Own API or FIX engine

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Imported from previous forum

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Hello,

This is my first post here. I am a developer and have been asked to create either an API or a FIX engine for a scripting language (think of Perl, AppleScript, VBScript, Python and similar). I am not supposed to use C++. I know there is an API for Python, but if I were to use that, it should be the API itself that is in Python and I’d need the source code.

Probably I have to manage communications over sockets myself. I am probably looking for more information about communication with FIX engines. The API I am going to create should also handle remote connections.

Where do I start studying? I am not interested in the very non-technical stuff posted at http://fixprotocol.org/implementation-guide/introduction.shtml. FIXML sounds like a nice concept, but how do I send and receive the messages through TCP/IP?

Any good references to documentation that will tell me how to start working on this are highly appreciated.

Many thanks,

Mark

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[ original email was from Alex Malone - amalone@heliumsystems.com ]
Welcome Mark! Its always a good idea to start with something that already works and build upon it. I would suggest that you download the quickfix engine, which has a python binding. The engine takes care of all of the socket communications, you would implement or override the handling of certain FIX messages. Try to create a prototype to accomplish your desired goals and decide if its the right way to go. There are a couple of quirks to quickfix regarding the way in which you are forced to handle threading and object usage, but it is pretty good. In any case, it will help you tame the FIX learning curve. We built a FIX simulation for internal testing using quickfix and the python layer, and we are pretty happy with it. Make sure to turn off TCP_NODELAY on the sockets for best performance.

Regards,
Alex

Hello,

This is my first post here. I am a developer and have been asked to
create either an API or a FIX engine for a scripting language (think of
Perl, AppleScript, VBScript, Python and similar). I am not supposed
to use C++. I know there is an API for Python, but if I were to use
that, it should be the API itself that is in Python and I’d need the
source code.

Probably I have to manage communications over sockets myself. I am
probably looking for more information about communication with FIX
engines. The API I am going to create should also handle remote
connections.

Where do I start studying? I am not interested in the very non-technical
stuff posted at http://fixprotocol.org/implementation-
guide/introduction.shtml. FIXML sounds like a nice concept, but how do I
send and receive the messages through TCP/IP?

Any good references to documentation that will tell me how to start
working on this are highly appreciated.

Many thanks,

Mark