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MidChains Market Data Connector

MidChains Data Connector based on WebSocket and REST.

Features

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

Configuration

Data Connector Parameters

ParameterDefault ValueDescription
WebSocket URLN/AWebSocket root URL of the MidChains LP Gateway (Order Book Trading). Example (development): wss://lpob-gateway-dev.midchains.info/v1/ws.
REST URLN/AREST root URL of the MidChains LP Gateway. Used for login (challenge–response) and session keepalive. Example (development): https://lpob-gateway-dev.midchains.info/.
API KeyN/AAPI key (UUID) registered with the MidChains LP Gateway (api_key_id).
Private KeyN/APEM file (.pem) holding the RSA-2048 private key used to sign the login challenge. Generate a key pair with OpenSSL if needed:

openssl genrsa -out client_private.pem 2048
openssl rsa -in client_private.pem -pubout -out client_public.pem

Share the public key with MidChains; keep the private key secret.
Read Timeout45000Read timeout in milliseconds.
Reconnect Timeout15000Reconnect timeout in milliseconds.
Keepalive Interval30000Interval in milliseconds between REST session keepalive calls (POST /api/v1/keepalive). Must be shorter than the gateway keepalive timeout returned at login confirm.
Exchange NameMIDCHAINSExchange name for this session.
Output Book Size20Size of the output book.

Symbology

Symbols use the BASE/QUOTE pair format as the MidChains WebSocket subscription channel. Symbols are case-sensitive and use upper-case letters.

Supported symbol notations:

Symbol NotationExamples
BASE/QUOTEUSDC/USD
BTC/USD
BTC/USDT
BTC/AED

For the full list of tradable pairs, refer to the MidChains markets endpoint (GET /v1/markets) described in the MidChains LP Gateway Integration Guide.

Logging

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

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