I'm trying to build a entirely contained trading simulator using quickfix/J. The systems ought to consist of 2 client applications (a market/exchange and a broker) as well as a router (server/acceptor). In particular I'd like to know:
Client-Client communication
How the two clients can communicate to each other, but the server handling all the messaging logic, ie. messages should go through server and it should decide where and how to forward messages. I ought to be able to pass a targetID in FIX message, and the server app should handle routing to desired client.
Multiple clients on same port Have multiple clients connected on same port but messages should only go to a particular sender comp Id ie. clients should not be privy of communication from other clients.
I've already set up the acceptor, and 2 clients. I know I could do this programmaticaly using plain old Java but I'd like to leverage the quickfix library and would like a relativly out of the box solution.
MVP: client (broker) sends fix message through the acceptor(router), message is processed and forwarded to a particular market, market recieves message through server and does some business logic, market sends fix message back to client through acceptor.
ps: I like the quickfix library but I'm very flexible if there any other library/languages you'd recommend
Short answer: QuickFIX/J (as far as I can tell similarly QuickFIX or quickfix/n) will not route messages based on tags. This has to be implemented in your application code.
Edit: with regard to your second point. There is no problem having your FIX server listening for multiple FIX connections on the same port (This applies for QuickFIX/J and I guess also the other language variants.) Sessions are addressed via the SessionID so it is ensured that only the correct FIX Session gets its messages.