Versions Compared

Old Version 14

changes.mady.by.user Iuliia Zigangirova (Unlicensed)

Saved on

compared with

New Version Current

changes.mady.by.user Andrei Bakhteev (Unlicensed)

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

Table of Contents

 

Simple configuration FIXEdge -> Stunnel -> SSL acceptor

Install stunnel

...

Warning

Since FIX Antenna C++/.NET version 2.13.0 and FIXEdge version, 5.9.0 SSL built-in support has been introduced. Refer to How to configure built-in SSL support for FIX sessions in FIXEdge for details. However, you can continue use stunnel with accordance to the current article if you wish.

Table of Contents

...

Stunnel installation

Download latest version of the installer from https://www.stunnel.org/downloads.html

Run the installer and answer questions to generate a certificate.

Configuration example #1. FIXEdge's initiator connects to SSL acceptor over Stunnel

Configure stunnel

Initiator FIX session

  1. Run stunnel GUI Start from Start

...

  1. menu Run  

  2. Editstunnel.conf from stunnel system tray icon context menu

...

  1. . Add a new SSL service

    Code Block
    titlestunnel.conf
    [fix_initiator_session1_tunnel]

...

  1. 
client = yes

...

  1. 
accept  = 127.0.0.1:443

...

  1. 
connect

...

  1.  = <counterparty_ip>:443

...

  1. <counterparty_ip> - ip address of counterparty

  2. Reload stunnel.conf from stunnel system tray icon context menu

Configure fix session in FIXEdge

  1. Open FIXEdge.properties to specify Initiator FIX session parameters:

    Initiator FIX session

    Code Block
    title FIXEdge.properties
    FixLayer.FixEngine.Session.SSLInitiator.Role = Initiator
FixLayer.FixEngine.Session.SSLInitiator.Host = 127.0.0.1
FixLayer.FixEngine.Session.SSLInitiator.Port = 443

 

Complex configuration: Broker/Stock -> Broker's/Stock's Stunnel -> FIXEdge's Stunnel -> FIXEdge -> FIXEdge's Stunnel -> Broker's/Stock's Stunnel -> Broker/Stock

Server F (FIXEDGE):  y.y.y.y where FIXEdge is installed

Server B (BROKER):  x.x.x.x where SimpleClient #1 and SimpleClient #2 are installed. SimpleClient #1 will simulate Broker and SimpleClient #2 will simulate StockExchange.

Server F (FIXEDGE) Configuration

FIXEdge.properties

...

  1. Info

    See Additional properties for SSL configuration also

  2. Connect to VPN (if necessary; if not, just skip this step);

  3. Start FIXEdge.

Configuration example #2. FIXEdge is a proxy between 2 counterparties.

The current configuration describes the following scenario.

FIXEdge establishes SSL connection to Exchange. The client connects to FIXEdge over SSL. All messages from Exchange are routed to the Client and vice versa.

Stunnel is configured for Incoming and outgoing connections on FIXEdge's side and on the Client side.

Image Added


Info

The next configuration parameters are used in the configuration examples:

