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BlockFills Trade Connector

Features​

fix-blockfillsConnector Key
Instruments
FX
Request Types
SUBMITCANCEL
Order Types
MARKETLIMIT
Time In Force
GTCIOCFOK
Order ID Mapper
COMPOSITE
✓
Order Status Request
✓
Cancel On Disconnect
✓
Commission
✗
Post Only
✗
Fast Cancel
✗
Fast Replace

Notes​

SSL​

For production deployments, SSL/TLS encryption is available and recommended. Enabling it must be arranged in advance with the BlockFills support team.

Message Recovery​

BlockFills does not support the FIX recovery protocol. Out-of-order or skipped sequence numbers will cause the client session to be disconnected, all open orders to be cancelled, and all market data subscriptions to be terminated. BlockFills will not process any Resend Request (35=2) messages.

Sequence Number Reset​

By default, sequence numbers for both sides of a client session are reset to 1 on each new logon. Logon messages with a sequence number other than 1 will be rejected.

If non-reset logon is required, this must be arranged with BlockFills in advance. Note that this mode restricts a given SenderCompID to a single active connection at a time.

Cancel on Disconnect​

All open orders and market data subscriptions are cancelled upon FIX session logoff or disconnection.

Order Status Request​

Order Status Request is not currently supported — BlockFills has it on their roadmap but it is not yet available. The practical impact is limited by the Cancel on Disconnect guarantee: any open orders are immediately cancelled on the BlockFills side upon disconnection, making it highly unlikely that a fill could occur without being reported to the client.

Symbology​

Currency pairs in BASE/QUOTE format, e.g. BTC/USD.

Schedule​

  • Operating Hours: Production and UAT environments are available 24/7/365.

Configuration​

Connector settings​

ParameterDefault ValueDescription
usernameUsername
passwordPassword

Config sample​

connectors {
    BLOCKFILLS : ${template.connector.fix.blockfills} {
        settings : {
            host = "<HOST>"
            port = <PORT>

            senderCompId = "<SENDER_COMP_ID>"
            targetCompId = "<TARGET_COMP_ID>"

            username = "<USERNAME>"
            password = "<PASSWORD>"
        }
    }
}

Documentation​