Jane Street Trade Connector

Features

fix-jcxConnector Key

Instruments

FX

Request Types

SUBMITCANCEL

Order Types

LIMIT

Time In Force

DAYIOC

Order ID Mapper

SEQUENCE

✗

Order Status Request

✗

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Message Recovery

JCX does not resend lost messages after a sequence reset.

JCX does not support sequence number reset mid-session. ResetSeqNum(141)=Y in a Logon message is not supported.

Connectivity

JCX requires secure connection with client-side certificate validation. Self-signed certificates are allowed.

Configuration steps:

• Generate self-signed certificate:

  openssl req -x509 -newkey rsa:4096 -keyout key.pem -out cert.pem -sha256 -days 3650 -nodes

  Note: Provide JCX with cert.pem.

• Merge key.pem and cert.pem files to one jcx.pem

  cat key.pem cert.pem > jcx.pem

• Extract server side certificate

  openssl s_client -showcerts -connect 162-254-96-31.jcx.janestreet.com:23450 < /dev/null | openssl x509 -outform PEM > 162-254-96-31.jcx.janestreet.com.pem

• Configure JCX section in stunnel.conf

  [JCX]
  client = yes
  accept = 33450
  connect = 162-254-96-31.jcx.janestreet.com:23450
  CAfile = 162-254-96-31.jcx.janestreet.com.pem
  cert = jcx.pem
  key = jcx.pem
  verify = 0

Symbology

JCX UAT supports the following symbols:

Cryptocurrency common name	Jane Street Identifier	Maximum quantity precision
Bitcoin	XBT	8 decimal places
Bitcoin Cash	BCH	8 decimal places
Bitcoin SV	BSV	8 decimal places
Litecoin	LTC	8 decimal places
Ethereum	ETH	6 decimal places
Ethereum Classic	ETC	6 decimal places
Dogecoin	DOGE	0 decimal places

The symbols available in the JCX production environment should be discussed as part of the settlement agreement.

Schedule

The UAT session runs from 01:45 to 17:00 New York time and is reset before the next session begins.

The Production system is currently available from 00:04 to 23:57, 7 days a week.

Configuration

Connector settings

Parameter	Default Value	Description
targetSubId		TargetSubID(57).

Config sample

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

      senderCompId = "<SENDER_COMP_ID>"
      targetCompId = "<TARGET_COMP_ID>"
      targetSubId = "<TARGET_SUB_ID>"
    }
  }
}