    public LogFactory serverLogFactory(SessionSettings serverSessionSettings) {
        return new FileLogFactory(serverSessionSettings);
    }
}

Configuring the QuickFix/J Server

Additionally, you need to follow the configuration guide to configure the FIX sessions. The configuration is resolved using the following approach:

By a QuickFIX/J configuration string defined by the quickfixj.server.configString property
By the presence of a quickfix.SessionSettings bean named serverSessionSettings
By a configuration file defined by the quickfixj.server.config property
By the presence of the quickfixj.server.config system property
By a quickfixj-server.cfg in the working directory or at the root of the classpath

QuickFIX/J Server properties

Property	Example	Description
quickfixj.server.config	classpath:quickfixj-server.cfg	Location of the QuickFix/J configuration file.
quickfixj.server.configString	[default] \r\n... (see below for an example)	The content of the QuickFIX/J configuration file. This property takes precedence over `quickfixj.server.config`.
quickfixj.server.auto-startup	true	Whether to autostart the connection manager at start up (default: `true`).
quickfixj.server.force-disconnect	false	Whether logged on sessions should be disconnected forcibly when the connector is stopped (default: `false`).
quickfixj.server.phase	0	Phase in which this connection manager should be started and stopped (default: `Integer.MAX_VALUE`).
quickfixj.server.jmx-enabled	true	Whether to register the jmx mbeans for the acceptor (default: `false`).
quickfixj.server.message-store-factory	memory	Type of `MessageStoreFactory` to create. Supported values: `cachedfile`, `file`, `jdbc`, `memory`, `noop`, `sleepycat` (default: `memory`).
quickfixj.server.log-factory	screen	Type of `LogFactory` to create. Supported values: `compositelog`, `file`, `jdbc`, `slf4j`, `screen` (default: `screen`).
quickfixj.server.concurrent.enabled	true	Whether to use a simple `SocketAcceptor` or a `ThreadedSocketAcceptor` (default: `false` - uses `SocketAcceptor`).
quickfixj.server.concurrent.useDefaultExecutorFactory	true	Whether to use a default `ExecutorFactory` to create the `Acceptor` (default: `false`).
quickfixj.server.concurrent.queueCapacity	`Integer.MAX_VALUE`	When using the default `ExecutorFactory`, the Executor’s queue capacity (default: `Integer.MAX_VALUE`).
quickfixj.server.concurrent.corePoolSize	8	When using the default `ExecutorFactory`, the Executor’s core pool size (default: `8`).
quickfixj.server.concurrent.maxPoolSize	`Integer.MAX_VALUE`	When using the default `ExecutorFactory`, the Executor’s max pool size (default: `Integer.MAX_VALUE`).
quickfixj.server.concurrent.allowCoreThreadTimeOut	true	When using the default `ExecutorFactory`, whether to allow core thread timeout on the Executor (default: `true`).
quickfixj.server.concurrent.keepAliveSeconds	60	When using the default ExecutorFactory, the Executor’s keep alive in seconds (default: `60`).
quickfixj.server.concurrent.waitForTasksToCompleteOnShutdown	false	When using the default ExecutorFactory, whether to wait for tasks to complete on shutdown on the Executor (default: `false`).
quickfixj.server.concurrent.awaitTerminationSeconds	0	When using the default ExecutorFactory, the Executor’s await termination in seconds (default: `0`).
quickfixj.server.concurrent.threadNamePrefix	QuickFixJ Spring Boot Starter thread-	When using the default ExecutorFactory, the Executor’s thread name prefix (default: `QuickFixJ Spring Boot Starter thread-`).

