EDX Markets Trade Connector

Features

fix-edxmConnector Key

Instruments

FX

Request Types

SUBMITCANCELREPLACE

Order Types

LIMITMARKET

Time In Force

IOCFOKGTCGTD

Order ID Mapper

SEQUENCE

✗

Order Status Request

✓

Cancel On Disconnect

✓

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Throttle Limits

The following throttle limits are applied at the FIX ID level and are administered by EDX market operations.

• Maximum messages per account: 1000 messages per 5 seconds.
• If the throttle limit is exceeded, the session will be disconnected with reason RATE_LIMIT_EXCEEDED.

Cancel On Disconnect

Cancel on Disconnect is enabled by default for all FIX Order Entry sessions.
Upon disconnect, all GTD/GTT orders are cancelled; GTC orders remain on the book.

Self Trade Prevention Type

Defines the self trade operation which will be used if the exchange self-trade-prevention functionality is triggered on this order. If this order would execute against opposite side resting interest with the same self-trade prevention identifier, the specified behavior is triggered.

Note: If this setting is specified, the Self Trade Prevention Group ID must also be specified.

Self Trade Prevention Type can be configured globally via the selfTradePrevention setting or per order via order attribute 21001.

FIX Value	Settings	Description
0	CANCEL_NEWEST	If triggered, this order (the incoming order) will be canceled.
1	CANCEL_OLDEST	If triggered, the resting order will be canceled.
3	CANCEL_BOTH	If triggered, both the incoming and the resting orders will be canceled.

Market Orders

Market orders support only IOC and FOK Time In Forces.

Post-Only Orders

Post-Only orders are supported via ExecInst(18) = 6, set through order attributes.

Value	Name	Description
6	ParticipateDoNotInitiate	Post-Only - order will not attempt to remove liquidity on entry.

Symbology

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

Schedule

Parameter	Value
Time Zone	America/New_York
Start Day	Monday
Start Time	06:00:00
End Day	Monday
End Time	05:30:00
Daily Session?	Yes

Configuration

Connector settings

Parameter	Default Value	Description
username		Username.
password		Password.
orderCapacity	PRINCIPAL	Designates the capacity of the firm placing the order. Valid values: AGENCY, PRINCIPAL, RISKLESS_PRINCIPAL.
customerOrderCapacity	MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT	Capacity of customer placing the order. Valid values: MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT, RETAIL_CUSTOMER.
cryptoParticipantId		The Crypto Participant ID associated with the new order. If the CPID is not supplied, the CPID assigned as the default CPID for the Port/Account will be associated with the new order.
selfTradePrevention		Defines the desired behavior in the event of a potential trade with an order from the same firm. Allowed values: CANCEL_NEWEST, CANCEL_OLDEST, CANCEL_BOTH.

Supported order attributes

Key	Description
18	Post only. '6' value used for post only orders submission.
9416	ExtendedExecInst. Designates that an order is a Retail order or a Retail Liquidity Providing order.
528	OrderCapacity. Designates the capacity of the firm placing the order.
582	CustOrderCapacity. Capacity of customer placing the order.
21001	SelfTradePreventionType. Defines the desired behavior in the event of a potential trade with an order from the same firm.

Config sample

connectors {
    EDXM : ${template.connector.fix.edxm} {
        settings {
            host  = "<STUNNEL_HOST>"
            port  = <STUNNEL_PORT>

            targetCompId = "<TARGET_COMP_ID>"
            senderSubId = "<SENDER_SUB_ID>"

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