B2C2 Market Data Connector
B2C2 Data Connector based on FIX protocol.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| Host | N/A | FIX server host. |
| Port | N/A | FIX server port. |
| SenderCompID | N/A | SenderCompID of the FIX session. |
| TargetCompID | N/A | TargetCompID of the FIX session. |
| User Name | N/A | User name for the FIX session. |
| Password | N/A | Password for the FIX session. |
| Use SSL | false | Enable to use SSL. |
| Exchange Name | B2C2 | Exchange name for this session. |
| Default Price Levels | N/A | Default price levels which should be used while subscribing to the instrument. The value should be a number or multiple numbers, separated by '/' character. Empty value means default value for the exchange. Price levels can be overridden on an instrument level. |
| Use Cumulative Sizes | false | Construct L2 order book using cumulative sizes. The size of each level will exclude sizes of the previous levels. |
Symbology
| Symbol Notation | Examples |
|---|---|
[LEVEL][/][LEVEL][@]<PAIR>.<TYPE> (upper case) | BTCUSD.SPOT5/7@ETHUSD.SPOT11@BTCUSD.SPOTBTCUSD.CFD |
You may set(overwrite) price levels in symbol name. No price levels means ‘use global config value’ (see above).
B2C2 uses requests for quote (“RFQ”) to trade with its clients. Instead of placing limit or market orders like one would when facing an exchange, clients ask for a fixed price at which to buy or sell a given amount of cryptocurrency. The system returns a single price (a quote) at which the client may execute.
“Level” in this context means “layer of quantity”.