Cypator Market Data Connector
Cypator Data Connector based on FIX protocol.
Features
cypatorConnector Key✓
Level 1
✓
Level 2
✗
Level 3
✗
Trades
✗
Funding Rates
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. When disabled, connectivity may be established via OpenVPN as described in the Cypator FIX API documentation. |
| Certificate | N/A | PKCS12 SSL certificate file (.p12). If Cypator supplies separate .crt and .key files, bundle them with:openssl pkcs12 -export -in cert.crt -inkey key.key -out cypator.p12 |
| Certificate Password | N/A | Password for the PKCS12 SSL certificate file. |
| Exchange Name | CYPATOR | Exchange name for this session. |
| Output Book Size | 20 | Size of the output book. |
| Snapshot Interval | 10S | This 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. |
| Start Time | 07:03:00 | Start time of the session in the 24-hours format (HH:MM:SS). Default value is 07:03:00. |
| Start Day | SUN | Day of week of session start. Default value is SUN. |
| End Time | 07:00:00 | End time of the session in the 24-hours format (HH:MM:SS). Default value is 07:00:00. |
| End Day | SUN | Day of week of session end. Default value is SUN. |
| Time Zone | UTC | Time zone of start/end session time. Default value is UTC. |
| Daily/Weekly | false | If this parameter is true, the session will start/end every day. When false, the session follows a weekly schedule (default: Sunday 07:03:00 – Sunday 07:00:00 UTC), matching the Cypator weekly maintenance window. |
Symbology
Symbols use the BASE/QUOTE format as defined in the Cypator FIX market-data subscription (FIX tag 55). Symbols are case-sensitive and use upper-case letters.
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| BASE/QUOTE | BTC/USD ETH/USD ATOM/USDT |
For the full list of tradable instruments, refer to the Cypator FIX API documentation.
Logging
To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.cypator" level="TRACE">
<appender-ref ref="safeAppender"/>
</logger>