For example:

quickfixj.server.enabled=true
quickfixj.server.config=classpath:quickfixj-server.cfg
quickfixj.server.configString=[default]  \r\n\... (see below for an example)
quickfixj.server.auto-startup=true
quickfixj.server.force-disconnect=false
quickfixj.server.phase=0
quickfixj.server.jmx-enabled=true
quickfixj.server.message-store-factory=memory
quickfixj.server.log-factory=screen

quickfixj.server.concurrent.enabled=true
quickfixj.server.concurrent.useDefaultExecutorFactory=true
quickfixj.server.concurrent.queueCapacity=Integer.MAX_VALUE
quickfixj.server.concurrent.corePoolSize=8
quickfixj.server.concurrent.maxPoolSize=Integer.MAX_VALUE
quickfixj.server.concurrent.allowCoreThreadTimeOut=true
quickfixj.server.concurrent.keepAliveSeconds=60
quickfixj.server.concurrent.waitForTasksToCompleteOnShutdown=false
quickfixj.server.concurrent.awaitTerminationSeconds=0
quickfixj.server.concurrent.threadNamePrefix="QuickFixJ Spring Boot Starter thread-"

quickfixj:
  server:
    enabled: true
    config: classpath:quickfixj-server.cfg
    auto-startup: true
    force-disconnect: false
    phase: 0
    jmx-enabled: true
    concurrent:
      enabled: true
      useDefaultExecutorFactory: true
      queueCapacity: Integer.MAX_VALUE
      corePoolSize: 8
      maxPoolSize: Integer.MAX_VALUE
      allowCoreThreadTimeOut: true
      keepAliveSeconds: 60
      waitForTasksToCompleteOnShutdown: false
      awaitTerminationMillis: 0
      threadNamePrefix: "QuickFixJ Spring Boot Starter thread-"
    message-store-factory: memory
    log-factory: screen

QuickFIX/J Server configuration file in properties and yaml files

Using the quickfixj.server.configString property:

quickfixj.server.configString=[default]  \r\n\
                              FileStorePath=target/data/executor  \r\n\
                              ConnectionType=acceptor  \r\n\
                              StartTime=00:00:00  \r\n\
                              EndTime=00:00:00  \r\n\
                              HeartBtInt=30  \r\n\
                              ValidOrderTypes=1,2,F  \r\n\
                              SenderCompID=EXEC  \r\n\
                              TargetCompID=BANZAI  \r\n\
                              UseDataDictionary=Y  \r\n\
                              DefaultMarketPrice=12.30  \r\n\
                              FileLogPath=logs-server  \r\n\
                              \r\n\
                              [session]  \r\n\
                              BeginString=FIX.4.0  \r\n\
                              SocketAcceptPort=9876  \r\n\
                              \r\n\
                              [session]  \r\n\
                              BeginString=FIX.4.1  \r\n\
                              SocketAcceptPort=9877  \r\n\
                              \r\n\
                              [session]  \r\n\
                              BeginString=FIX.4.2  \r\n\
                              SocketAcceptPort=9878  \r\n\
                              \r\n\
                              [session]  \r\n\
                              BeginString=FIX.4.3  \r\n\
                              SocketAcceptPort=9879  \r\n\
                              \r\n\
                              [session]  \r\n\
                              BeginString=FIX.4.4  \r\n\
                              SocketAcceptPort=9880  \r\n\
                              \r\n\
                              [session]  \r\n\
                              BeginString=FIXT.1.1  \r\n\
                              DefaultApplVerID=FIX.5.0SP2  \r\n\
                              SocketAcceptPort=9881

quickfixj:
  server:
    configString: |
      [default]
      FileStorePath=target/data/executor
      ConnectionType=acceptor
      StartTime=00:00:00
      EndTime=00:00:00
      HeartBtInt=30
      ValidOrderTypes=1,2,F
      SenderCompID=EXEC
      TargetCompID=BANZAI
      UseDataDictionary=Y
      DefaultMarketPrice=12.30
      FileLogPath=logs-server

      [session]
      BeginString=FIX.4.0
      SocketAcceptPort=9876

      [session]
      BeginString=FIX.4.1
      SocketAcceptPort=9877

      [session]
      BeginString=FIX.4.2
      SocketAcceptPort=9878

      [session]
      BeginString=FIX.4.3
      SocketAcceptPort=9879

      [session]
      BeginString=FIX.4.4
      SocketAcceptPort=9880

      [session]
      BeginString=FIXT.1.1
      DefaultApplVerID=FIX.5.0SP2
      SocketAcceptPort=9881

QuickFIX/J Server Actuator

To enable the actuator endpoints you will also have to add the QuickFIX/J Spring Boot Actuator dependency.

