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Pretty generic question, I know, but after a google search I could find any "definitive" answer, so here I am asking.

Using Scala, what alternative do I have when it comes to FIX protocol?

In Java, I worked with QuickfixJ before, but I was wondering if there were any "native" alternatives? Or, worst case scenario some QuickFixJ DSLs or "overlays" for Scala?

Thanks all

mdm
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  • What's wrong with QuickfixJ? Other than "recommend me a library" what, specifically, are you hoping to avoid with a different library? – wheaties Jan 06 '14 at 21:43
  • I am not saying there is something "wrong" with it at all. In fact, I suspect that, given I could not find anything else easily online, QuickfixJ is the de-facto FIX engine in Scala world as much as in Java. I don't ask "reccomend me a library", but "do you know of any native work in the area"? – mdm Jan 06 '14 at 22:00

3 Answers3

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QuickFIX/J will work perfectly well from Scala.
Failing that, it's not particularly difficult to write your own implementation of the protocol, which also has the nice benefit of minimising the impedance mismatch between your FIX engine and the rest of your application.

Andy Lynch
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I have implemented this library: strucs. It can encode/decode fix messages to an immutable scala structure.

Mikael Valot
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QuickfixJ generated messages store deserialized data in internal maps, and it's not the most efficient implementation you could come up with. It would be nice to see scala.meta based code generator generating case classes and readers/writers and functional reactive programming based API (stream of MarketData which can be manipulated)

Sachin K
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