Features Tour

QWFIX Trading system consists of following components:

• QWFIX Repository Server that serves as a centralized repository of all system configurations
• QWFIX Enterprise Manager is a graphical user interface tool that manages all configurations stored in QWFIX Repository Server
• Visual Lambda™ is a graphical programming language used to visually customize sophisticated business rules and deploy rules during run time
• QWFIX RTAnalyzer is a graphical user interface tool that manages any application developed with QWFIX libraries
• QWFIX Gateway is an off-the-shelf, highly customizable FIX gateway, released with full source code
• QWFIX Trader is a GUI based order entry and order management tool released with full source code
• QWFIX SDK provides a collection of well designed, fully documented API to help developers build high performance, high availability trading system
  • QWFIX core library provides high performance FIX engine and FAST engine with cutting-edge memory management
  • QWFIX application framework provides developer friendly interface to quickly build enterprise trading applications
  • QWFIX Order Manager library is a well designed order management component
  • QWFIX Gateway API helps to build highly customizable FIX gateway in a matter of couple hundred lines of code

Languages and Platforms

QWFIX .Net

Built with pure .Net 2.0 technology.

• Windows
  QWFIX .Net supports 32 bit and 64 bit Windows 2000, Windows XP, Windows 2003 Server, Windows 2008 Server and Windows Vista.
• Linux
  QWFIX .Net core libraries runs natively on Linux platform with Mono installed. Only the GUI tools may have some difficulties (as expected, of course).
  All sample code in "QWFIX SDK" can be compiled and run on Linux platform.*

QWFIX Java

Built with pure Java technology. 100% interoperable with the .Net version. It is currently under QA and will be released soon.

QWFIX Java works on all major Windows and Linux platforms.

QWFIX Architecture

The following diagram shows the major components of the QWFIX system. Each section is described in more detail below.

Tools & Applications

QWFIX will ship with a set of core tools and applications, including FIX Enterprise Manager, QWRTAnalyzer and a highly customizable, off-shelf FIX gateway (with full source code).

Reusable GUI Components

QWFIX is a total solution. Developers will benefit from QWFIX in building all kinds of trading applications, including front-end applications. QWFIX ships with a set of reusable GUI component to facilitate application developers quickly build QWFIX features into their own front-end trading system. We even included the Visual Lambda GUI builder in the library so that developers can tightly integrate the powerful Visual Lambda into their own system.

Business Logic Framework

With our innovative business logic framework, developers won't even have to directly deal with the FIX sessions. We provide creatively designed and carefully implemented order management component that automatically manages all types of orders defined in FIX 4.0 through 5.0  (single, cross, list or multi-leg).

Application Framework

Application framework further simplified the development. In QWFIX, there are only a couple of most simple and basic event model contract developers need to follow. Developers is able to put more focus on implementing business logics, and let QWFIX frameworks to handle the rest. For example, as long as the developer follows the contract, their applications should automatically work in a primary-hot standby environment in which the standby machine will take over when the primary machine is down without disturbing the business.

QWFIX Core

The QWFIX core is the core of the QWFIX trading system. Innovative designs can be found everywhere in this most fundamental component. The most signaficant breakthrough is the cutting edge memory management that is capable of caching hundreds of millions of FIX messages in memory on a 64 bit machine.

QWFramework

All core libraries of QWFIX is self-sufficient. We build our own core framework. Except for the GUI component, QWFIX does not depend on any other third party components. The entire system runs on any machine with Microsoft .Net framework installed. The core libraries work on native Linux platform with Mono installed, too.

Note: Linux Mono support requires a different set of specially built libraries, which are slighted modified (about 50 lines of code) to ensure compatibility. Mono release is only available upon customers' request.