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Executor

Executor is a FIX acceptor service that fills every limit order it receives.

(Note: it will reject any non-limit order type)

Features

  • Accept any canonical NewOrderSingle message for an instrument, with the instrument symbol consisting of an arbitrary string
  • Sends ExecutionReport messages as responses indicating order fills

Usage

A config file similar to the example config here is required to run the executor. The cli command usage takes the form of

qf executor [CONFIG_PATH_FILENAME]

where CONFIG_PATH_FILENAME defaults to config/executor.cfg

Example Config Contents

[DEFAULT]
SocketAcceptPort=5001
SenderCompID=ISLD
TargetCompID=TW
ResetOnLogon=Y
FileLogPath=tmp

[SESSION]
BeginString=FIX.4.0

[SESSION]
BeginString=FIX.4.1

[SESSION]
BeginString=FIX.4.2

[SESSION]
BeginString=FIX.4.3

[SESSION]
BeginString=FIX.4.4

[SESSION]
BeginString=FIXT.1.1
DefaultApplVerID=7