Wintermute Trade Connector

Features

fix-wintermuteConnector Key

Instruments

FX

Request Types

SUBMIT

Order Types

PREVIOUSLY_QUOTEDLIMIT

Time In Force

FOK

Order ID Mapper

SEQUENCE

✗

Order Status Request

✗

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Orders

Order Cancel, Order Cancel/Replace and Order Status requests are not supported. ClOrdID(11) must not exceed 15 characters.

OnBehalfOfSubId(116) can be used as a client-defined string of up to 15 characters.

Order Types

LIMIT and PREVIOUSLY_QUOTED orders are both sent as PREVIOUSLY_QUOTED.

Schedule

According to Wintermute, sequence numbers are never reset.

Stunnel Settings

[WINTERMUTE]
client=yes
accept = 16001
connect = rfq-uat-3.wintermute-direct.com:19501

Symbology

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

Configuration

Connector settings

Parameter	Default Value	Description
username		Username
password		Password
onBehalfOfSubId		Client defined string [a-zA-Z0-9._-]

Config sample

connectors {
    WINTERMUTE : ${template.connector.fix.wintermute} {
        settings {
            host  = "<STUNNEL_ACCEPT_HOST>"
            port  = <STUNNEL_ACCEPT_PORT>

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

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