Prepare the ingredients. Peel the onion and cut it finely, chop the leek, fennel, clean the garlic and crush it. Wash and cut the tomatoes. Clean the fish. Wash the shrimp, if you don't want the heads in the soup, keep only the tails. If cooking from frozen stock, reheat and bring to a boil.
Heat a pot, then add olive oil and fry the onions, leeks and fennel until soft and starting to caramelise. Add spices, herbs de Provence, pepper, cayenne pepper, saffron, bay leaves, taste with orange peel.
Add tomatoes and garlic, saute everything again. Add small fish. Add the wine, stir the pot. Let the alcohol evaporate for a few minutes and pour the stock to cover everything. Cover the pot and let it simmer for at least half an hour.
When everything is well drained, turn off the heat. Fish bones should be well cooked and soft. Refine everything. Taste for salt and pepper. Now it's time to adjust the flavor.
Finish cooking the boullabaisse. Put the whole fish or fish fillet into the pot with the prepared soup base and cook. If you are going to cook several different fish, put the bigger ones in the pot first, then add the shrimp tails at the end. Just don't overcook the fish!