dYdX Market Data Connector

dYdX Data Connector based on REST/WebSocket.

Features

dydxConnector Key

Instrument Types

FX

Asset Class

Crypto

Technology

WebSocketREST

Feed Mode

Real-Time

Order Book Update Mode

SnapshotIncremental Updates

Order Book Type

Aggregated

✓

Level 1

✓

Level 2

✗

Level 3

✓

Trades

✗

Funding Rates

Configuration

Data Connector Parameters

Parameter	Default Value	Description
WebSocket URL	wss://api.dydx.exchange/v3/ws	WebSocket root URL.
REST URL	https://api.dydx.exchange/	REST root URL.
Request Period	1000	REST request period in milliseconds.
Exchange Name	DYDX	Exchange name for this session.
Output Book Size	5	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. Set value to zero to disable periodical Level2 snapshots.

Symbology

Supported symbol notations:

Symbol Notation	Examples
CRYPTO-PAIR (upper case)	BTC-USD

Full symbol list: https://api.dydx.exchange/v3/markets

Logging

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

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