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FalconX Market Data Connector

FalconX Data Connector based on WebSocket/REST.

Features

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

Configuration

Data Connector Parameters

ParameterDefault ValueDescription
WebSocket URLwss://stream.falconx.io/price.tickersWebSocket root URL.
REST URLhttps://api.falconx.io/REST root URL.
API KeyN/AAPI key for authentication in FalconX.
Secret KeyN/ASecret key for authentication in FalconX.
PassphraseN/APassphrase for authentication in FalconX.
Read Timeout30000Read timeout in milliseconds.
Reconnect Timeout15000Reconnect timeout in milliseconds.
Exchange NameFALCONXExchange name for this session.
Default Values Of SizesN/ADefault values of sizes for price entries which should be used while subscribing to an instrument.

The value should be a number or multiple numbers separated by spaces.
For example: "1 3 5 7"

Values of sizes can be overridden at the instrument level.

Symbology

Supported symbol notations:

Symbol NotationExamples
CRYPTO/PAIR (upper case)BTC/USD
ETH/USD
CRYPTO/PAIR@sizeBTC/USD@1
ETH/USD@3
CRYPTO/PAIR@size#size#sizeBTC/USD@1#2#3
ETH/USD@3#5#8#13

Full symbol list: https://api.falconx.io/v1/pairs

Logging

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

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