<dependency>
    <groupId>io.allune</groupId>
    <artifactId>quickfixj-spring-boot-actuator</artifactId>
    <version>3.0.1</version>
</dependency>

Enabling the autoconfiguration of QuickFix/J Server Actuator can be done through a property.

property	example	description
quickfixj.server.actuator.enabled	true	Enables QuickFix/J Server Actuator autoconfiguration.

Please note that the quickfixj-spring-boot-actuator dependency will be added automatically by quickfixj-spring-boot-starter

And enable the QuickFix/J Server endpoint in Spring:

management.endpoint.quickfixjserver.enabled=true # whether the endpoint is enabled or not
management.endpoints.web.exposure.include=quickfixjserver # whether the endpoint will be exposed

management:
  endpoint:
    health:
      show-details: always
    quickfixjserver:
      enabled: true
  endpoints:
    web:
      exposure:
        include: quickfixjserver

Example usage:

http://localhost:8081/actuator/quickfixjserver

{
  "FIX.4.2:EXEC->BANZAI": {
    "SenderCompID": "EXEC",
    "StartTime": "00:00:00",
    "DefaultMarketPrice": "12.30",
    "ValidOrderTypes": "1,2,F",
    "ConnectionType": "acceptor",
    "EndTime": "00:00:00",
    "BeginString": "FIX.4.2",
    "SocketAcceptPort": "9878",
    "TargetCompID": "BANZAI",
    "SenderCompID": "EXEC",
    "HeartBtInt": "30",
    "BeginString": "FIX.4.2",
    "TargetCompID": "BANZAI",
    "FileStorePath": "target/data/executor",
    "UseDataDictionary": "Y",
    "ProxyPassword": "******"
  },
  "FIX.4.1:EXEC->BANZAI": {
    "SenderCompID": "EXEC",
    "StartTime": "00:00:00",
    "DefaultMarketPrice": "12.30",
    "ValidOrderTypes": "1,2,F",
    "ConnectionType": "acceptor",
    "EndTime": "00:00:00",
    "BeginString": "FIX.4.1",
    "SocketAcceptPort": "9877",
    "TargetCompID": "BANZAI",
    "SenderCompID": "EXEC",
    "HeartBtInt": "30",
    "BeginString": "FIX.4.1",
    "TargetCompID": "BANZAI",
    "FileStorePath": "target/data/executor",
    "UseDataDictionary": "Y",
	"JdbcPassword": "******"
  }
}

QuickFIX/J Server Health Endpoint

The QuickFIX/J Spring Boot Starter provides with a HealthIndicator that checks if the sessions are logged on when they should be (i.e. within market hours) and shows the expected schedule for each session. For example:

"quickfixjServerSession": {
    "status": "DOWN",
    "details": {
        "FIXT.1.1:BANZAI->EXEC1": "LoggedOn",
        "sessionSchedule": "monday, tuesday, wednesday, thursday, friday, saturday, sunday, 04:00:00-UTC - 03:59:59-UTC (monday, tuesday, wednesday, thursday, friday, saturday, sunday, 00:00:00-EDT - 23:59:59-EDT)",
        "FIXT.1.1:BANZAI->EXEC2": "LoggedOff",
    }
}

The HealthIndicator can be enabled in Spring as follows:

management.health.quickfixjserver.enabled=true

management:
  health:
    quickfixjserver:
      enabled: true

QuickFIX/J Spring Boot Starter - Client (Initiator)

Enabling QuickFix/J Client

Adding quickfixj.client.enabled=true in your properties file will configure an Initiator with all the default QuickFix/J components:

A MessageStoreFactory of type MemoryStoreFactory.
A LogFactory of type ScreenLogFactory.
An Initiator of type SocketInitiator.
An Application of type EventPublisherApplicationAdapter.
If quickfixj.client.concurrent.useDefaultExecutorFactory is set to true, an ExecutorFactory is configured and added to the Initiator.

All these QuickFix/J components can be configured via properties or by overriding the beans.

Note that @EnableQuickFixJClient has been deprecated in version 3.0.1.

