TP ICAP Trade Connector

Features

fix-tpicapConnector Key

Instruments

FX

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMIT

Time In Force

GTCIOCFOKDAYGTD

Order ID Mapper

SEQUENCE

✓

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✓

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Connectivity

Stunnel configuration:

[TPICAP UAT]
client = yes
accept = 11111
connect = trading-gateway.uat.helix.tpicapcloud.com:11111
verify = 0

PostOnly Orders

PostOnly order is exposed as separate order type: OrdType(40) = R.
PostOnly order type is not applicable for order replacement request.

note

PostOnly flag, which is passed in order attributes (18=6), has the priority over request's order type. Therefore, the order type, passed in the request, will be overridden if PostOnly flag is present.

Expire Time

It is allowed to pass ExpireTime(126) but it is only valid when TimeInForce is set to DAY or GTC. ExpireTime is applicable both for order submission and replacement requests.

The connector allows to send Good Till Date orders but TimeInForce(56) will be implicitly set to GTC.

Symbology

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

Schedule

Fusion Digital Assets will be extending its Trading Hours to 24 hours Monday to Friday as per the below:

Description	Details	Start Time	End Time
API Connectivity	API Connectivity permissible during these hours.	Saturday 08:30 UTC	Saturday (Following week) 00:30 UTC
Trading Session	Order Acceptance and Trading.	Monday 00:00 UTC	Saturday 00:00 UTC
Settlement Cycle	Settlement Obligations provided to Clients and Clients deliver to TP ICAP.	Daily (Monday – Friday) 08:00 UTC	Daily (Monday – Friday) 16:00 UTC
Settlement Cycle	TP ICAP reconcile and instruct delivery to Clients.	Daily (Monday – Friday) 16:00 UTC	Daily (Monday – Friday) 18:00 UTC

Configuration

Connector settings

Parameter	Default Value	Description
password		Password.
account		Default Account.
useAccount	false	When enabled account will be passed to and received from FIX messages.
selfTradePrevention		Used to select the order to cancel if Self-Trade Prevention is enabled. Valid values: CANCEL_RESTING, CANCEL_TAKING, DECREMENT_RESTING.
selfTradePreventionLevel		Used to select the matching level within the Participant/Margin/Trading Account hierarchy if Self-Match Prevention is enabled. Valid values: MARGIN_ACCOUNT, PARTICIPANT, TRADING_ACCOUNT, COMP_ID, USER.
➡️ Parties		List of the parties involved into a trading request.
parties[].partyId		Mandatory. Party identifier. Custodian name (Code).
parties[].partyIdSource		Mandatory. Valid values are: D - PROPRIETARY_CUSTOM_CODE.
parties[].partyRole		Mandatory. Used to mark the party as the custodian.
➡️ MiFID		MiFID Settings.
mifid.positionAccountCode		MiFID II – Used to indicate Execution decision within Firm Code (Trader or Algorithm). Max 30 characters.
mifid.customerCode		MiFID II – Used to indicate Client Identification Code. Max 30 characters.
mifid.investmentCode		MiFID II – Used to indicate Investment decision within Firm Code (Trader or Algorithm). Max 30 characters.
mifid.nonExecBrokerCode		MiFID II – Used to indicate Non-executing Broker Code. Max 20 characters.
mifid.algoIndicator	NO	MiFID II – Used to indicate Algo Trading. Valid values: NO, YES_EXECUTION, YES_EXEC_AND_INVESTMENT
mifid.deferredIndicator	NO	MiFID II – Used to indicate Algo Trading. Valid values: NO - Not deferred. Deferral is not yet supported.
mifid.commodityIndicator	NOT_COMMODITY_HEDGE	MiFID II – Used to indicate if a Commodities trade is for hedging purposes. Valid values: NOT_COMMODITY_HEDGE, COMMODITY_HEDGE.
mifid.orderOrigination	YES	MiFID II – used if order placed via direct electronic access. Valid values: NO, YES.

Supported order attributes

Key	Description
1	Account(1).
18	Post Only. Allowed values: 6 - Post Only order (aka Resting Limit Order Only).
126	ExpireTime(126). Format: Unix Epoch timestamp in milliseconds.
20002,7002	MiFID II – Used to indicate Execution decision within Firm Code (Trader or Algorithm). Max 30 characters.
20003,7003	MiFID II – Used to indicate Client Identification Code. Max 30 characters.
20005,7005	MiFID II – Used to indicate Investment decision within Firm Code (Trader or Algorithm). Max 30 characters.
20006,7006	MiFID II – Used to indicate Non-executing Broker Code. Max 20 characters.
20007,7007	MiFID II – Used to indicate Algo Trading. Valid values: 0 = No (default), 1 = Yes (Execution), 2 = Yes (Exec and Investment decision).
20008,7008	MiFID II – Used to indicate Algo Trading. Valid values: 0 = Not deferred (default). Deferral is not yet supported.
20009,7009	MiFID II – Used to indicate if a Commodities trade is for hedging purposes. Valid values: 0 = Not commodity hedge (default), 1 = Commodity hedge.
1724	MiFID II – Used if order placed via direct electronic access. Valid values: 99 = No, 5 = Yes (default).
20010,7010	Used to select the order to cancel if Self-Match Prevention is enabled. Valid values: Resting Order (default) = R, Taking (Aggressive) Order = T, Decrement Resting = D.
20011,7011	Used to select the matching level within the Participant/Margin/Trading Account hierarchy if Self-Trade Prevention is enabled. Valid values: Margin Account (default) = M, Participant = P, Trading Account = T, CompID = C, User (email) = U.

Config sample

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

      password = "<PASSWORD>"
      account = "<ACCOUNT>"

      # Parties group is required
      parties = [
        {
          partyId = "CLOB"
          partyRole = 16
          partyIdSource = D
        }
      ]
    }
  }
}