Coinbase Derivatives (FairX) Market Data Connector

Coinbase Derivatives (FairX) Data Connector based on FIX protocol.

Features

fairxConnector Key

Instrument Types

FUTURE

Asset Class

Crypto

Technology

FIX

Feed Mode

Real-Time

Order Book Update Mode

SnapshotIncremental Updates

Order Book Type

Non-Aggregated

✓

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	true	Enable to use SSL.
Exchange Name	COINBASE	Exchange name for this session.
Use L3 Mode	false	Enable to use L3 Universal Data Model instead of L2 Model.
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.

Symbology

FairX market data service supports next naming notation:

FUTURE

Sample symbols:

Examples
B5M22 TECU22 LTECM22

Logging

To enable dump of RAW FIX messages, use these lines in the <QSHOME>/config/gflog.xml file:

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