Xenfin Trade Connector

Features

fix-xenfinConnector Key

Instruments

FX

Request Types

SUBMITCANCELREPLACE

Order Types

MARKETLIMITSTOPSTOP_LIMIT

Time In Force

DAYGTCIOCFOKGTD

Order ID Mapper

CUSTOM

✓

Order Status Request

✓

Cancel On Disconnect

✗

Commission

✗

Post Only

✓

Fast Cancel

✓

Fast Replace

Notes

Cancel on Disconnect

Cancel on Disconnect can be enabled at the exchange level on request.

From the exchange specification:

Orders may be set to cancel upon disconnection or may persist, please discuss your preference with your representative.

Client Order ID

Only printable ASCII characters are supported. Maximum length is 127 characters; any excess is silently truncated by the exchange.

Trading on Term currency

The exchange relates order side to the order currency. From the exchange specification:

The following are equivalent:

Side (54) = Buy (1)
Currency (15) = CCY1

and

Side (54) = Sell (2)
Currency (15) = CCY2

Ember follows a different approach:

Order Side is always relative to the base currency of a currency pair, even if order currency is term currency.

To comply with Ember's convention, the connector automatically inverts the order side when the order currency is the term currency.

Symbology

Currency pairs in BASE/TERM format, e.g. EUR/USD, GBP/USD.

Schedule

Parameter	Value
Time Zone	America/New_York
Start Day	Sunday
Start Time	17:00:00
End Day	Friday
End Time	17:00:00
Daily Session?	Yes

Configuration

Connector settings

Parameter	Default Value	Description
username		Username
password		Password
account		Default account. Required when multiple accounts are available.
useAccount	false	Send account specified in the order request in the Account(1) tag.

Supported order attributes

Key	Description
1089	MatchIncrement(1089). Every execution will be in multiples of the specified value. The order will be rejected if the OrderQty and MatchIncrement are co-prime.

Config sample

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

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

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