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CryptoCortex Market Data Connector

CryptoCortex Data Connector based on WebSocket (STOMP)/REST.

Configuration

Data Connector Parameters

ParameterDefault ValueDescription
WebSocket URLwss://trade.staging.deltixhub.io/websocket/v1WebSocket root URL.
REST URLhttps://trade.staging.deltixhub.io/REST root URL.
API Key IDN/AAPI key ID for authentication in CryptoCortex.
Private KeyN/APrivate key for authentication in CryptoCortex.
Read Timeout15000Read timeout in milliseconds.
Reconnect Timeout15000Reconnect timeout in milliseconds.
Exchange NameC2Exchange name for this session.
Output Book Size20Size of the output book.
Snapshot Interval10SThis property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator.

Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in.

Default value is 10 seconds.

Symbology

Supported symbol notations:

Symbol NotationExamples
CRYPTOPAIR (upper case)BTCUSD