README.md

quickfix-client-python

Sample application demonstrating how to connect and interact with BTC Markets' FIX engine using a Python application.

Prerequisites

The following dependencies are required:

• openssl development headers
• poetry (recommended for package management)
• x86 processor (ARM is currently not supported)

For Ubuntu users:

sudo apt get install python3-poetry libssl-dev

For other operating systems, please refer to their respective documentation for installing these dependencies.

Installation

poetry install
poetry shell

Configuration

A template configuration file should be located at resources/template.cfg

1. Set connection host: SocketConnectHost=fix.btcmarkets.net
2. Set SenderCompID: SenderCompID=Public API key generated at BTC Markets website
3. Set PrivateKey: PrivateKey=Secret API key generated at BTC Markets website

Example:

Basic usage:

cd examples/threaded_workflow

Modify the config.cfg file to include the target API endpoints and credentials.

Execute:

python run.py

The run.py file contains an illustration implementation following the flow:

1. Application Logon to FIX server -> --------- Logon -FIX.4.4:PUBLIC_API_KEY->BTCM ---------. Sleep 2 seconds
2. On successful logon, a limit order is created -> --------- Received execution report for limit order, Id: ID-[timestamp], Status: 0. Sleep 2 seconds
3. On successful order creation, initiates order status request -> --------- Received execution report for order status: 0. Sleep 2 seconds
4. On successful order status, initiates order cancel request -> --------- Received execution report for cancel order, Id: ID-[timestamp], Status: 4. Sleep 2 seconds
5. Application waits for Heartbeat (configured in property file) -> --------- Heartbeat --------- SenderCompID: [public_api_key], SendTime: [timestamp]
6. After heartbeat received -> Processes incoming heartbeat message
7. On the heartbeat, sends order with invalid parameters to simulate order reject -> Received order reject. Order: SeqNumber: [7]. Reason: [Value is incorrect (out of range) for this tag, field=103]
8. On the next heartbeat, sends cancel order with non-existing ID -> --------- Received order reject. Order: SeqNumber: [10]. Reason: [Required tag missing, field=37] ---------
9. On the upcoming heartbeat, shuts down initiator. Before logout is initiated -> --------- Received message: [Logout] ---------

Implementation Details

The application implements a FixClientSampleApplication class that handles:

• FIX message processing
• Order creation and cancellation
• Order status requests
• Heartbeat monitoring
• Error handling

The sample demonstrates proper connection handling, order lifecycle management, and error scenarios when interacting with the BTC Markets FIX engine.