For example:

@SpringBootApplication
public class AppClient {

    public static void main(String[] args) {
        SpringApplication.run(AppClient.class, args);
    }

    @Bean
    public Application clientApplication() {
        return new ClientApplicationAdapter(); // Provide your own implementation here
    }

    @Bean
    public Initiator clientInitiator(
            Application clientApplication,
            MessageStoreFactory clientMessageStoreFactory,
            SessionSettings clientSessionSettings,
            LogFactory clientLogFactory,
            MessageFactory clientMessageFactory
    ) throws ConfigError {
        return new ThreadedSocketInitiator(clientApplication, clientMessageStoreFactory, clientSessionSettings,
                clientLogFactory, clientMessageFactory);
    }

    @Bean
    public LogFactory clientLogFactory(SessionSettings clientSessionSettings) {
        return new FileLogFactory(clientSessionSettings);
    }
}

Configuring the QuickFix/J Client

Additionally, you need to follow the configuration guide to configure the FIX sessions. The configuration is resolved using the following approach:

By a QuickFIX/J configuration string defined by the quickfixj.client.configString property
By the presence of a quickfix.SessionSettings bean named clientSessionSettings
By a configuration file defined by the quickfixj.client.config property
By the presence of the quickfixj.client.config system property
By a quickfixj-client.cfg in the working directory or at the root of the classpath

QuickFIX/J Client properties

Property	Example	Description
quickfixj.client.config	classpath:quickfixj-client.cfg	Location of the QuickFix/J configuration file.
quickfixj.client.configString	[default] \r\n... (see below for an example)	The content of the QuickFIX/J configuration file. This property takes precedence over `quickfixj.client.config`.
quickfixj.client.auto-startup	true	Whether to autostart the connection manager at start up (default: `true`).
quickfixj.client.force-disconnect	false	Whether logged on sessions should be disconnected forcibly when the connector is stopped (default: `false`).
quickfixj.client.phase	0	Phase in which this connection manager should be started and stopped (default: `Integer.MAX_VALUE`).
quickfixj.client.jmx-enabled	true	Whether to register the jmx mbeans for the initiator (default: `false`).
quickfixj.client.message-store-factory	memory	Type of `MessageStoreFactory` to create. Supported values: `cachedfile`, `file`, `jdbc`, `memory`, `noop`, `sleepycat` (default: `memory`).
quickfixj.client.log-factory	screen	Type of `LogFactory` to create. Supported values: `compositelog`, `file`, `jdbc`, `slf4j`, `screen` (default: `screen`).
quickfixj.client.concurrent.enabled	true	Whether to use a simple `SocketInitiator` or a `ThreadedSocketInitiator` (default: `false` - uses `SocketInitiator`).
quickfixj.client.concurrent.useDefaultExecutorFactory	true	Whether to use a default `ExecutorFactory` to create the `Initiator` (default: `false`).
quickfixj.client.concurrent.queueCapacity	`Integer.MAX_VALUE`	When using the default `ExecutorFactory`, the Executor’s queue capacity (default: `Integer.MAX_VALUE`).
quickfixj.client.concurrent.corePoolSize	8	When using the default `ExecutorFactory`, the Executor’s core pool size (default: `8`).
quickfixj.client.concurrent.maxPoolSize	`Integer.MAX_VALUE`	When using the default `ExecutorFactory`, the Executor’s max pool size (default: `Integer.MAX_VALUE`).
quickfixj.client.concurrent.allowCoreThreadTimeOut	true	When using the default `ExecutorFactory`, whether to allow core thread timeout on the Executor (default: `true`).
quickfixj.client.concurrent.keepAliveSeconds	60	When using the default ExecutorFactory, the Executor’s keep alive in seconds (default: `60`).
quickfixj.client.concurrent.waitForTasksToCompleteOnShutdown	false	When using the default ExecutorFactory, whether to wait for tasks to complete on shutdown on the Executor (default: `false`).
quickfixj.client.concurrent.awaitTerminationSeconds	0	When using the default ExecutorFactory, the Executor’s await termination in seconds (default: `0`).
quickfixj.client.concurrent.threadNamePrefix	QuickFixJ Spring Boot Starter thread-	When using the default ExecutorFactory, the Executor’s thread name prefix (default: `QuickFixJ Spring Boot Starter thread-`).

