adamshe / wpffix

Mock FIX Trading Server and AT Order Book Client by Heathmill Ltd

A demonstration FIX trading system created by Heathmill Ltd.

Mock FIX Server

A Mock FIX trading server suitable for testing FIX trading clients against.

• Accepts connections from FIX clients
• Supports Good-til-Cancelled Limit orders
• Auto-matches orders to execute trades
• Sends execution reports for orders and trades to connected clients
• Supports FIX 4.2 and FIX 4.4 sessions

See the Code Project article for more information: http://www.codeproject.com/Articles/757708/Mock-FIX-Trading-Server

AT Order Book Client

A demo FIX UI client that can create synthetic orders based on Automated Trading (AT) rules.

• Connects using FIX 4.4 to a FIX trading server
  • In this case the Mock FIX server above
• Displays the orders on the server as sorted order stacks for each contract
• Submits Limit orders to the server
• Allows click-trading of orders
• Create, activate and suspend Iceberg automated trading synthetic orders

See the Code Project article for more information: http://www.codeproject.com/Articles/782560/WPF-FIX-Automated-Trading-Client

To build the solution

• If you've not used NuGet before then install NuGet using the Visual Studio Extension Manager (via the Tools menu or via http://visualstudiogallery.msdn.microsoft.com/27077b70-9dad-4c64-adcf-c7cf6bc9970c)
• Restore the NuGet packages:
  • Right-click on the Solution in Solution Explorer and choose "Enable NuGet Package Restore"
    • This will create a .nuget directory under the solution directory
  • Right-click on the Solution in Solution Explorer and choose "Manage NuGet Packages for Solution ..."
  • Click "Restore" in the top-right corner
  • See the page on NuGet Package Restore for more info (https://docs.nuget.org/docs/reference/package-restore)
• Build the solution as usual