Regarding the anti-pattern. You may be right, I have't updated the code in a few years. I displayed it in the screenshot only because it is already open source. But I do need the option of writing files to disk, writing to some random data store or just keep the data in memory. Send me a note about your idea, the whole point of opening it up was to get feedback.
QuickFIX is pretty good, but doesn't hurt to experiment :)