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ItBit WS Market Data Connector

ItBit Data Connector based on WebSocket/REST.

Features

itbitwsConnector 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

ParameterDefault ValueDescription
WebSocket URLwss://ws.paxos.com/WebSocket root URL.
REST URLhttps://api.paxos.com/REST root URL.
Read Timeout5000Read timeout in milliseconds.
Reconnect Timeout15000Reconnect timeout in milliseconds.
Ping Timeout3000Ping timeout in milliseconds.
Exchange NameITBITExchange name for this session.
Output Book Size20Size of the output book.
Snapshot Interval10SThis 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

Supported symbol notations:

Symbol NotationExamples
CRYPTOPAIRBTCUSD
CRYPTOPAIRETHUSD
CRYPTOPAIRBTCSGD

Logging

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

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