Client Side Fix Adaptor

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Imported from previous forum

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Hello,
Are there any examples of, or is it possible to implement a client side FIX Protocol adapter that can sit between FIX protocol client applications and a non-fix trading interface?

Thanks in advance,

Keith

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http://fixprotocol.org/discuss/read/6759c8ec

http://fixprotocol.org/discuss/read/0c88025f

Hello, Are there any examples of, or is it possible to implement a
client side FIX Protocol adapter that can sit between FIX protocol
client applications and a non-fix trading interface?

Thanks in advance,

Keith

4

Keith,

Some questions :-

FIX protocol client applications - What does it do ? It takes orders or creates orders? In FIX terms - Is it a sell side or buy side app?

non-fix trading interface - Is it a graphic user interface like a Trading Screen into which a Trader can enter orders? or is it a market interface (for example a TCP Socket connection) to which applications can send orders and expect executions?

You are trying to bidirectionally convert between non-FIX and FIX message formats and the “adapter” runs the FIX session on one side and the non-FIX session on the other side. How are sessions initiated on each side? Which side Session rules the adapter?

The adapter has two parts:-

1)Convert message from one format to another and back - its message format transformation only. Some parts of message come from static data, others have to be derived at runtime from session state.

2)Run a FIX session - maintain “ordered message processing”, ensure all state tranformations (session state and object states for business objects like orders executions) follow rules of FIX protocol.

  1. may need to be built before 2). Include a user-interface for the human who would administer this adapter. You may want to add persistence to recover from system / application failure.

Regards,
K. Mahesh

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[ original email was from George Brisco - george.brisco@trialius.com ]
Keith,

Adaptors to convert between some protocol or other and FIX are very common.

Examples are probably not going to hrlp you too much, as so much depends on the richness of the non-FIX protocol.

You need to think about what functionality your non-FIX interface provides, and what your FIX client expects. The complexity of the interface is obviously much more straightforward if you can get away without having to maintaining state in the translator.

We have helped many clients with protocol translation issues like this, please feel free to get in touch at george.brisco@trialius.com if I can help further.

George

Hello, Are there any examples of, or is it possible to implement a
client side FIX Protocol adapter that can sit between FIX protocol
client applications and a non-fix trading interface?

Thanks in advance,

Keith