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| 1 | + |
| 2 | +# Customising QuickFIX/J |
| 3 | + |
| 4 | +The core QuickFIX/J module is agnostic to FIX Protocol Versions. At runtime a QuickFIX/J dictionary with supporting implementation packages is required to use type-safe classes. |
| 5 | + |
| 6 | +The specification for a FIX integration is called a "Rules of Engagement". The Rules of Engagement can be customised with the mutual agreement of the respective counter-parties. |
| 7 | + |
| 8 | +The message, component and field implementations can be provided by a specialised build, along with the corresponding QuickFIX/J dictionary for the custom Rules of Engagement. |
| 9 | + |
| 10 | +The standard distribution of ```quickfixj-core``` can be used with custom artefacts. You need only build artefacts for versions of the Protocol that you use. These can be maintained independently from the QuickFIX/J project, while depending on the QuickFIX/J for the core functionality and tools. |
| 11 | + |
| 12 | +To build custom artefacts it's helpful to understand how QuickFIX/J builds the Field, Component and Message classes from the QuickFIX/J dictionaries and from [FIX Orchestra](https://www.fixtrading.org/standards/fix-orchestra/). |
| 13 | + |
| 14 | +The QuickFIX/J reference implementations for FIX versions FIX4.0 to FIX5.0sp2 and for FIXT1.1 are generated from the QuickFIX dictionaries for the specific version. The dictionaries are located in the ```src/main/resources``` directory of the respective modules of the ```quickfixj-messages``` module. |
| 15 | +Maintaining the FIX4.0 to FIX5.0sp2 builds intentionally provides consistency with the prior QuickFIX/J 2 release in order to ease migration to QuickFIX/J 3. |
| 16 | + |
| 17 | +The most recent standard is defined as [FIX Latest](https://www.fixtrading.org/online-specification/). The QuickFIX/J reference implementation for FIX Latest is generated from a [FIX Orchestra](https://www.fixtrading.org/standards/fix-orchestra/) repository file. |
| 18 | +An implementation or customisation of the FIX Standars derived from the FIX Orchestra repository is known as an "_orchestration_". |
| 19 | +The standard FIX Orchestra repository requires some modification to work well with QuickFIX/J. |
| 20 | +This is done by the ```quickfixj-orchestration``` module. |
| 21 | +The ```quickfixj-orchestration``` module publishes a modified Orchestra artefact which can then be the basis of a custom FIX Latest build using QuickFIX/J . |
| 22 | + |
| 23 | +The complete reference FIX Latest specification results in a very large distribution. |
| 24 | +To use FIX Latest, customisation of the [FIX Orchestra](https://www.fixtrading.org/standards/fix-orchestra/) repository is advisable. |
| 25 | +Please see [QuickFIX/J Orchestration](./quickfixj-orchestration/readme.md) for details. |
| 26 | + |
| 27 | +## Customisation Scenarios |
| 28 | + |
| 29 | +### **Enable the use of ```BigDecimal``` for FIX Decimal Data Types** |
| 30 | + |
| 31 | +This behaviour is controlled by the ```${generator.decimal}``` build property. It is "false" by default to avoid surprising side effects of incompatible data types. |
| 32 | + |
| 33 | +To enable the use of ```BigDecimal``` in code generation, set the ```${generator.decimal}``` property to "true" in [quickfixj-messages](./quickfixj-messages/readme.md) and build the message artefacts. |
| 34 | + |
| 35 | +``` |
| 36 | + <properties> |
| 37 | + <generator.decimal>true</generator.decimal> |
| 38 | + </properties> |
| 39 | +``` |
| 40 | +See [QuickFIX/J Messages](./quickfixj-messages/readme.md) for details of the build and recommendation for **how to implement custom builds.** |
| 41 | + |
| 42 | +### **Incompatible Data Types** |
| 43 | + |
| 44 | +Some incompatible changes have occurred in the evolution of the FIX protocol. For example see below changes to the type of **OrderQty (38)** : |
| 45 | + |
| 46 | +|FIX Version|Field Name|FIX Datatype|Base Type|QuickFIX/J Datatype| |
| 47 | +|---|---|---|---|---| |
