pfe-asr-broker-quickfix's Introduction
pfe-asr-broker-quickfix's People
pfe-asr-broker-quickfix's Issues
publish orders received by server via fix to Kafka topic
Basic QuickFix implementation
The operations which needs to be integrated
- place_buy_order
- request_market_data
add SSL encryption for all quickfix communications
Add authentication using quickfix
parse quick fix message into JSON in server before publishing to Kafka
Add quick fix authentication
Handle execution reports on fix server and client
-[] Server should forward execution reports to the client on reception
-[ ] Client should print on reception and update DB
implement client bot
complete quickfix tests using testcontainers
create DB
implement limit and stop order
integrate liquid book to collect from Kafka orders topic
add dynamic acceptor in quick fix server
Refactor python fix client
More modular approach needed, using a proxy for example
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