[Quickfix-developers] Initiator and Acceptor in a single app?

[John H. <jr...@ya...>]

Is it possible to 
create a QuickFIX application which acts as both an initiator and an 
acceptor?

 

Here's the business 
requirements for an application I'm looking to build:

 

Our trading office 
has 10 traders who each need to be able to create and send orders to a single 
broker.  I have successfully created an initiator application which connects to 
the broker and can send new orders (and handle cancel/replaces, etc) by polling 
a database which is populated with orders by a trading order entry client 
application which sits in front of each of the 10 traders.  The flow is 
basically as follows:

 

- A trader enters an 
order and the details are written to the database as a new 
order

- The QuickFIX 
initiator application periodically (5x per second) polls the db for 
new orders.  If it finds them it sends them.

- As ExecReports 
come back from the broker, the db is updated with order status 
information

- The trader sees 
updated order status by polling the db for order status 
changes

 

I need to improve 
the speed with which orders are entered into the system by traders and then 
taken by the initiator application and passed along to the broker.  
Is it 
possible to create a single QuickFIX application which can act as an initiator 
(to the broker) as well as an acceptor (to each of the trading clients)?  In 
other words, could I create my QuickFIX application such that it behaves like an 
order router?  Ideally it would accept FIX connections from each of the 10 
trading client applications (which act as initiators), and then orders created 
by the trading client would pass through to my QuickFIX "router", which would 
then send it along directly to the broker.  Or is this not a valid way of 
configuration a QuickFIX application (i.e. it has to be either an initiator or 
an acceptor, but it can't be both)?

 

I'm hoping that I 
can have an acceptor object as well as an initiator object in the same 
application and define them both in the config file.  My goal is to eliminate 
the latency introduced by the use of the db for communications.  If this is not 
a valid construct, am I correct in assuming that the best way to tackle this 
requirement is to create an initiator application which connects to the broker, 
and then create and use my own socket connections between my initiator 
application and the 10 trading clients?

 

Many thanks in 
advance for any advice,

 

   
John

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jo...@ha...