For example:

quickfixj.client.enabled=true
quickfixj.client.config=classpath:quickfixj-client.cfg
quickfixj.client.configString=[default]  \r\n\... (see below for an example)
quickfixj.client.auto-startup=true
quickfixj.client.phase=0
quickfixj.client.jmx-enabled=true
quickfixj.client.message-store-factory=memory
quickfixj.client.log-factory=screen

quickfixj.client.concurrent.enabled=true
quickfixj.client.concurrent.useDefaultExecutorFactory=true
quickfixj.client.concurrent.queueCapacity=Integer.MAX_VALUE
quickfixj.client.concurrent.corePoolSize=8
quickfixj.client.concurrent.maxPoolSize=Integer.MAX_VALUE
quickfixj.client.concurrent.allowCoreThreadTimeOut=true
quickfixj.client.concurrent.keepAliveSeconds=60
quickfixj.client.concurrent.waitForTasksToCompleteOnShutdown=false
quickfixj.client.concurrent.awaitTerminationSeconds=0
quickfixj.client.concurrent.threadNamePrefix="QuickFixJ Spring Boot Starter thread-"

quickfixj:
  client:
    enabled: true
    config: classpath:quickfixj-client.cfg
    auto-startup: true
    force-disconnect: false
    phase: 0
    jmx-enabled: true
    concurrent:
      enabled: true
      useDefaultExecutorFactory: true
      queueCapacity: Integer.MAX_VALUE
      corePoolSize: 8
      maxPoolSize: Integer.MAX_VALUE
      allowCoreThreadTimeOut: true
      keepAliveSeconds: 60
      waitForTasksToCompleteOnShutdown: false
      awaitTerminationMillis: 0
      threadNamePrefix: "QuickFixJ Spring Boot Starter thread-"
    message-store-factory: memory
    log-factory: screen

QuickFIX/J configuration file in properties and yaml files

Using the quickfixj.client.configString property:

quickfixj.client.configString=[default] \r\n\
                              FileStorePath=target/data/banzai \r\n\
                              ConnectionType=initiator \r\n\
                              SenderCompID=BANZAI \r\n\
                              TargetCompID=EXEC \r\n\
                              SocketConnectHost=localhost \r\n\
                              StartTime=00:00:00 \r\n\
                              EndTime=00:00:00 \r\n\
                              HeartBtInt=30 \r\n\
                              ReconnectInterval=5 \r\n\
                              FileLogPath=logs-client \r\n\
                              \r\n\
                              [session] \r\n\
                              BeginString=FIX.4.0 \r\n\
                              SocketConnectPort=9876 \r\n\
                              \r\n\
                              [session] \r\n\
                              BeginString=FIX.4.1 \r\n\
                              SocketConnectPort=9877 \r\n\
                              \r\n\
                              [session] \r\n\
                              BeginString=FIX.4.2 \r\n\
                              SocketConnectPort=9878 \r\n\
                              \r\n\
                              [session] \r\n\
                              BeginString=FIX.4.3 \r\n\
                              SocketConnectPort=9879 \r\n\
                              \r\n\
                              [session] \r\n\
                              BeginString=FIX.4.4 \r\n\
                              SocketConnectPort=9880 \r\n\
                              \r\n\
                              [session] \r\n\
                              BeginString=FIXT.1.1 \r\n\
                              DefaultApplVerID=FIX.5.0SP2 \r\n\
                              SocketConnectPort=9881

quickfixj:
  client:
    configString: |
      [default]
      FileStorePath=target/data/banzai
      ConnectionType=initiator
      SenderCompID=BANZAI
      TargetCompID=EXEC
      SocketConnectHost=localhost
      StartTime=00:00:00
      EndTime=00:00:00
      HeartBtInt=30
      ReconnectInterval=5
      FileLogPath=logs-client

      [session]
      BeginString=FIX.4.0
      SocketConnectPort=9876

      [session]
      BeginString=FIX.4.1
      SocketConnectPort=9877

      [session]
      BeginString=FIX.4.2
      SocketConnectPort=9878

      [session]
      BeginString=FIX.4.3
      SocketConnectPort=9879

      [session]
      BeginString=FIX.4.4
      SocketConnectPort=9880

      [session]
      BeginString=FIXT.1.1
      DefaultApplVerID=FIX.5.0SP2
      SocketConnectPort=9881

QuickFIX/J Client Actuator

To enable the actuator endpoints you will also have to add the QuickFIX/J Spring Boot Actuator dependency.

