Connectors

A Connector is a direct connection of the FIX API to a liquidity provider. The connector defines which instruments, order type sets and charts are available to that liquidity provider. Each connector operates independently of the platform.

Please note! Connector information is view-only. To configure connectors, please contact Unity.

For your convenience, you can sort the list of connectors alphabetically or by the time added.

This section is customized and can only be changed by system admin. In this section, you can see the types of connectors connected to your system, their current status and the groups of instruments which are traded on a particular connector.

The connector communicates with the platform via gRPC (Google Remote Procedure Call) or Kafka (if orders are involved), as it must be ensured that messages are not lost (e.g. in case of memory overflow). After recording in Kafka, the platform reads the received messages.

There are REST connectors which are used to receive instruments (or some other information). They receive information from external servers. Some are set up in the platform, some are set up by DevOps.

When the platform is turned on - the connector sends its status. The operational status of the connector is indicated next to the connector name in the list.

General

• Name - name of the connector in the platform;
• Broker - Broker for which this connector is set up;
• Schedule is the connectors timetable. It is not linked to the platform, it is set up by DevOps for each connector and is coordinated on both sides (with the counterparty) and set up on both sides identically (most commonly for FIX). Can be synchronised with a connector or operate independently.
• Host: URL or API address from which the connector receives data
• Port: The port from which the connector is receiving data
• Secure connection: The platform communicates with the connector using gRPC, which supports encryption. Accordingly, if the connector is configured to use gRPC with encryption, this checkbox must be selected so that the platform also will use gRPC with encryption. Pay particular attention to the authentication section

Note about schedules: If the connector is in Scheduled offline status, the orders will not be re-scheduled and will not be received by the connector. If there are long standing orders, then if the connector changes its status to Online, they must be re-placed. If the schedule is not correct the order will be sent to an empty connector and an error will occur, so the schedule on the platform and the connector must be synchronized. It is not possible to get an existing schedule from the connector. There are systems that operate on a schedule, but it takes time for them to run (they need 10-15 minutes for the system to respond to the request). Accordingly, if orders are sent to such a system ahead of time, they may not be placed.

The View schedule button allows you to open the installed schedule.

Connector types

There are few types of connectors:

• Market - for market data (prices, ticks, trades)
• Order - for orders
• History (by default, it saves the information from the EOD History Data but you can set the connector to save the data itself):
• STP - receiving external trades. The connector to the Principal-STP session of the counterparty from whom the platform receives trades on the available accounts. The STP connector is a variation of the order connector, but it only receives execution reports. The connector puts the trades into a platform-friendly format and sends them to the platform, from where they reach the account specified in the connector's configuration.
• Idea - is used to integrate external systems with the platform in order to transfer trading ideas.

Market сonnector

Used to receive market data (prices, ticks, trades).

The Supported instruments block specifies the instrument groups whose information will be sent to the platform via this connector according to the set Schedule.

For each instrument group, notifications about the lack of quotes can be configured upon request:

No rate internal (s) - notification that there has been no quote for an instrument for more than a specified time (according to the schedule). Same rate internal - notification that the same quote has been received for an instrument for more than a specified time. No start rate internal (s) - notification that there has been no quotes for an instrument at the start of a trading session for more than specified time (in seconds). Delay rate internal (s) - notification about a quote delay: when the difference (Delta) between the time a quote is sent and the time it is received by the system exceeds the set value. Applies only to connectors that receive timestamps along with quotes.

The Options block contains a number of additional settings:

• The Support trades checkbox indicates that this connector supports receiving trades from a connected external system.
• The Support Ohlc symbols checkbox shows that this connector supports saving historical data, but to receive them the History connector is connected to the Market connector.
• The Support Ticks symbols checkbox shows that this connector will transmit quotes for their further processing by the Market Data Module component.

Order сonnector

Can be standard or demo. The demo is executed by the platform using a built-in handler.

Each Instrument group contains its own Order type set, which is also coordinated with the counterparty (counterparty side defines supported order types). The counterparty supports different executions for different instruments and different sessions.

All features of the connector are coordinated with the counterparty in order to provide the client with only the range of features that will not cause errors or order execution rejections.

The schedule for the specific instruments can be set up individually (e.g. the connector can be set up for all equities, but different schedules might be set up for different groups of instruments).

Please note! If the Order type set sent to the counterparty contains an incorrect time, the response received will contain an error.

There are counterparties or proxy companies that provide their API for different exchanges. Accordingly, if we create a connector to them, we need different schedules corresponding to schedules of different exchanges.

History сonnector

History is a connector that supports historical data. It can receive historical data from the Market Connector using its API.

Asset USD rates - support for getting USD rates for a specified period of time. Further, this information is displayed in Prices - USD Rates (currency USD rates).

STP сonnector

Used to connect to an external STP session and receive trades data from it. Using this connector, system receives the data, provides it to the user and sends it to the external system. Platform is the receiving party in procedures that use STP connectors.

Example: A broker has his own reporting system and he wants to allow his clients to trade on the platform. (The broker has an execution system and platform has connectors to the broker - Market and Order). The broker sends to the platform that clients who are trading through the broker's system. Accordingly, clients' trades are collected on the platform. In order to receive these trades - the broker creates a FIX Principal service on the platform and with the help of system they can receive all the trades in their reporting system. In this way, the client can use platform for trading and the settlement but the execution takes place on the broker's side.

All such trades are received by the platform via Kafka service. If the platform is rebooted and the connector still sends trades to the platform - the trades get queued to Kafka. When the platform is up and running again - it will be able to process and save the trades that are in the queue.

Idea сonnector

The Idea connector is used to integrate external systems with the platform in order to transfer information on trading ideas. A trading idea is a description of entry and exit points for a certain financial instrument, such as setting a limit order for EURUSD at a certain price level and specifying exit and loss control points. The data contained in the trading idea is used for automatic order placement on the platform. The user has the option to subscribe to the idea by specifying the desired amount to invest in it.

By clicking DUPLICATE you can create a copy of your current setting.

To save your new or edited setting click SAVE in the bottom right of the screen, CANCEL to cancel the changes and SHOW USAGE to view on which accounts this setting is used.