fix

Parity FIX Gateway

Parity FIX Gateway is a server application that adds Financial Information Exchange (FIX) support to the trading system.

Protocols

Parity FIX Gateway specifies and implements the following protocols:

• FIX: an alternative order entry protocol

Download

Download the latest release from GitHub.

Usage

Run Parity FIX Gateway with Java:

java -jar parity-fix.jar <configuration-file>

The command line arguments are as follows:

• <configuration-file>: A configuration file. The configuration specifies how to connect to the trading system and accept FIX connections.

Once started, the application starts listening for FIX connections initiated by market participants.

Configuration

Parity FIX Gateway uses a configuration file to specify how to connect to the trading system and accept FIX connections.

The following configuration parameters are required:

fix {

    # The local IP address for the FIX acceptor.
    address = 127.0.0.1

    # The local TCP port for the FIX acceptor.
    port = 4010

    # SenderCompID(49) for the FIX acceptor.
    sender-comp-id = parity

}

order-entry {

    # The IP address of the trading system.
    address = 127.0.0.1

    # The TCP port for order entry at the trading system.
    port = 4000

}

instruments {

    AAPL {

        # The number of digits in the fractional part of a price.
        price-fraction-digits = 2

        # The number of digits in the fractional part of a size.
        size-fraction-digits = 0

    }

}

See the etc directory for an example configuration file.

License

Released under Apache License, Version 2.0.