Crate forgefix

An opinionated FIX 4.2 client library for the buy-side.

ForgeFIX is an engine that implements a subset of the FIX protocol which allows users to connect to brokers or exchanges to send and receive messages.

Terminology

• FIX Connection – A single connection to a FIX Session. A network connection is made over TCP, then a FIX logon handshake is performed to establish the FIX connection. The FIX connection ends properly with a FIX logout, but is considered ended if the TCP connection breaks.

  • Note, the term ‘connection’ is overloaded and can also mean TCP connection. When unclear, a ‘connection’ will be specified as TCP or FIX.

• FIX Session – A conceptual construct that represents the bidirectional stream of ordered messages between two peers. A FIX Session can live across multiple instances of a FIX connection.

• FIX Engine – A sub-process running in the background that manages a single FIX connection to a FIX Session. The engine starts, runs, and ends the FIX connection as defined by the FIX protocol, and manages all resources that support the connection.

Examples

Asynchronous API

use forgefix::{
    SessionSettings, FixApplicationHandle, FixApplicationInitiator, ApplicationError,
};

#[tokio::main]
async fn main() -> Result<(), ApplicationError> {
     
    // build session settings
    let settings = SessionSettings::builder()
        .with_sender_comp_id("my_id")
        .with_target_comp_id("peer_id")
        .with_store_path("./store".into())
        .with_log_dir("./log".into())
        .with_socket_addr("127.0.0.1:0".parse().unwrap())
        .build()?;

    // create a FIX engine and intiate TCP connection
    let (fix_handle, mut event_receiver) = FixApplicationInitiator::build(settings)?
        .initiate()
        .await?;

    // handle incoming messages in the background...
    tokio::spawn(async move {
        while let Some(msg) = event_receiver.recv().await {
            println!("got an application message: {}", msg);
        }
    });

    // start the FIX connection
    fix_handle.start_async().await?;

    // send messages here...

    // end the FIX connection
    fix_handle.end_async().await?;

    Ok(())
}

Synchronous API*

use forgefix::{
    SessionSettings, FixApplicationHandle, FixApplicationInitiator, ApplicationError,
};

fn main() -> Result<(), ApplicationError> {

    let settings = SessionSettings::builder()
        .with_sender_comp_id("my_id")
        .with_target_comp_id("peer_id")
        .with_store_path("./store".into())
        .with_log_dir("./log".into())
        .with_socket_addr("127.0.0.1:0".parse().unwrap())
        .build()?;

    let (fix_handle, mut event_receiver) = FixApplicationInitiator::build(settings)?
        .initiate_sync()?;

    std::thread::spawn(move || {
        while let Some(msg) = event_receiver.blocking_recv() {
            println!("got an application message: {}", msg);
        }
    });

    fix_handle.start_sync()?;

    // send messages here...

    fix_handle.end_sync()?;
     
    Ok(())
}

*When using synchronous API, a tokio runtime is still created internally (see FixApplicationInitiator)

Feature Flags

• sqlite: Enables the sqlite3 database backed store. Allows messages and sequences numbers to be persisted to disk, so ForgeFIX can pick up in the middle of a session if restarted. Otherwise, every restart results in a new FIX session.

Modules

fix

Modules implementing the FIX spec for encoding and decoding messages

Structs

FixApplicationAcceptor

A struct that can accept TCP connections, and create a FIX engine instance for each connection.

FixApplicationHandle

A handle on a FIX engine instance.

FixApplicationInitiator

A struct that can initiate the TCP connection to the peer and create a FIX engine instance.

SessionSettings

A collection of settings used to configurate a FIX session.

SessionSettingsBuilder

A builder for easily configuring all the fields of a SessionSettings

Enums

ApplicationError

Errors that can occur while running ForgeFIX.