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FIX APIs #471353
02/28/18 18:14
02/28/18 18:14
Joined: Dec 2013
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Fuerth, DE
Sphin Offline OP
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Fuerth, DE
Has anyone already experience with Zorro and FIX APIs? If I remember right this was even on the agenda 'planned for future Zoro versions' some time ago but I'm not sure at all.

Re: FIX APIs [Re: Sphin] #471356
02/28/18 19:30
02/28/18 19:30
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Originally Posted By: Sphin
Has anyone already experience with Zorro and FIX APIs?
I am in the midst of writing a DTC plugin. DTC is a similar protocol to FIX. It would not be difficult for me to use my DTC plugin experience to write a FIX plugin - I'd even re-use at least half the code.

Why do you ask? Is there a particular broker you were hoping to use it with?

Re: FIX APIs [Re: AndrewAMD] #471375
03/01/18 18:34
03/01/18 18:34
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Yes and I'd be simply curious to have a try, it should offer a very direct access.

Re: FIX APIs [Re: Sphin] #471379
03/01/18 19:06
03/01/18 19:06
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FIX is theoretically standardized but often implementation-specific. Can you name the broker? Perhaps I can use it as a starting point.

Re: FIX APIs [Re: AndrewAMD] #471381
03/01/18 21:03
03/01/18 21:03
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Darwinex seems interesting. Ciao

Re: FIX APIs [Re: MatPed] #471382
03/01/18 21:24
03/01/18 21:24
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Quote:
Darwinex seems interesting.
https://blog.darwinex.com/fix-api-trading/

Quote:
We offer the package for a one-off fee of USD 500 and a minimum overall deposit of USD 5000 due to the fact that this is a non-standard set-up which incurs additional support costs for us. Furthermore, we reserve the right to evaluate each application on a case by case basis.
I'm not sure why they need $500 USD for access to a server that's probably up and running.

Re: FIX APIs [Re: AndrewAMD] #471399
03/02/18 18:07
03/02/18 18:07
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Fuerth, DE
Sphin Offline OP
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A complete free of setup fees and accessible for everyone FIX API implementation is e.g. offered by fxpig.com. I don't know how reliable they are but this shouldn't matter if they provide a FIX API playground ... demo account I mean.

Re: FIX APIs [Re: Sphin] #471404
03/02/18 19:54
03/02/18 19:54
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Originally Posted By: Sphin
A complete free of setup fees and accessible for everyone FIX API implementation is e.g. offered by fxpig.com. I don't know how reliable they are but this shouldn't matter if they provide a FIX API playground ... demo account I mean.
Wow, you're right. I can't open live accounts with them but they let me open a FIX demo anyways. How nice.

So they do FIX 4.4, which is relatively common. I am uncertain of how much tinkering is required to make the messages compatible with an individual broker - hopefully this is minimal.

What I might have to do is make a FIX 4.4 plugin and require a certain BrokerCommand or username "flag" to enforce message compatibility (i.e. BrokerCommand(SET_BROKER,BROKER_FXPIG)).

To be honest, this is low priority on my own list, but maybe I can get to it within a year.

Re: FIX APIs [Re: AndrewAMD] #471412
03/02/18 22:30
03/02/18 22:30
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By the way, FIX is Orders Only (no "trades"), so you would have to run Zorro scripts in NFA mode, just like with IB.

Re: FIX APIs [Re: AndrewAMD] #471414
03/03/18 01:05
03/03/18 01:05
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If FIX was intended as a standardized API it should really not vary so much between brokers except regarding different version numbers. BTW brokers that offer cTrader access should also be reachable through FIX API directly.

Quote:
To be honest, this is low priority on my own list, but maybe I can get to it within a year.

No problem, I'm not in a hurry. laugh

Re: FIX APIs [Re: Sphin] #471417
03/03/18 04:18
03/03/18 04:18
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I am simply relaying what I have read from experienced FIX programmers who, having put up with these problems, invented the DTC protocol in the first place.

On a side note, I wrote the Ally Plugin, which used a small number of FIX messages in a special XML format called FIXML, jumbled with their own proprietary REST stuff. And none of the FIXML messages were actually compliant with the official FIXML schema! Ally ignored me when I asked about it.

But that was a mixed interface. Hopefully I won’t have such hiccups working with pure FIX. None! wink

Re: FIX APIs [Re: AndrewAMD] #471461
03/05/18 13:32
03/05/18 13:32
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Andrew, FIX messages are asynchronous, correct? so you manage somehow concurrency when callbacks from FIX gain access to the same shared resources?

Thanks

Re: FIX APIs [Re: luisd] #471463
03/05/18 14:31
03/05/18 14:31
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Asynchronous network programming would be the preferred approach, yes, but technically it can be programmed synchronously as well, and optionally multithreaded (not necessarily the same thing as asynchronous). A server can send several kinds of messages at any time, so a plugin will need to receive and handle them. Let your programmer decide the best approach. wink

Re: FIX APIs [Re: AndrewAMD] #471472
03/05/18 18:16
03/05/18 18:16
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luisd Offline
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thanks Andrew, so you would suggest as a possible solution the plugin 'receiver' to collect callbacks, queue them and send for processing sequentially one by one. correct?

thanks

Re: FIX APIs [Re: luisd] #471475
03/05/18 18:35
03/05/18 18:35
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Originally Posted By: luisd
thanks Andrew, so you would suggest as a possible solution the plugin 'receiver' to collect callbacks, queue them and send for processing sequentially one by one. correct?

thanks
Messages should always be sent and received on a FIFO basis, yes.

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