ItBit WS Market Data Connector
ItBit Data Connector based on WebSocket/REST.
Features
itbitwsConnector KeyMessage Types
✓
Level 1
✓
Level 2
✗
Level 3
✓
Trades
✗
Funding Rates
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| WebSocket URL | wss://ws.paxos.com/ | WebSocket root URL. |
| REST URL | https://api.paxos.com/ | REST root URL. |
| Read Timeout | 5000 | Read timeout in milliseconds. |
| Reconnect Timeout | 15000 | Reconnect timeout in milliseconds. |
| Ping Timeout | 3000 | Ping timeout in milliseconds. |
| Exchange Name | ITBIT | 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. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| CRYPTOPAIR | BTCUSD |
| CRYPTOPAIR | ETHUSD |
| CRYPTOPAIR | BTCSGD |
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>