txfixclient

A very basic FIX (Financial Information eXchange) Protocol client to collect performance stats.

• https://en.wikipedia.org/wiki/Financial_Information_eXchange

To use this as it is you will need to be a customer of LMAX Exchange. If you wish to use this against another FIX engine then you can modify the messages to suit that platform.

Quickfix XML spec files ara available at http://www.quickfixengine.org/

Installation

pip install git+https://github.com/lmax-exchange/txfixclient.git#egg=txfixclient

Usage

twistd -n \
    txfixclient \
    --hostname fix-marketdata.london-demo.lmax.com \
    --port 443 \
    --spec ./specs/FIX44.xml \
    --target_comp_id <targetcompid> \
    --sender_comp_id <sendercompid> \
    --password <password> \
    --heartbeat_int 30 \
    --instrument_id 4001 \
    --market_depth 1 \
    --statsdir ./stats \
    --metrics_interval 60

Thanks

Written using the Twisted framework for async networking in Python.

• https://twistedmatrix.com/

Stats recorded by HdrHistogram_py

• https://github.com/HdrHistogram/HdrHistogram_py/