Hi,
I am doing some freelance work for a firm that is interested in leveraging
the QuickFix engine in their trading application written in VB6. Basically,
since QuickFix does not have a VB6 API, I'm wondering what the best way is
(or anyway, the way you'd recommend) to mesh these two technologies. My
initial thought was to write a small .NET app in either C# or VB.NET to
operate as the "middle-man" of sorts, and to interface with the .NET app in
VB6 via COM. But perhaps it would make more sense to attempt to interop
directly with the QuickFix C++ API in this way? Or is that not possible?
My experience is mainly in .NET, so if rewriting the application in .NET is
the only realistic approach, that is an option (the app is quite small--only
a handful of source code files).
It's probably obvious from this question that I am lacking a significant
amount of knowledge here. A nudge in the right direction, at least, would be
most welcome.
Thanks,
Dan
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