LMEX Market Data Connector
LMEX Data Connector based on WebSocket/REST.
Features
lmexConnector Key✓
Level 1
✓
Level 2
✗
Level 3
✓
Trades
✗
Funding Rates
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| REST URL | https://api.lmex.io/spot/api/v3.2/ | REST root URL. To start the connector in "Spot" mode use the following URL: https://api.lmex.io/spot/api/v3.2/ To start the connector in "Futures v2.1" mode use the following URL: https://api.lmex.io/futures/api/v2.1/ To start the connector in "Futures v2.2" mode use the following URL: https://api.lmex.io/futures/api/v2.2/ By default URL for "Spot" mode is chosen. |
| Order Book WebSocket URL | wss://ws.lmex.io/ws/oss/spot | Order Book WebSocket root URL. To start the connector in "Spot" mode use the following URL: wss://ws.lmex.io/ws/oss/spot To start the connector in "Futures v2.1" or "Futures v2.2" mode use the following URL: wss://ws.lmex.io/ws/oss/futures By default URL for "Spot" mode is chosen. |
| Trades WebSocket URL | wss://ws.lmex.io/ws/spot | Trades WebSocket root URL. To start the connector in "Spot" mode use the following URL: wss://ws.lmex.io/ws/spot To start the connector in "Futures v2.1" or "Futures v2.2" mode use the following URL: wss://ws.lmex.io/ws/futures By default URL for "Spot" mode is chosen. |
| Read Timeout | 20000 | Read timeout in milliseconds. |
| Reconnect Timeout | 15000 | Reconnect timeout in milliseconds. |
| Exchange Name | LMEX | Exchange name for this session. |
| Use New Symbol Naming | true | Select this option if you want to use new symbol naming (ex: 'BTCPFC' -> 'BTC-PERP'). |
| 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 instrument types: the current version supports SPOTs and FUTUREs only.
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| CRYPTO-PAIR (upper case) | BTC-USD ETH-USD |
| CRYPTOFUTURE (upper case) | BTCPFC |
Full symbol list:
https://api.lmex.io/spot/api/v3.2/market_summary
https://api.lmex.io/futures/api/v2.1/market_summary
Logging
To enable detailed logging, use these lines in the <QSHOME>/config/gflog.xml file:
<logger name="deltix.qsrv.hf.plugins.data.lmex" level="DEBUG">
<appender-ref ref="safeAppender"/>
</logger>