[Quickfix-users] How to integrate QuickFIX into an existing system?

[Phil <ph...@me...>]

Hi there,

To give a bit of background, I'm building a trading platform and I'm using QuickFIX to manage my FIX connection between my server and a FIX gateway I'm subscribed to. By following the examples provided, I was able to write up a very basic application that establish a connection and login to the FIX gateway.

Now I'm at the point where I need to integrate QuickFIX into my system. At first I thought I could use the loop after the "initiator.start()" command but the code within the loop gets trigger only when the heartbeat is triggered. (the loop I'm talking about is the one in the executor example)

I figured that I need to use the fromApp or toApp methods however I have yet figured out how to trigger those and I thought maybe some of you guys might have an idea. 

What I'm trying to do is to have my strategy (which is running independently) send a command to my QuickFIX application then the QuickFIX application would figure out what it needs to do depending on the command. I realize I might be doing this the wrong way so I appreciate any advices.


- Phil