Wincent Market Data Connector

Wincent Data Connector based on FIX protocol.

Features

wincentConnector Key

Instrument Types

FX

Asset Class

Crypto

Technology

FIX

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

Parameter	Default Value	Description
Host	N/A	FIX server host.
Port	N/A	FIX server port.
SenderCompID	N/A	SenderCompID of the FIX session.
TargetCompID	N/A	TargetCompID of the FIX session.
API Key	N/A	API key for authentication in Wincent. Used as Username (553) during Logon.
API Secret	N/A	Base64-encoded API secret for authentication in Wincent. Used to sign Logon.
Use SSL	true	Enable to use SSL.
Exchange Name	WINCENT	Exchange name for this session.
Output Book Size	20	Size of the output book.

Symbology

Symbols use the <BASE>_<QUOTE>_SPOT format as defined in the Wincent OTC FIX API. Symbols are case-sensitive and use upper-case letters. Quantities are expressed in the base currency and prices in the quote currency.

Supported symbol notations:

Symbol Notation	Examples
BASE_QUOTE_SPOT	BTC_USDC_SPOT BTC_USD_SPOT

Logging

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

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