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FIX (Financial Information Exchange) Command-Line Client

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fixcli

Overview

fixcli is FIX (Financial Information Exchange) Command-Line Client.

It supports Logon, Resend Request, and Logout message types. The purpose of the client is to test basix FIX connectibity by logging into a FIX session, creating a new order, receiving execution report, if any, requesting retransmission of previously received message, and logging out of the session.

Usage

usage: fixcli [-h] --host HOST [-p PORT] -s SENDER_COMP_ID -t TARGET_COMP_ID
              [-e EXCHANGE] [-n SEQNUM] [-u USERNAME] [-m MODE] [-l LEVEL]

fixcli - FIX client application with limited functionality

optional arguments:
  -h, --help            show this help message and exit
  -l LEVEL, --log-level LEVEL
                        Log level (default: 0, max: 2)

arguments:
  --host HOST           FIX API Endpoint IP address
  -p PORT, --port PORT  FIX API Endpoint port number
  -s SENDER_COMP_ID, --sender SENDER_COMP_ID
                        Sending firm
  -t TARGET_COMP_ID, --target TARGET_COMP_ID
                        Receiving firm
  -e EXCHANGE, --exchange EXCHANGE
                        Trading Venue/Exchange
  -n SEQNUM, --seqnum SEQNUM
                        Starting Sequence Number
  -u USERNAME, --username USERNAME
                        Username
  -m MODE, --mode MODE  Mode of operation (default: dormant)

github: https://github.com/greenpau/fixcli

Login and Receive Messages

fixcli --host 10.10.10.10 -p 23456 -s TRADER -t EXCHANGE -l 2

The above command accomplishes the following:

  • Connects to FIX engine at IP address 10.10.10.10 over TCP port 23456
  • Identifies itself as TRADER via FIX tag SenderCompID
  • Identifies a counterparty as EXCHANGE via FIX tag TargetCompID
  • Enables DEBUG logging level
  • Sends Logon message and waits for incoming messages

Please note that the client will not respond to Test Request messages by the FIX engine. Thus, at some point, the FIX engine will disconnect the client.

Login and Request Retransmission

fixcli --host 10.10.10.10 -p 23456 -s TRADER -t EXCHANGE -l 2 --mode gapfill

The above command uses gapfill mode (--mode gapfill). When used, the client sends Resend Request message after it successfully authenticates to the FIX engine.

Login and Respond to Test Requests

fixcli --host 10.10.10.10 -p 23456 -s TRADER -t EXCHANGE -l 2 --mode keepalive

The keepalive mode enables the client to respond with Heartbeat message in response to Test Request message by the FIX engine.

⚠️ Please use Ctrl + C to close the client's session to the FIX engine.

Docker

First, build the greenpau/fixcli image:

docker build -t greenpau/fixcli - < docker/alpine/Dockerfile

Then, run the tool directly:

docker run --rm greenpau/fixcli fixcli --host 10.10.10.10 -p 23456 -s TRADER -t EXCHANGE -l 2

Alternatively, create a container with a background process and execute commands. This allows the preservation of the session data created by the tool.

docker run -d -t --name=fixcli_greenpau --privileged --cap-add all --net=host greenpau/fixcli /bin/bash
docker exec -it fixcli_greenpau /bin/bash

After that, run the tool:

bash$ fixcli --host 10.10.10.10 -p 23456 -s TRADER -t EXCHANGE -l 2

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