| 48 | +|4.0|OrderQty|int|int|```int```| |
| 49 | +|4.2|OrderQty|Qty|float|```Double``` or ```BigDecimal```| |
| 50 | + |
| 51 | +Only one ```quickfix.Field``` class with the same name may be loaded by the Java classloader so only one version of this Field should be in the classpath. QuickFix/J also verifies the data type using the supplied QuickFIX "Dictionary". |
| 52 | + |
| 53 | +Code generation using ```BigDecimal``` is incompatible at runtime with ```int``` for **OrderQty**. In this case, ```double``` is compatible with ```int``` at run time due to [widening primitive conversion](http://titanium.cs.berkeley.edu/doc/java-langspec-1.0/5.doc.html). |
| 54 | + |
| 55 | +Runtime incompatibilities can be resolved by: |
| 56 | +* Amending the QuickFIX Dictionary to coerce the code generation and/or validation |
| 57 | +* Changing the ordering of code generation and/or overwrite behaviour of code generation |
| 58 | +* Omitting incompatible versions from your customised build |
| 59 | +* Building artefacts independently for the conflicting versions and ensuring they are not used them in the same runtime |
| 60 | + |
| 61 | +See [QuickFIX/J Messages](./quickfixj-messages/readme.md) for details of the build and recommendation for **how to implement custom builds.** |
| 62 | + |
| 63 | +### **Customising the FIX Protocol for specialised Rules of Engagement** |
| 64 | + |
| 65 | +A Rules of Engagement can include customisation Messages, Components and Fields, including User Defined elements. |
| 66 | + |
| 67 | +It is not necessary to maintain a fork of the entire QuickFIX/J project to provide customised QuickFIX Dictionaries and to |
| 68 | +generate type-safe libraries that are interoperable with QuickFIX/J. |
| 69 | + |
| 70 | +[FIX Orchestra](https://www.fixtrading.org/standards/fix-orchestra/) is intended for customisation to produce machine-readable Rules of Engagement. |
| 71 | + |
| 72 | +Consider creating a new project (or projects) to build the Messages, Components and Fields as needed for your specific Rules of Engagement. |
| 73 | + |
| 74 | +Edit the QuickFIX Dictionary or FIX Orchestra Repository (Orchestration) as required and |
| 75 | +build the Messages, Components and Fields packages using the tools provided by the QuickFIX/J projects. |
| 76 | + |
| 77 | +QuickFIX/J Dictionaries, FIX Orchestra Orchestrations and/or documents can also be generated. |
| 78 | + |
| 79 | +See [QuickFIX/J Messages](./quickfixj-messages/readme.md) for details of the build and recommendation for **how to implement custom builds.** |
| 80 | + |
| 81 | +### **Managing incompatibility with Prior Versions of QuickFIX/J** |
| 82 | + |
| 83 | +From QuickFIX/J 3.0.0 the code generation for ```quickfix.Field``` prefers the FIX Orchestra Standard. This results in incompatible changes to the names of constants. |
| 84 | + |
| 85 | +For example : ```SettlType.REGULAR_FX_SPOT_SETTLEMENT``` becomes ```SettlType.REGULAR```. |
| 86 | + |
| 87 | +The required code changes may be trivial in most cases, but changes are elective. |
| 88 | +The following describes how to use ```quickfixj-core``` from QuickFIX/J 3 without needing to implement code changes: |
| 89 | +* build the required Message artefacts without the FIX Latest code generation. The Fields will then be generated only from legacy FIX Protocol Versions as they were prior to QuickFIX/J 3.0.0 - **or** |
| 90 | +* if you want to use Messages, Components and/or Fields from FIX Latest while preferring legacy constants, |
| 91 | +manipulate the order of code generation and/or the over-write behaviour of code behaviour to prefer earlier versions of FIX. |
| 92 | +For example, generate FIX Latest first and overwrite the generated Field classes by subsequently running code generation for an earlier version. |
| 93 | + |
| 94 | +See [QuickFIX/J Messages](./quickfixj-messages/readme.md) for details of the build and recommendation for **how to implement custom builds.** |
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