python 开源 FIX 客户端模拟器
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Open Source FIX Client Simulator
提问by anijhaw
I want test a FIX gateway for our company and was wondering if anything in opensource already exists that I can use or perhaps leverage to complete this task.
我想为我们公司测试一个 FIX 网关,并且想知道开源中是否已经存在任何我可以使用或可能利用来完成此任务的内容。
I am currently looking at QuickFix but I am not sure if it has a client that can be use against any standard FIX gateway.
我目前正在研究 QuickFix,但我不确定它是否有可用于任何标准 FIX 网关的客户端。
Also links to any learning material that exist on this topic would be appreciated.
也将不胜感激任何有关该主题的学习材料的链接。
Thanks
谢谢
回答by stefanB
QuickFIXengine code comes with couple of examples, see http://www.quickfixengine.org/quickfix/doc/html/examples.html
QuickFIXengine 代码附带几个示例,请参阅http://www.quickfixengine.org/quickfix/doc/html/examples.html
You probably want tradeclient
for sending messages. It is a command line tool that will send FIX messages to server.
您可能想要tradeclient
发送消息。它是一个命令行工具,可将 FIX 消息发送到服务器。
You can use the ordermatch
example to start up simple FIX server which will cross orders and send ExecutionReports back to your client.
您可以使用该ordermatch
示例启动简单的 FIX 服务器,它将交叉订单并将 ExecutionReports 发送回您的客户端。
For all example applications you need to provide a config file to startup up. Just follow the instructions at quickfixengine
web site, see example config file. Your client will be initiator
and server acceptor
.
对于所有示例应用程序,您需要提供一个配置文件来启动。只需按照quickfixengine
网站上的说明进行操作,请参阅示例配置文件。您的客户端将是initiator
和服务器acceptor
。
I've been using those example apps heavily for testing especially the ordermatcher
, I've updated mine to handle amend orders and separates stock/futures/options symbols and so on.
我一直在大量使用这些示例应用程序进行测试,尤其是ordermatcher
,我已经更新了我的应用程序以处理修改订单并分离股票/期货/期权符号等。
The tradeclient
uses screen logger so you should see all the outgoing and incoming messages on the command line.
在tradeclient
使用屏幕记录器,所以你会看到所有的命令行上的传出和传入的消息。
回答by Phil Rykoff
QuickFIX can be used to send standard-compliant messages (with different safety-levels//use strong safety:-) to FIX servers/gateways.
QuickFIX 可用于向 FIX 服务器/网关发送符合标准的消息(具有不同的安全级别//使用强安全性:-)。
quickfix has nice sample code on its site: http://www.quickfixengine.org/quickfix/doc/html/sending_messages.html
quickfix 在其网站上有很好的示例代码:http: //www.quickfixengine.org/quickfix/doc/html/sending_messages.html
回答by uzla
There is an alternative GUI tool that allows to simulate both client and server. It is called MINI FIX. One can construct messages as he/she sees or use code to talk to it and get respective response. The only downside is that it is Windows only.
有一个替代的 GUI 工具可以模拟客户端和服务器。它被称为MINI FIX。人们可以在他/她看到的时候构造消息或使用代码与之交谈并获得相应的响应。唯一的缺点是它仅适用于 Windows。