Sending FIX messages through WSO2 EI FIX Transport

WSO2 Enterprise Integrator supports sending or receiving FIX ((Financial Information eXchange) messages through FIX transport. We are going to write a proxy service with would accept FIX messages from a client application and send that to a FIX backend.

Client application: Banzai, generate FIX messages. This can be started by browsing to quickfixj/bin folder and running banzai.sh script.

Backend application: Executor, generate FIX messages. This can be started by browsing to quickfixj/bin folder and running executor.sh script.

5. Now let’s write the proxy service to pass through FIX messages.

Setting up of WSO2 EI and Quickfix/J is now complete. We can try running the proxy service now.

2. Launch quickfixj executor backend service in quickfixj/bin folder.

3. Start WSO2 EI server using ./integrator.sh start up script. Once started EI server will log creating sessions with banzai and executor applications.

4. Deploy the FIXProxy we created into WSO2 EI server. After that we can use banzai client application to send a FIX message to EI server.

5. The FIX transport listener in EI will pick this message and pass it to FIXProxy which will log the full message to console, before passing it to executor backend endpoint.

6. The passed through FIX message will be received by executor service backend.

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