QuickFIX Rust

This project is an unofficial binding between quickfix library and Rust projects.

Features

• Provide basic and safe API wrapper above quickfix library.
• Run on any hardware and operating system supported by Rust Tier 1 (Windows 7+, MacOS 10.12+ & Linux).
• Only include and compile what you need since project is split into minimal crates.
• Message decoding / encoding including run-time validation.
• Supports FIX versions 4x (version 5x can be build locally from XML spec file).
• Spec driven run-time message validation.
• Spec driven code generation of type-safe FIX messages, fields, and repeating groups.
• Session state storage options: SQL, File, In Memory.
• Logging options: stdout, stderr, log or any other crate if you implement your own trait.

Documentation

• What is it, what it is not ?
• FAQ
• Internal design
• Examples

External website:

• crates.io: QuickFix, QuickFix FFI QuickFix spec parser QuickFix message generator FIX 4.0 FIX 4.1 FIX 4.2 FIX 4.3 FIX 4.4 FIX 5.0
• docs.rs: QuickFix QuickFix FFI QuickFix spec parser QuickFix message generator FIX 4.0 FIX 4.1 FIX 4.2 FIX 4.3 FIX 4.4 FIX 5.0

Examples

Here is the minimal application you can write to getting started with quickfix:

use std::{
    env,
    io::{stdin, Read},
    process::exit,
};

use quickfix::*;

#[derive(Default)]
pub struct MyApplication;

impl ApplicationCallback for MyApplication {
    // Implement whatever callback you need

    fn on_create(&self, _session: &SessionId) {
        // Do whatever you want here 😁
    }
}

fn main() -> Result<(), QuickFixError> {
    let args: Vec<_> = env::args().collect();
    let Some(config_file) = args.get(1) else {
        eprintln!("Bad program usage: {} <config_file>", args[0]);
        exit(1);
    };

    let settings = SessionSettings::try_from_path(config_file)?;
    let store_factory = FileMessageStoreFactory::try_new(&settings)?;
    let log_factory = LogFactory::try_new(&StdLogger::Stdout)?;
    let app = Application::try_new(&MyApplication)?;

    let mut acceptor = SocketAcceptor::try_new(&settings, &app, &store_factory, &log_factory)?;
    acceptor.start()?;

    println!(">> App running, press 'q' to quit");
    let mut stdin = stdin().lock();
    let mut stdin_buf = [0];
    loop {
        let _ = stdin.read_exact(&mut stdin_buf);
        if stdin_buf[0] == b'q' {
            break;
        }
    }

    acceptor.stop()?;
    Ok(())
}

You may consider checking out this directory for more examples.

Is it ready for production ?

Yes. But keep in mind that not every feature of the original FIX library are available. If some of your needs are missing: PR / feedbacks are welcomed 😁!

API MAY CHANGE IN FUTURE VERSION\ Crate is still in the reviewing process. Feel free to participate and share your point of view on this github issue.

NOTE: I am personally not using for now the generated message struct. I know they works fine thanks to unit tests and can be used in production code. Feedback on this part are welcomed !

Project status

I am not actively developing many more features to this project.\ To me it is actually pretty completed !

If something is missing to you, feel free to open an issue / create PR. Contribution are welcomed.

Build requirements

Following package must be install to build the library:

• cmake
• a C++ compiler (with C++17 support)
• rustup / rustc / cargo (obviously 😉)
• rustfmt for auto generated messages from spec.