Configuration Guide

FIX-FastTrade uses XML-based configuration files to manage system settings, FIX sessions, and performance parameters.

Configuration Files

Main Configuration Files

fix-config.xml - Main FIX session configuration
system/performance.json - Performance tuning parameters
examples/ - Working configuration templates

Configuration Structure

The main configuration file follows this structure:

<?xml version="1.0" encoding="UTF-8"?>
<fix>
    <session>
        <senderCompID>SENDER</senderCompID>
        <targetCompID>TARGET</targetCompID>
        <host>localhost</host>
        <port>9878</port>
        <version>FIX.4.4</version>
        <heartBtInt>30</heartBtInt>
    </session>
    <logging>
        <level>INFO</level>
        <file>logs/fix-fasttrade.log</file>
    </logging>
    <performance>
        <cpuAffinity>true</cpuAffinity>
        <memoryLock>true</memoryLock>
        <priority>-10</priority>
    </performance>
</fix>

Session Configuration

Basic Session Settings

<session>
    <!-- Required: Unique identifier for your system -->
    <senderCompID>YOUR_COMPANY_ID</senderCompID>

    <!-- Required: Target system identifier -->
    <targetCompID>EXCHANGE_ID</targetCompID>

    <!-- Required: FIX server connection details -->
    <host>fix.exchange.com</host>
    <port>9878</port>

    <!-- Optional: FIX protocol version (default: FIX.4.4) -->
    <version>FIX.4.4</version>

    <!-- Optional: Heartbeat interval in seconds (default: 30) -->
    <heartBtInt>30</heartBtInt>
</session>

Advanced Session Settings

<session>
    <!-- Connection settings -->
    <reconnectInterval>5</reconnectInterval>
    <maxReconnectAttempts>10</maxReconnectAttempts>
    <connectTimeout>30</connectTimeout>

    <!-- Message settings -->
    <maxMessageSize>8192</maxMessageSize>
    <validateMessages>true</validateMessages>
    <logIncomingMessages>true</logIncomingMessages>
    <logOutgoingMessages>true</logOutgoingMessages>

    <!-- Sequence number management -->
    <resetSeqNumFlag>true</resetSeqNumFlag>
    <nextSenderMsgSeqNum>1</nextSenderMsgSeqNum>
    <nextTargetMsgSeqNum>1</nextTargetMsgSeqNum>
</session>

Performance Configuration

CPU Affinity Settings

<performance>
    <cpuAffinity>true</cpuAffinity>
    <cpuMain>0</cpuMain>
    <cpuFix>1</cpuFix>
    <cpuOrder>2</cpuOrder>
    <cpuMarket>3</cpuMarket>
</performance>

Memory Management

<performance>
    <memoryLock>true</memoryLock>
    <memoryPoolSize>1048576</memoryPoolSize>
    <preallocateMemory>true</preallocateMemory>
</performance>

Threading Configuration

<performance>
    <threadPriority>-10</threadPriority>
    <useRealTimeScheduling>true</useRealTimeScheduling>
    <threadStackSize>8388608</threadStackSize>
</performance>

Logging Configuration

Basic Logging

<logging>
    <level>INFO</level>
    <file>logs/fix-fasttrade.log</file>
    <maxFileSize>100MB</maxFileSize>
    <maxFiles>10</maxFiles>
</logging>

Advanced Logging

<logging>
    <level>DEBUG</level>
    <console>true</console>
    <file>logs/fix-fasttrade.log</file>
    <rotateDaily>true</rotateDaily>
    <timestampFormat>%Y-%m-%d %H:%M:%S.%f</timestampFormat>

    <!-- Component-specific logging -->
    <components>
        <fix>DEBUG</fix>
        <trading>INFO</trading>
        <network>WARN</network>
    </components>
</logging>

Environment-Specific Configurations

Development Configuration

<?xml version="1.0" encoding="UTF-8"?>
<fix>
    <session>
        <senderCompID>DEV_TRADER</senderCompID>
        <targetCompID>DEV_EXCHANGE</targetCompID>
        <host>localhost</host>
        <port>9878</port>
        <heartBtInt>60</heartBtInt>
    </session>
    <logging>
        <level>DEBUG</level>
        <console>true</console>
    </logging>
    <performance>
        <cpuAffinity>false</cpuAffinity>
        <memoryLock>false</memoryLock>
    </performance>
</fix>

Production Configuration

<?xml version="1.0" encoding="UTF-8"?>
<fix>
    <session>
        <senderCompID>PROD_TRADER_001</senderCompID>
        <targetCompID>EXCHANGE_PROD</targetCompID>
        <host>fix.exchange.com</host>
        <port>9878</port>
        <heartBtInt>30</heartBtInt>
        <validateMessages>true</validateMessages>
    </session>
    <logging>
        <level>INFO</level>
        <file>/var/log/fix-fasttrade/fix-fasttrade.log</file>
        <rotateDaily>true</rotateDaily>
    </logging>
    <performance>
        <cpuAffinity>true</cpuAffinity>
        <cpuMain>0</cpuMain>
        <cpuFix>1</cpuFix>
        <cpuOrder>2</cpuOrder>
        <memoryLock>true</memoryLock>
        <threadPriority>-10</threadPriority>
    </performance>
</fix>

Configuration Validation

Validate Configuration

Before starting the system, validate your configuration:

# Validate XML syntax
xmllint --noout config/fix-config.xml

# Test configuration with dry-run
./bin/fix-fasttrade --config config/fix-config.xml --validate

Common Configuration Issues

Invalid XML Syntax

Error: XML parsing failed at line 15: mismatched tag

Solution: Use xmllint to check syntax:

xmllint --noout config/fix-config.xml

Missing Required Fields

Error: Required field 'senderCompID' not found

Solution: Ensure all required fields are present in the session configuration.

Port Already in Use

Error: Cannot bind to port 9878: Address already in use

Solution: Change the port number or stop the conflicting service:

# Find process using the port
lsof -i :9878

# Kill the process or use a different port
<port>9879</port>

Configuration Examples

The config/examples/ directory contains working configuration templates:

basic-config.xml - Minimal working configuration
high-performance-config.xml - Optimized for low latency
development-config.xml - Development environment settings
production-config.xml - Production deployment configuration

Command Line Configuration

Many configuration options can be overridden via command line:

./bin/fix-fasttrade \
  --config config/fix-config.xml \
  --cpu-main 0 \
  --cpu-fix 1 \
  --cpu-order 2 \
  --memory-lock \
  --priority -10 \
  --stats-interval 30 \
  --log-level DEBUG

For a complete list of command line options:

./bin/fix-fasttrade --help