quickfix-engine

name	quickfix_engine
description	High-performance Financial Information eXchange (FIX) engine for electronic trading.

QuickFIX Engine

This extension provides the QuickFIX engine, compliant with Rule 0 (Performance = C++).

Features

• C++ Core: Sub-millisecond latency for high-frequency trading.
• Python Bindings: Scriptable control for Python strategies.
• Static Linking: Portable execution across Execution Nodes.

Usage (Python Strategy)

import quickfix as fix

class Application(fix.Application):
    def onCreate(self, sessionID):
        print("Session created:", sessionID)
    
    def onLogon(self, sessionID):
        print("Logon:", sessionID)

    def onLogout(self, sessionID):
        print("Logout:", sessionID)

    def toAdmin(self, message, sessionID):
        pass

    def fromAdmin(self, message, sessionID):
        pass

    def toApp(self, message, sessionID):
        pass

    def fromApp(self, message, sessionID):
        print("Received message:", message)

# Configuration
settings = fix.SessionSettings("config.ini")
application = Application()
storeFactory = fix.FileStoreFactory(settings)
logFactory = fix.FileLogFactory(settings)
initiator = fix.SocketInitiator(application, storeFactory, settings, logFactory)

# Start
initiator.start()
# ... keep running ...
initiator.stop()

Usage (C++ Execution Node)

The C++ SDK (headers and static libs) is installed in extensions/cpp/quickfix/dist. Link against libquickfix.a and include headers from include/.

Management

Install (Latest)

quanuxctl install quickfix

Install (Specific Version)

quanuxctl install quickfix -v v1.14.0

Check for Updates

quanuxctl upgradeable quickfix

Auto-Upgrade

quanuxctl upgrade quickfix

Uninstall

quanuxctl remove quickfix