<exchange_ip> - Exchange's IP

<FIXEdge_ip> - FIXEdge IP

TCP port for SSL Connections on FIXEdge site: 443

TCP port for SSL Connections on Exchange site: 443

FIXEdge ListenPort from engine.properties: 8901

Configuration on FIXEdge side

FIXEdge.properties

FIXEdge has two configured sessions: EXCHANGE and CLIENT

Code Block
languageperl
titleFIXEdge.properties
FixLayer.FixEngine.Sessions = EXCHANGE, CLIENT
# -----------------[ SC1FIXEdge ASconnects ACCEPTORto SENDEXCHANGE MESSAGEas TO SC2Initiator ] ------------------
FixLayer.FixEngine.Session.FIXEDGE-SC1EXCHANGE.VersionRole = FIX44Initiator
FixLayer.FixEngine.Session.FIXEDGE-SC1EXCHANGE.EncryptMethodHBI = 030
FixLayer.FixEngine.Session.FIXEDGE-SC1EXCHANGE.ForceSeqNumResetHost = 127.0
FixLayer.FixEngine.Session.FIXEDGE-SC1.IgnoreSeqNumTooLowAtLogon = false
FixLayer.FixEngine.Session.FIXEDGE-SC1.IntradayLogoutTolerance = false
FixLayer.FixEngine.Session.FIXEDGE-SC1.MaxMessagesAmountInBunch = 0
FixLayer.FixEngine.Session.FIXEDGE-SC1.RecreateOnLogout = false
.1
FixLayer.FixEngine.Session.FIXEDGE-SC1EXCHANGE.TerminateOnLogoutPort = true444
FixLayer.FixEngine.Session.FIXEDGE-SC1EXCHANGE.RejectMessageWhileNoConnectionVersion = falseFIX44
FixLayer.FixEngine.Session.FIXEDGE-SC1.Role = Acceptor
FixLayer.FixEngine.Session.FIXEDGE-SC1.EXCHANGE.SenderCompID = FIXEDGE
FixLayer.FixEngine.Session.FIXEDGE-SC1EXCHANGE.SenderLocationIDTargetCompID = FixLayer.FixEngine.Session.FIXEDGE-SC1.SenderSubID =
FixLayer.FixEngine.Session.FIXEDGE-SC1.SocketPriority = EVEN
FixLayer.FixEngine.Session.FIXEDGE-SC1.SecurityGroups =
FixLayer.FixEngine.Session.FIXEDGE-SC1.StorageType = persistentmm
FixLayer.FixEngine.Session.FIXEDGE-SC1.TargetCompID = SC1
FixLayer.FixEngine.Session.FIXEDGE-SC1.TargetLocationID =
FixLayer.FixEngine.Session.FIXEDGE-SC1.TargetSubID =
FixLayer.FixEngine.Session.FIXEDGE-SC1.TcpBufferDisabled = false

EXCHANGE
# ... the rest parameters for EXCHANGE

# ----------------- [SC2 AS FIXEdge INITIATORaccepts RECEIVEDconnection MESSAGESfrom SENTthe FROM  SC1CLIENT] ----------
FixLayer.FixEngine.Session.FIXEDGE-SC2CLIENT.VersionRole = FIX44Acceptor
FixLayer.FixEngine.Session.FIXEDGE-SC2CLIENT.EncryptMethodVersion = 0FIX44
FixLayer.FixEngine.Session.FIXEDGE-SC2.ForceReconnect = false
FixLayer.FixEngine.Session.FIXEDGE-SC2.ForceSeqNumReset = 0
FixLayer.FixEngine.Session.FIXEDGE-SC2.HBI = 30
FixLayer.FixEngine.Session.FIXEDGE-SC2.Host = 127.0.0.1
FixLayer.FixEngine.Session.FIXEDGE-SC2.IgnoreSeqNumTooLowAtLogon = false
FixLayer.FixEngine.Session.FIXEDGE-SC2.IntradayLogoutTolerance = false
FixLayer.FixEngine.Session.FIXEDGE-SC2.MaxMessagesAmountInBunch = 0
FixLayer.FixEngine.Session.FIXEDGE-SC2.Port = 444
FixLayer.FixEngine.Session.FIXEDGE-SC2.RecreateOnLogout = false
FixLayer.FixEngine.Session.FIXEDGE-SC2.TerminateOnLogout = true
FixLayer.FixEngine.Session.FIXEDGE-SC2.RejectMessageWhileNoConnection = false
FixLayer.FixEngine.Session.FIXEDGE-SC2.Role = Initiator
FixLayer.FixEngine.Session.FIXEDGE-SC2.CLIENT.SenderCompID = FIXEDGE
FixLayer.FixEngine.Session.FIXEDGE-SC2CLIENT.SenderLocationIDTargetCompID = FixLayer.FixEngine.Session.FIXEDGE-SC2.SenderSubID =
FixLayer.FixEngine.Session.FIXEDGE-SC2.SocketPriority = EVEN
FixLayer.FixEngine.Session.FIXEDGE-SC2.SecurityGroups =
FixLayer.FixEngine.Session.FIXEDGE-SC2.StorageType = persistentmm
FixLayer.FixEngine.Session.FIXEDGE-SC2.TargetCompID = SC2
FixLayer.FixEngine.Session.FIXEDGE-SC2.TargetLocationID =
FixLayer.FixEngine.Session.FIXEDGE-SC2.TargetSubID =
FixLayer.FixEngine.Session.FIXEDGE-SC2.TcpBufferDisabled = falseCLIENT
# ... the rest parameters for CLIENT


