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Crypto Facilities

Crypto Facilities Market Data Connector

Crypto Facilities Data Connector based on WebSocket/REST.

Configuration

Data Connector Parameters

ParameterDefault ValueDescription
WebSocket URLwss://www.cryptofacilities.com/ws/v1WebSocket root URL.

The following URLs are supported:

Standard Crypto Facilities data feed:
wss://www.cryptofacilities.com/ws/v1

Alternative Kraken Futures data feed:
wss://futures.kraken.com/ws/v1

By default URL for standard Crypto Facilities data feed is chosen.
REST URLhttps://www.cryptofacilities.com/derivatives/REST root URL.

The following URLs are supported:

Standard Crypto Facilities endpoint:
https://www.cryptofacilities.com/derivatives/

Alternative Kraken Futures endpoint:
https://futures.kraken.com/derivatives/

By default URL for standard Crypto Facilities endpoint is chosen.
Exchange NameCRYPTOFSExchange 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
SPECIFIC (upper case)FI_XBTUSD_180615
FV_XRPXBT_180316

Full symbol list: https://www.cryptofacilities.com/derivatives/api/v3/instruments