Reading quickfix log file

Question

I want to test my trading system by playing execution reports back into my application. Then I could verify that my order/position state is correct.

I found this somewhat related question: how to replay a quickfix log

The difference is that in the article the person was looking for a whole testing tool that would play back a log file. What I was wondering is whether there exists a utility that will take a string representing a FIX message and then just generate a FIX object (ex: ExecutionReport ).

Does anything like this exist out there? Has everyone just been writing their own?

Answer 1

It sounds like you simply want a different kind of test tool.

If you've written your app in unit-test-friendly fashion, then you could simply write unit tests to create ExecReport objects and pass them as parameters into some ExecReport-processor component. (I'm guessing you're not designing for UTs, else you probably wouldn't need this suggestion.)

If not, then I think the best thing to do is write another app that your first app can connect to. You could create a simple Acceptor app that can use command-line commands to trigger ExecReports to be sent. If you're using QuickFIX/n (the C# port), you could steal code from QuickFIX/n's example apps "TradeClient" and "Executor".