Info

See Additional properties for SSL configuration also

BL_Config.xml

Simple routing configuration

Code Block
languagexml
<Rule>
	<Source Name="FIXEDGE-SC1CLIENT"/>
    <Action>
    	<Send Name="FIXEDGE-SC2EXCHANGE" />
	</Action>
</Rule>

<Rule>
	<Source Name="FIXEDGE-SC2EXCHANGE"/>
    <Action>
    	<Send Name="FIXEDGE-SC1CLIENT" />
    </Action>
</Rule>

stunnel.conf

Code Block
[ToStockExchangeTunnel_for_EXCHANGE]
protocol = proxy
client = yes
accept  = 127.0.0.1:444
connect = x.x.x.x<exchange_ip>:443
 
[FromBrokerTunnel_for_CLIENT]
protocol = proxy
accept  = y.y.y.y<FIXEdge_ip>:443
connect = 127.0.0.1:8901

...

Configuration on the Client side

stunnel.conf

Code Block
[FromBrokerToFIXEdgeTunnel_for_FIXEdge]
protocol = proxy
client = yes
accept  = 127.0.0.1:444
connect = <FIXEdge_ip>:443

Client's properties

Code Block
SenderCompID = Client
TargetCompID = FIXEDGE
Remote host = 127.0.0.1
Remote port = y.y.y.y:443

[FromFIXEdgeToStockExchange]
protocol = proxy
accept  = x.x.x.x:443
connect444

FIXEdge uses Windows certificate store for connection to an Exchange.

  1. Import the certificate to windows certificate with a certutil tool

    Code Block
    certutil -addstore -user -f "My" <filename>.crt

  2. Configure Windows Certificate store in Stunnel

    Code Block
    titlestunnel.conf
    engine = capi

    and configure tunnel for the session requiring SSL Connection

    Code Block
    titlestunnel.conf
    [Exchange SSL connection]
client = yes
engineId = capi
accept = 127.0.0.1

...

SimpleClient #1 conf

...

  1. :8443
connect = <exchange ip>:<exchange port>

    <exchange ip> - Enchange connection IP
    <exchange port> - Enchange connection port

  2. Configure Initiator session in FIXEdge.properties

    Code Block
    titleFIXEdge.properties
    FixLayer.FixEngine.Session.EXCHANGE.Version = FIX44
FixLayer.FixEngine.Session.EXCHANGE.Role = Initiator
FixLayer.FixEngine.Session.EXCHANGE.SenderCompID =

...

  1. FIXEDGE
FixLayer.FixEngine.Session.EXCHANGE.TargetCompID =

...

  1. EXCHANGE
FixLayer.FixEngine.Session.EXCHANGE.Host = 127.0.0.1

...

Set ListenPort in engine.properties to 9107 (ListenPort = 9107)

SimpleClient #2 conf

Set ListenPort in engine.properties to 9106 (ListenPort = 9106)

How to use

  1. Start SimpleClient #2
  2. Start FIXEdge - session between FIXEdge and SimpleClient #2 (SC2) should be established
  3. Start SimpleClient #1 (SC1) and establish session with FIXEdge using parameters from point 3
  4. Send application level messages from SimpleClient #1 - message will be routed to SimpleClient #2
  5. Send application level messages from SimpleClient #2 - message will be routed to SimpleClient #1

...

  1. 
FixLayer.FixEngine.Session.EXCHANGE.Port = 8443
FixLayer.FixEngine.Session.EXCHANGE.HBI = 30
FixLayer.FixEngine.Session.EXCHANGE.RecreateOnLogout = true
    Info

    See Additional properties for SSL configuration also