Help with FIX Gateway

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1

Imported from previous forum

2

Greetings,

I have an unusual issue with some clients, and hope you can help me.
They do use an specific API (non-FIX) to send orders to my XPTO system (blackbox).
The XPTO system uses a specific port to send orders to stock exchange, using FIX protocol.
This port has a 20 orders (messages) per second throughput.

I am going to try the following solution:

  1. Contract another port, with the same throughput.
  2. Develop a FIX Gateway between XPTO system and stock exchange.
  3. FIX Gateway will evaluate the required throughput online and redirect the orders to the best avaliable port using FIX protocol.
  4. This FIX Gateway will send the response messages to clients, using FIX protocol.

This is simple, but do you think this is the best solution?

My best Regards, and thanks in advance,

Gutman

3

Greetings,

I have an unusual issue with some clients, and hope you can help me.
They do use an specific API (non-FIX) to send orders to my XPTO system
(blackbox). The XPTO system uses a specific port to send orders to stock
exchange, using FIX protocol. This port has a 20 orders (messages) per
second throughput.

I am going to try the following solution:

  1. Contract another port, with the same throughput.
  2. Develop a FIX Gateway between XPTO system and stock exchange.
  3. FIX Gateway will evaluate the required throughput online and redirect
    the orders to the best avaliable port using FIX protocol.
  4. This FIX Gateway will send the response messages to clients, using
    FIX protocol.

This is simple, but do you think this is the best solution?

My best Regards, and thanks in advance,

Gutman