camel-quickfix: Working with FIX messages using Apache Camel

Apache Camel

Apache Camel is a powerful open source integration framework based on known Enterprise Integration Patterns. The very nice feature in Camel is that it provides many out-of-the-box components to be reused for any kind of data sources or services.


FIX (Financial Information eXchange)

FIX is an open specification intended to streamline electronic communications in the financial industry. FIX is governed by fixprotocol.org. FIX messages are constructed with name value pairs that contains a standard header (which contains a message type property), a body and a trailer.

Here's a sample FIX message: Buy 1000 DELL @ MKT

8=FIX.4.0#9=105#35=D#34=2#49=BANZAI#52=20080711-06:42:26#56=SYNAPSE#11=1215758546278#21=1#38=1000#40=1#54=1#55=DELL#59=0#10=253

Thousands of small investment firms use FIX protocol and benefit from it as its specification is open and free. FIX supports derivatives like equity, options, FOREX (Foreign Exchange) and fixed incomes, like bonds.


Apache Camel and FIX

For the enterprise version of Apache Camel, the FUSE mediation router, there exists a component that should enable integration via FIX protocol using Camel. The current implementation depends on the Artix Data Services, which is not open-sourced, and also there are some requests for enhancements. There is also a JIRA issue: #CAMEL-1350.

Currently, we also have a project which requires integration with NASDAQ INET platform using FIX protocol, and Apache Camel would be a great tool for that, if it only had a FIX component without Artix DS dependency. For this purpose I have a small project at Google Project site: camel-quickfix.

There's a TODO list at the moment, which includes message normalization and component orchestration issues. But also there's a number of scenarios that are required to be supported in that component (or with its aid). For instance, if our application is an initiator, then in Camel DSL we write:

...to("camel-initiator:config.cfg[?params]

But, in FIX communication, the acceptor side is responding with ExecutionReport message. So, we have an issue here, how should it be supported? Either to request some sort a callback mechanism into Camel DSL, or force the QuickfixApplication to reuse the Camel context to route the response message back. This issue will go to another post.