Fix Trading Simulator
Overview
A trading simulator between a Broker and a Stock Exchange using the Financial Information eXchange (FIX) Protocol. It's a study project using QuickFIX/J, Quarkus, Angular, Docker, Docker Compose and PostgreSQL.
If you want to participate on this project, just open an issue and we can talk about!
Both Broker and Exchange systems were built with Quarkus on the back-end and Angular on the front-end.
The back-ends communicate each other with QuickFIX/J and each has a schema into the PostgreSQL.
Each Angular front-end communicates with the Quarkus back-end using REST and Websockets.
System Architecture
Project Structure
Features
Orders
You can submit, negotiate, cancel and list your orders.
It's possible to set the Exchange to automatically negotiate the orders.
Every change in the orders are broadcasted using websockets and are imeaditelly updated on the front-end.
Session
Make logon and logout.
View the session status and storage.
View the session configuration.
List the messages sent from the session.
Logs
List the FIX events.
List the messages received and sent.
Running the project
With docker-compose
After start, access project at:
- Broker Front end
- Broker Back end swagger:
- Exchange Front end
- Exchange Back end swagger:
- PostgreSQL:
- jdbc:postgresql://localhost:5432/postgres
- user: postgres
- password: postgres
The containers should be running like this:
docker ps
CONTAINER ID IMAGE COMMAND CREATED STATUS PORTS NAMES
8191a0fcde2f felipewind/exchange-front-end:1.0 "/docker-entrypoint.…" 16 minutes ago Up 16 minutes 0.0.0.0:90->80/tcp exchange-front-end
1178d4e1c02f felipewind/broker-front-end:1.0 "/docker-entrypoint.…" 16 minutes ago Up 16 minutes 0.0.0.0:80->80/tcp broker-front-end
2370c47d0a2d felipewind/broker-back-end:1.0 "/deployments/run-ja…" 16 minutes ago Up 16 minutes 0.0.0.0:8080->8080/tcp broker-back-end
8106b9a48217 felipewind/exchange-back-end:1.0 "/deployments/run-ja…" 16 minutes ago Up 16 minutes 0.0.0.0:8090->8090/tcp exchange-back-end
6b53a07b72ac postgres "docker-entrypoint.s…" 16 minutes ago Up 16 minutes 0.0.0.0:5432->5432/tcp fix-trading-simulator_postgresql-qfj_1
Using the Docker Hub Images
Inside the root folder of the project, execute:
$ chmod +x ./run-from-docker-hub.sh
$ ./run-from-docker-hub.sh
Docker Hub images:
Building the Docker images locally
Inside the root folder of the project, execute:
$ chmod +x ./run-with-local-build.sh
$ ./run-with-local-build.sh
After the first build, you can use the run-after-local-build
script.
Without docker-compose
The default version of the development back-end projects is using H2 data base (in memory).
It's possible to change the application.properties
and set them to run with PostgreSQL, in this case you should start a PostgreSQL container:
docker run -d --name postgres-qfj -p 5432:5432 -e POSTGRES_USER=postgres -e POSTGRES_PASSWORD=postgres -e POSTGRES_DB=postgres postgres
exchange-back-end
folder and type:
Enter inside the $ ./mvnw compile quarkus:dev -Ddebug=5006
Access http://localhost:8090/q/swagger-ui/
broker-back-end
folder and type:
Enter inside the $ ./mvnw compile quarkus:dev
Access http://localhost:8080/q/swagger-ui/
exchange-front-end
folder and type:
Enter inside the $ npm install
$ ng serve
Access http://localhost:4300
exchange-back-end
folder and type:
Enter inside the $ npm install
$ ng serve
Access http://localhost:4200
Images
Session Control
Session Properties
Session Messages
Orders list
Broker
Exchange
Logs - FIX Events
Logs - Messages incoming
Broker - Swagger
Exchange - Swagger
Help Queries
select * from broker.sessions;
select * from broker.messages;
select * from broker.event_log order by id desc;
select * from broker.messages_log_incoming order by id desc;
select * from broker.messages_log_outgoing order by id desc;
select * from exchange.sessions;
select * from exchange.messages;
select * from exchange.event_log order by id desc;
select * from exchange.messages_log_incoming order by id desc;
select * from exchange.messages_log_outgoing order by id desc;