<dependency>
    <groupId>io.allune</groupId>
    <artifactId>quickfixj-spring-boot-actuator</artifactId>
    <version>3.0.1</version>
</dependency>

Enabling the autoconfiguration of QuickFix/J Client Actuator can be done through a property.

property	example	description
quickfixj.client.actuator.enabled	true	Enables QuickFix/J Client Actuator autoconfiguration.

Please note that the quickfixj-spring-boot-actuator dependency will be added automatically by quickfixj-spring-boot-starter

And enable the QuickFix/J Client endpoint in Spring:

management.endpoint.quickfixjclient.enabled=true # whether the endpoint is enabled or not
management.endpoints.web.exposure.include=quickfixjclient # whether the endpoint will be exposed

management:
  endpoint:
    health:
      show-details: always
    quickfixjclient:
      enabled: true
  endpoints:
    web:
      exposure:
        include: quickfixjclient

Example usage:

http://localhost:8081/actuator/quickfixjclient

{
  "FIXT.1.1:BANZAI->EXEC": {
    "SenderCompID": "BANZAI",
    "StartTime": "00:00:00",
    "ConnectionType": "initiator",
    "EndTime": "00:00:00",
    "BeginString": "FIXT.1.1",
    "ReconnectInterval": "5",
    "TargetCompID": "EXEC",
    "DefaultApplVerID": "FIX.5.0",
    "SocketConnectHost": "localhost",
    "SenderCompID": "BANZAI",
    "HeartBtInt": "30",
    "BeginString": "FIXT.1.1",
    "TargetCompID": "EXEC",
    "FileStorePath": "target/data/banzai",
    "SocketConnectPort": "9881",
    "ProxyPassword": "******"
  },
  "FIX.4.2:BANZAI->EXEC": {
    "SenderCompID": "BANZAI",
    "StartTime": "00:00:00",
    "ConnectionType": "initiator",
    "EndTime": "00:00:00",
    "BeginString": "FIX.4.2",
    "ReconnectInterval": "5",
    "TargetCompID": "EXEC",
    "SocketConnectHost": "localhost",
    "SenderCompID": "BANZAI",
    "HeartBtInt": "30",
    "BeginString": "FIX.4.2",
    "TargetCompID": "EXEC",
    "FileStorePath": "target/data/banzai",
    "SocketConnectPort": "9878",
	"JdbcPassword": "******"
  }
}

QuickFIX/J Client Health Endpoint

The QuickFIX/J Spring Boot Starter provides with a HealthIndicator that checks if the sessions are logged on when they should be (i.e. within market hours) and shows the expected schedule for each session. For example:

"quickfixjClientSession": {
    "status": "DOWN",
    "details": {
        "FIXT.1.1:BANZAI->EXEC1": "LoggedOn",
        "sessionSchedule": "monday, tuesday, wednesday, thursday, friday, saturday, sunday, 04:00:00-UTC - 03:59:59-UTC (monday, tuesday, wednesday, thursday, friday, saturday, sunday, 00:00:00-EDT - 23:59:59-EDT)",
        "FIXT.1.1:BANZAI->EXEC2": "LoggedOff",
    }
}

The HealthIndicator can be enabled in Spring as follows:

management.health.quickfixjclient.enabled=true

management:
  health:
    quickfixjclient:
      enabled: true

Listening on quickfixj.Application messages

The QuickFIX/J Spring Boot Starter provides a default implementation for the quickfixj.Application interface, the EventPublisherApplicationAdapter, which publishes the messages received by the Server (Acceptor) and the Client (Initiator) as ApplicationEvent`s. The `EventPublisherApplicationAdapter is provided by default, it’s not meant to be used on high throughput environments.

