HotFIX - Python

Python bindings for the HotFIX FIX engine, providing a fast, type-safe interface for building FIX trading applications in Python.

Overview

HotFIX enables Python applications to communicate using the FIX (Financial Information eXchange) protocol.

Warning

This project is in early development.

Currently, most effort is focused on the core engine in Rust, with these Python bindings serving as a proof-of-concept for the future integration of the engine into Python applications.

Package Structure

This project consists of two packages:

• hotfix_core - Rust extension module (built with PyO3/maturin)
• hotfix - Pure Python package with type hints and convenience wrappers

Users should import from hotfix, which re-exports hotfix_core with full type information.

Quick Start - Development

Installation

# Create and activate virtual environment
python -m venv .venv
source .venv/bin/activate

# Build and install the Rust extension
cd hotfix-core
maturin develop
cd ..

# Install the Python package
pip install -e .

Basic Usage

from hotfix import Session, Message, InboundDecision, OutboundDecision, Application

class MyApplication(Application):
    """Handle FIX session callbacks."""

    def on_logon(self) -> None:
        print("✓ FIX session connected")

    def on_logout(self, reason: str) -> None:
        print(f"✗ Session disconnected: {reason}")

    def on_inbound_message(self, msg: Message) -> InboundDecision:
        print(f"← Received: {msg}")
        return InboundDecision.Accept

    def on_outbound_message(self, msg: Message) -> OutboundDecision:
        print(f"→ Sending: {msg}")
        return OutboundDecision.Send

# Create session
app = MyApplication()
session = Session("config.toml", app)

# Send a NewOrderSingle message
order = Message("D")  # MsgType=D (NewOrderSingle)
order.insert(11, "ORDER123")      # ClOrdID
order.insert(55, "EUR/USD")       # Symbol
order.insert(54, "1")             # Side (Buy)
order.insert(38, "100000")        # OrderQty
order.insert(40, "2")             # OrdType (Limit)
order.insert(44, "1.0850")        # Price

session.send_message(order)

See the complete example in examples/simple_new_order.py.

Important

The example application requires an acceptor to connect to.

An easy way to set up an acceptor is using one of the QuickFIX implementations.

Configuration

Sessions are configured via TOML files. Example configuration:

[[sessions]]
begin_string = "FIX.4.4"
sender_comp_id = "YOUR_SENDER_ID"
target_comp_id = "COUNTERPARTY_ID"

connection_port = 9880
connection_host = "127.0.0.1"

heartbeat_interval = 30
reset_on_logon = true

For the full list of configuration options, refer to the HotFIX documentation.