This code is implementation of http://fixprotocol.org/ It is a trading protocol that allows to make orders, receive quotes and do many other things, described in protocol.
This repo includes specification of different FIX versions taken from http://quickfix.org/ project.
fix_template is a parser generator that takes XML description of protocol and generates fix_parser.erl from it.
Also include/admin.hrl and include/business.hrl headers are generated from XML.
Mention that FIX names such as RefSeqNum are translated to more convenient ref_seq_num
Edit fix.conf.sample and put it into root of your project.
Mention that fix_read should be your broker and fix_proxy is for proxying your market requests via your server.
But let us start from easy usage.
Don't forget to application:start(fix).
Now let's subscribe to market data:
fix_reader:subscribe(fix_read, 'NASDAQ.AAPL')
What is going now? Launch appmon:start() and see that there are new spawned processes in supervisor tree of fix application.
You have connected to broker and now your process will receive market data.
Include header:
-include_lib("fix/include/business.hrl").
and use structure
#market_data_snapshot_full_refresh{}
from it.