Example QuickFIX/Go Applications

• TradeClient is a simple console based trading client
• Executor is a server that fills every limit order it receives
• OrderMatch is a primitive matching engine

All examples have been ported from QuickFIX

Installation

Build From Source

To build and run the examples, you will first need Go installed on your machine

Next, clone this repository with git clone [email protected]:quickfixgo/examples.git. This project uses go modules, so you just need to type make build. This will compile the examples executables in the ./bin dir in your local copy of the repo. If this exits with exit status 0, then everything is working! You may need to pull the module deps with go mod download.

make build

Running the Examples

Following installation, the examples can be found in ./bin. The examples are meant to be run in pairs- the TradeClient as a client of either the Executor or OrderMatch. By default, the examples will load the default configurations named after the example apps provided in the config/ root directory. i.e., running ./bin/tradeclient will load the config/tradeclient.cfg configuration. Each example can be run with a custom configuration as a command line argument (./bin/tradeclient my_trade_client.cfg).

Licensing

This software is available under the QuickFIX Software License. Please see the LICENSE for the terms specified by the QuickFIX Software License.