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Cumberland Market Data Connector

Cumberland Data Connector based on WebSocket.

Features

cumberlandConnector Key
Instrument Types
FX
Asset Class
Crypto
Technology
WebSocket
Feed Mode
Real-Time
Order Book Update Mode
Snapshot
Order Book Type
Aggregated
Level 1
Level 2
Level 3
Trades
Funding Rates

Configuration

Data Connector Parameters

ParameterDefault ValueDescription
WebSocket URLhttps://api-v00-cert.cumberlandmining.com/messagingWebSocket root URL.
Counterparty IDN/AThe ID of the counterparty.
User IDN/AThe ID of the user.
Use Streaming QuotesfalseThis option allows to get actionable Streaming Quotes for an instrument instead of non-actionable Indicative Quotes.
Request Period1000Request period for Indicative Quotes (in milliseconds).
Read Timeout15000Read timeout in milliseconds.
Reconnect Timeout15000Reconnect timeout in milliseconds.
CertificateN/A*.p12 SSL certificate file.
Certificate PasswordN/ASSL certificate password.
Exchange NameCUMBERLANDExchange name for this session.
Convert Size To Base CurrencyfalseSelect this option, if you want to convert the size of the received quote to the Base currency.

If this option is selected, the requested amount and the price of the received quote are used to calculate the size in the Base currency.

This option is used only if the data connector works in the Indicative Quotes mode.

Default value for this option is false.

Symbology

Supported symbol notations:

Symbol NotationExamples
CRYPTO_PAIR (upper case)BTC_USD (quotes for 1 BTC)
amount@CRYPTO_PAIR10@BTC_USD (quotes for 10 BTC)
amount#currency@CRYPTO_PAIR10#BTC@BTC_USD (quotes for 10 BTC)
1000#USD@BTC_USD (quote for BTC for amount 1000 USD. With selected option Convert Size To Base Currency amount will be converted to base currency BTC)

Full symbol list: https://api-v00-cert.cumberlandmining.com/reference_data

Logging

To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:

<logger name="deltix.qsrv.hf.plugins.data.cumberland" level="DEBUG">
<appender-ref ref="safeAppender"/>
</logger>