create-new-order.java

public Object createNewOrder(Object payload) {

    quickfix.fix41.NewOrderSingle newOrder = new quickfix.fix41.NewOrderSingle(

new ClOrdID(Long.valueOf(System.currentTimeMillis()+(nextOrder++)).toString()), new HandlInst('1'), new Symbol("LNX"), new Side(Side.BUY), new OrdType(OrdType.MARKET));
        newOrder.set(new OrderQty(1));
       

return newOrder;
}

FIX-Mule-Config.xml

<?xml version="1.0" encoding="UTF-8"?>
<mule xmlns:http="http://www.mulesoft.org/schema/mule/http"

xmlns="http://www.mulesoft.org/schema/mule/core"
    xmlns:vm="http://www.mulesoft.org/schema/mule/vm"
    xmlns:fix="http://www.mulesource.org/schema/mule/fix/3.3"
    xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
    xsi:schemaLocation="
     http://www.mulesoft.org/schema/mule/core http://www.mulesoft.org/schema/mule/core/3.3/mule.xsd
     http://www.mulesource.org/schema/mule/fix/3.3 http://www.mulesource.org/schema/mule/fix/3.3/mule-fix.xsd
     http://www.mulesoft.org/schema/mule/vm http://www.mulesoft.org/schema/mule/vm/3.3/mule-vm.xsd
     http://www.mulesoft.org/schema/mule/http http://www.mulesoft.org/schema/mule/http/3.3/mule-http.xsd">

    <fix:connector name="serverConnector" config="./examples/src/test/resources/blog/server.cfg"/>
    <fix:endpoint name="serverEndpoint" connector-ref="serverConnector" sessionID="FIX.4.1:SERVER-CLIENT" />

    <fix:connector name="clientConnector" config="./examples/src/test/resources/blog/client.cfg"/>
    <fix:endpoint name="clientEndpoint" connector-ref="clientConnector" sessionID="FIX.4.1:CLIENT-SERVER" />
        
    <flow name="client_invoke">
         <http:inbound-endpoint exchange-pattern="one-way" host="localhost" port="5552" />
         <component class="org.mule.transport.fix.examples.blog.NewOrderComponent" />
         <fix:outbound-endpoint ref="clientEndpoint" />
    </flow>
   
    <flow name="server_flow">
         <fix:inbound-endpoint ref="serverEndpoint" />
         <component class="org.mule.transport.fix.examples.mock.Executor">
            <binding interface="org.mule.transport.fix.examples.mock.FixDispatcherInterface">
                <fix:outbound-endpoint ref="serverEndpoint" />
            </binding>
         </component>
         <logger level="ERROR" message="Received message from client" />
    </flow>
</mule>

process-message.java

public void processMessage(quickfix.fix41.NewOrderSingle order)
            throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {

    validateOrder(order);

    OrderQty orderQty = order.getOrderQty();
    Price price = getPrice(order);

    quickfix.fix41.ExecutionReport accept = new quickfix.fix41.ExecutionReport(
                genOrderID(), genExecID(),
                new ExecTransType(ExecTransType.NEW), new ExecType(
                        ExecType.FILL), new OrdStatus(OrdStatus.NEW), order
                        .getSymbol(), order.getSide(), orderQty,
                new LastShares(0), new LastPx(0), new LeavesQty(0), new CumQty(
                        0), new AvgPx(0));

    accept.set(order.getClOrdID());
    dispatcher.dispatch(accept);

    if (isOrderExecutable(order, price)) {
        quickfix.fix41.ExecutionReport executionReport = new quickfix.fix41.ExecutionReport(
                genOrderID(), genExecID(), new ExecTransType(
                    ExecTransType.NEW), new ExecType(ExecType.FILL),
                    new OrdStatus(OrdStatus.FILLED), order.getSymbol(), order
                        .getSide(), orderQty, new LastShares(orderQty
                        .getValue()), new LastPx(price.getValue()),
                    new LeavesQty(0), new CumQty(orderQty.getValue()),
                    new AvgPx(price.getValue()));

        executionReport.set(order.getClOrdID());
        dispatcher.dispatch(executionReport);
    }
}