HAProxy Enterprise 2.3 and HAProxy 2.4 Support the Financial Information eXchange Protocol (FIX)

blog20210325-01.cfg

frontend fix_listener
   mode tcp
   bind :443 ssl  crt /etc/haproxy/certs/cert.pem  ssl-min-ver TLSv1.2
   default_backend fix_servers

blog20210325-02.cfg

backend fix_servers
   mode tcp
   server server1 10.0.0.1:443 check  ssl
   server server2 10.0.0.2:443 check  ssl
   server server3 10.0.0.3:443 check  ssl

blog20210325-03.cfg

frontend fix_listener
   mode tcp
   bind :443 ssl  crt /etc/haproxy/certs/cert.pem  ssl-min-ver TLSv1.2
   tcp-request inspect-delay 1s
   tcp-request content reject unless { req.len gt 0 } { req.payload(0,0),fix_is_valid }
   default_backend fix_servers

blog20210325-04.cfg

frontend fix_listener
   # ...other listener settings...

   tcp-request content set-var(txn.sendercompid) req.payload(0,0),fix_tag_value(SenderCompID)
   use_backend fix_servers_a if { var(txn.sendercompid) -m str firmA }
   default_backend fix_servers_b

blog20210325-05.cfg

frontend fix_listener
   mode tcp
   bind :443 ssl  crt /etc/haproxy/certs/cert.pem  ssl-min-ver TLSv1.2  verify required  ca-file /etc/haproxy/certs/ca.crt

   # ...other listener settings...

blog20210325-06.txt

172.16.0.2    ACMEFirm
172.17.1.5    AnotherFirm
172.17.2.0/24 YetAnotherFirm

blog20210325-07.cfg

frontend fix_listener
   mode tcp
   bind :443 ssl  crt /etc/haproxy/certs/cert.pem  ssl-min-ver TLSv1.2
   tcp-request inspect-delay 1s
   tcp-request content reject unless { req.len gt 0 } { req.payload(0,0),fix_is_valid }
   
   tcp-request content set-var(txn.sendercompid) req.payload(0,0),fix_tag_value(SenderCompID)
   tcp-request content set-var(txn.mapped_sendercompid) src,map_str(/etc/haproxy/maps/sender_ips.map)

   # Reject connection if the IP was 
   # not found in the map file
   tcp-request content reject unless { var(txn.mapped_sendercompid) -m found }

   # Reject connection if the IP didn't 
   # match the one associated with the 
   # SenderCompID in the map file
   tcp-request content reject unless { var(txn.sendercompid),strcmp(txn.mapped_sendercompid) eq 0 }

blog20210325-08.cfg

global
   setenv TCP_LOG "%ci:%cp [%t] %ft %b/%s %Tw/%Tc/%Tt %B %ts %ac/%fc/%bc/%sc/%rc %sq/%bq"

blog20210325-09.cfg

frontend fix_listener
   # ...other listener settings...

   tcp-request content set-var(txn.sendercompid) req.payload(0,0),fix_tag_value(SenderCompID)
   tcp-request content set-var(txn.targetcompid) req.payload(0,0),fix_tag_value(TargetCompID)

   # Define a new log format
   log-format "${TCP_LOG} %[var(txn.sendercompid)] %[var(txn.targetcompid)]"

blog20210325-10.cfg

frontend fix_listener
   # ...other listener settings...

   tcp-request content set-var(txn.errormessage) str("SenderCompID not found in map file") unless { var(txn.mapped_sendercompid) -m found }
   tcp-request content set-var(txn.errormessage) str("SenderCompID not from expected IP") unless var(txn.sendercompid),strcmp(txn.mapped_sendercompid) eq 0 }

   # Define a new log format
   log-format "${TCP_LOG} %[var(txn.sendercompid)] %[var(txn.targetcompid)] %[var(txn.errormessage)]"