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.

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📁 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

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🛠️ 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)

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🚀 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=3000WORKING_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

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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.

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⚡ 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.

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📖 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>)