If your application is only processing a subset of message types (i.e. toAdmin, toApp, onCreate, etc.) you will need to register an EventListener for these, with the appropriate message type as the only parameter for the listener method:

@EventListener
public void listenFromAdmin(FromAdmin fromAdmin) {
	...
}

@EventListener
public void listenFromApp(FromApp fromApp) {
	...
}

@EventListener
public void listenOnCreate(Create create) {
	...
}

@EventListener
public void listenOnLogon(Logon logon) {
	...
}

@EventListener
public void listenOnLogout(Logout logout) {
	...
}

@EventListener
public void listenToAdmin(ToAdmin toAdmin) {
	...
}

@EventListener
public void listenToApp(ToApp toApp) {
	...
}

In case the EventListener method throws an exception, this exception will be propagated up the quickfix.Session#next() method. Depending on the value of RejectMessageOnUnhandledException in the quickfixj configuration file, the message will be redelivered or dismissed.

QuickFixJTemplate

The QuickFixJTemplate provides a synchronous client to perform requests, exposing a simple, template method API over the QuickFIX/J client.

The QuickFIX/J Spring Boot Starter provides a quickFixJTemplate bean than can be Autowired in the application.

@Autowire
private QuickFixJTemplate quickFixJTemplate;

...

SessionID sessionID = serverAcceptor.getSessions().stream()
        .filter(sessId ->
                sessId.getBeginString().equals(fixVersion) &&
                        sessId.getTargetCompID().equals(targetId))
        .findFirst()
        .orElseThrow(RuntimeException::new);

OrderCancelRequest message = new OrderCancelRequest(
        new OrigClOrdID("123"),
        new ClOrdID("321"),
        new Symbol("LNUX"),
        new Side(Side.BUY));

quickFixJTemplate.send(message, sessionID);

Examples Projects

quickfixj-spring-boot-starter-examples

License and Acknowledgement

The QuickFIX/J Spring Boot Starter is released under version 2.0 of the Apache License.

This code includes software developed by quickfixengine.org.

Name		Name	Last commit message	Last commit date
Latest commit History 336 Commits
.circleci		.circleci
.github		.github
quickfixj-spring-boot-actuator		quickfixj-spring-boot-actuator
quickfixj-spring-boot-autoconfigure		quickfixj-spring-boot-autoconfigure
quickfixj-spring-boot-context		quickfixj-spring-boot-context
quickfixj-spring-boot-starter		quickfixj-spring-boot-starter
.editorconfig		.editorconfig
.gitignore		.gitignore
.pre-commit-config.yaml		.pre-commit-config.yaml
LICENSE.txt		LICENSE.txt
README.adoc		README.adoc
codecov.yml		codecov.yml
licence-header.template		licence-header.template
pom.xml		pom.xml

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Spring Boot Starter for QuickFIX/J (Spring Boot 3)

Terminology

Getting started

QuickFIX/J Runtime

Breaking changes with previous versions

QuickFIX/J Spring Boot Starter - Server (Acceptor)

Enabling QuickFix/J Server

Configuring the QuickFix/J Server

QuickFIX/J Server properties

QuickFIX/J Server configuration file in properties and yaml files

QuickFIX/J Server Actuator

QuickFIX/J Server Health Endpoint

QuickFIX/J Spring Boot Starter - Client (Initiator)

Enabling QuickFix/J Client

Configuring the QuickFix/J Client

QuickFIX/J Client properties

QuickFIX/J configuration file in properties and yaml files

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Spring Boot Starter for QuickFIX/J (Spring Boot 3)

Terminology

Getting started

QuickFIX/J Runtime

Breaking changes with previous versions

QuickFIX/J Spring Boot Starter - Server (Acceptor)

Enabling QuickFix/J Server

Configuring the QuickFix/J Server

QuickFIX/J Server properties

QuickFIX/J Server configuration file in properties and yaml files

QuickFIX/J Server Actuator

QuickFIX/J Server Health Endpoint

QuickFIX/J Spring Boot Starter - Client (Initiator)

Enabling QuickFix/J Client

Configuring the QuickFix/J Client

QuickFIX/J Client properties

QuickFIX/J configuration file in properties and yaml files

QuickFIX/J Client Actuator

QuickFIX/J Client Health Endpoint

Listening on quickfixj.Application messages

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