Add comprehensive documentation for building QuickFIX/J with custom messages

[Copilot]

Consolidates scattered information about custom message builds from quickfixj-messages/readme.md, customising-quickfixj.md, and orchestration documentation into a single comprehensive guide.

Changes

• Added BUILD_WITH_CUSTOM_MESSAGES.md - 591-line documentation covering:
  • QuickFIX/J message architecture and module structure
  • When and why to create custom builds (7 scenarios)
  • Available tooling (codegenerator, orchestra plugins, class-pruner)
  • Customization techniques for dictionaries and orchestrations
  • Two implementation approaches: independent project (recommended) vs fork
  • Best practices (avoiding field conflicts, version consistency, licensing)
  • Troubleshooting common issues (class verification, incompatible types, legacy constants)
  • Complete FIX 4.4 example with working Maven configuration

Key Guidance

Independent project approach for custom builds:

<dependency>
    <groupId>org.quickfixj</groupId>
    <artifactId>quickfixj-core</artifactId>
    <version>3.0.0</version>
</dependency>
<dependency>
    <groupId>com.yourcompany</groupId>
    <artifactId>yourapp-fixmessages</artifactId>
    <version>1.0.0</version>
</dependency>

Critical: Custom builds must exclude fields from quickfixj-base to avoid class loader conflicts.

Original prompt

Overview

Create comprehensive documentation that guides users through the process of generating builds with custom messages in QuickFIX/J. This documentation should consolidate information from existing readme files and provide clear, actionable guidance.

Requirements

Create a new documentation file named BUILD_WITH_CUSTOM_MESSAGES.md in the root directory of the repository with the following content:

# Building QuickFIX/J with Custom Messages

## Overview

QuickFIX/J allows you to customize FIX Protocol implementations to suit your organization's specific "Rules of Engagement". This guide explains how to generate a custom build with customized Messages, Components, and Fields without needing to maintain a fork of the entire QuickFIX/J project.

## Table of Contents

- [Understanding QuickFIX/J Message Architecture](#understanding-quickfixj-message-architecture)
- [When to Create a Custom Build](#when-to-create-a-custom-build)
- [Tools for Custom Builds](#tools-for-custom-builds)
- [Customization Techniques](#customization-techniques)
- [Step-by-Step: Creating a Custom Build](#step-by-step-creating-a-custom-build)
- [Best Practices](#best-practices)
- [Troubleshooting](#troubleshooting)

---

## Understanding QuickFIX/J Message Architecture

### Core Concepts

- **QuickFIX/J Core** (`quickfixj-core`) is agnostic to FIX Protocol versions
- Messages and Components are compositions of `quickfix.Field` objects
- The `quickfix.Field` package is common to all FIX protocol versions
- Fields, Components, and Messages are generated from:
  - **QuickFIX Dictionaries** (for FIX 4.0 to FIX 5.0SP2)
  - **FIX Orchestra Repositories** (for FIX Latest and FIXT1.1)

### Module Structure

```
quickfixj-base          → Provides base classes and some standard fields
quickfixj-core          → FIX engine (version-agnostic)
quickfixj-messages      → Generated messages (test dependency only)
  ├── quickfixj-messages-fixt11
  ├── quickfixj-messages-fix50sp2
  ├── quickfixj-messages-fix50sp1
  ├── quickfixj-messages-fix50
  ├── quickfixj-messages-fix44
  ├── quickfixj-messages-fix43
  ├── quickfixj-messages-fix42
  ├── quickfixj-messages-fix41
  └── quickfixj-messages-fix40
```

> **Important**: Message artefacts are **test** dependencies of `quickfixj-core`, not compile or runtime dependencies. This design makes customization easier.

---

## When to Create a Custom Build

Consider creating a custom build when you need to:

1. **Customize Messages, Components, or Fields** for your specific Rules of Engagement
2. **Add User-Defined Fields** not in the standard FIX specification
3. **Modify field requirements** (required vs optional)
4. **Omit unused FIX versions** to reduce distribution size
5. **Use `BigDecimal`** instead of `Double` for decimal types
6. **Resolve incompatibilities** between FIX versions
7. **Maintain legacy constant names** when migrating from QuickFIX/J 2.x

---

## Tools for Custom Builds

The QuickFIX/J project provides several tools for generating custom builds:

### 1. Legacy Code Generator (FIX 4.0 - 5.0SP2)

**Maven Plugin**: `quickfixj-codegenerator`

Generates Field, Component, and Message sources from QuickFIX Dictionary XML files.

```xml
<plugin>
    <groupId>org.quickfixj</groupId>
    <artifactId>quickfixj-codegenerator</artifactId>
    <version>${quickfixj.version}</version>
    <configuration>
        <dictFile>src/main/resources/FIX44.xml</dictFile>
        <outputBaseDirectory>target/generated-sources</outputBaseDirectory>
        <decimal>${generator.decimal}</decimal>
    </configuration>
</plugin>
```

### 2. FIX Orchestra Code Generator (FIX Latest)

**Maven Plugin**: `quickfixj-from-fix-orchestra-code-generator-maven-plugin`

Generates sources directly from FIX Orchestra repositories.

```xml
<plugin>
    <groupId>org.quickfixj.orchestra</groupId>
    <artifactId>quickfixj-from-fix-orchestra-code-generator-maven-plugin</artifactId>
    <version>${quickfixj-orchestra.version}</version>
    <configuration>
        <orchestrationFile>src/main/resources/orchestration.xml</orchestrationFile>
        <generateBigDecimal>false</generateBigDecimal>
        <generateOnlySession>false</generateOnlySession>
        <excludeSession>false</excludeSession>
        <generateFixt11Package>true</generateFixt11Package>
    </configuration>
</plugin>
```

### 3. Dictionary Generator from Orchestra

**Maven Plugin**: `quickfixj-from-fix-orchestra-dictionary-generator-maven-plugin`

Converts FIX Orchestra repositories to QuickFIX-compatible dictionaries.

### 4. Class Pruner

**Maven Plugin**: `class-pruner-maven-plugin`

Deletes generated sources and classes not present in a QuickFIX Dictionary (specialized use).

---

## Customization Techniques

### 1. Edit QuickFIX Dictionaries (FIX 4.0 - 5.0SP2)

Modify the XML dictionary file (e.g., `FIX44.xml`) to:
- Add custom fields
- Define new messages
- Change field requirements (required="Y" or required="N")
- Modify field data types

**E...

</details>



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