QuickFIX Python Samples

A modern reference project demonstrating how to set up, configure, and run a QuickFIX engine connection using Python. This repository includes both an Acceptor (Server) and an Initiator (Client) session configured to connect and exchange FIX messages.

---

📁 Repository Structure

├── acceptor/              # Acceptor (Server) Application
│   ├── Dockerfile         # Optimized Docker configuration for Server
│   ├── server.py          # Entry point for Server
│   ├── server.cfg         # Server configuration
│   ├── application.py     # Server session logic (QuickFIX Application)
│   └── start.sh           # Acceptance startup script
├── initiator/             # Initiator (Client) Application
│   ├── Dockerfile         # Optimized Docker configuration for Client
│   ├── client.py          # Entry point for Client
│   ├── client.cfg         # Client configuration
│   ├── application.py     # Client session logic (QuickFIX Application)
│   └── start.sh           # Initiation startup script
├── docker-compose.yml     # Multi-container orchestration
├── requirements.txt       # Project dependencies
└── README.md              # Documentation

---

🛠️ Prerequisites

• Python 3.10 (Recommended)
• Docker & Docker Compose (Optional, but highly recommended for containerized setup)
• System C++ compilation tools (only needed if compiling from source on local terminal)

---

🚀 Getting Started

Choose one of the following methods to run the project:

Option A: Using Docker (Recommended)

Docker Compose orchestrates both Acceptor and Initiator containers automatically.

1. Create Environment Configuration: Create a .env file in the root directory:

   APP_PORT=3000
   WORKING_DIR=/app

2. Start the Services: Run Docker Compose to build and start the containers:

   docker compose up --build

3. Interactive Control & Logging:

   • To view real-time logs:

     docker compose logs -f

   • To open an interactive shell inside the Initiator container:

     docker exec -it quickfix_initiator bash
     docker exec -it quickfix_acceptor bash

---

Option B: Local Terminal Setup

If you prefer to run the components directly on your machine:

1. Install Dependencies: Ensure you use virtual environments to install dependencies.

   python -m venv .venv
   source .venv/bin/activate  # On Windows: .venv\Scripts\activate
   pip install -r requirements.txt

   [!TIP] We use quickfix-binary in requirements.txt to install precompiled wheels. This skips the long, resource-intensive C++ compilation process!

2. Prepare Session Storage: Create a folder to store session state files:

   rm -rf ./Sessions && mkdir -p ./Sessions && chmod 755 ./Sessions

3. Run the Acceptor (Server) First: Navigate to the acceptor directory and run:

   cd acceptor
   python server.py server.cfg

4. Run the Initiator (Client): Open a new terminal session, activate your virtual environment, and run:

   cd initiator
   python client.py client.cfg

Important

Startup Order: Always start the Acceptor server first. The Initiator client will continuously attempt to connect once active.

---

⚡ Build Optimizations

This repository contains optimization features designed to speed up the developer workflow:

• Precompiled Binaries: By utilizing quickfix-binary instead of standard quickfix, we bypass C++ compilation during dependency sync, reducing installation time from 15 minutes to under 7 seconds.
• Optimized Docker Cache: Dockerfile layer ordering ensures dependencies are cached. Modifying application code in ./acceptor or ./initiator will result in near-instant incremental rebuilds (<1s).
• Shared Cache: When building with Docker Compose, the second stage reuses the cached virtual environment from the first stage, reducing fresh build times.

---

📖 Configuration & Reference

• QuickFIX Configuration Guide: Read the official QuickFIX Configuration Reference to customize sessions, heartbeats, logs, and transport details.
• Author: Rin Le (<rinle[dot]it[at]gmail.com>)