在移动应用程序中从 FIX 协议获取数据

Get data from FIX protocol in mobile apps

我需要创建一个应用程序来实时获取来自 FIX 协议的显示数据。

如何实现这一目标的最佳做法?

顺便说一下,我以前从未使用过 FIX 协议。

所以,问题是,你能把 FIX 客户端放在手机上吗 phone?我想你可以,我相信它很快就会发生。

是的,任何东西都可以读取 FIX 数据,它只是 text stream name value pairs, where the name is a numbered tag to identify some particular financial data or process, as agreed between the FIX community 作为一个整体,或者在使用消息数据字典的直接交易对手之间。

这些天您可以尝试使用 SBE throughout, including at the mobile client, but for now current practise is yes, to use JSON for client endpoints (where the JSON name is not a FIX tag but the underlying FIX field name so it's easier for people to understand) and pass JSON messages to the mobile device in some kind of REST data 处理。

所以是的,你会有一个 FIX 服务器(如果你是 FIX 的新手,请尝试 QuickFix) to connect with your provider. Then what you need between that server and mobile clients is asynchronous messaging. Consider a quote request is not a simple request / response where you can block the request thread until a single response is received, it's a request followed by a stream of many responses. So you want an event handler style to route the responses back to clients asynchronously. With many mobile UI clients making requests and receiving responses you need to demultiplex 从 1 FIX 服务器到许多移动客户端的响应。QuickFIX 本身已经有点使用会话层。您需要在传递的消息中使用会话或标识符来执行相同的操作。

是的,我猜 websockets 旨在成为实时解决方案。不过,您可以编写一个本机移动应用程序,使用 node or react 之类的东西来处理消息事件。