Zodia RFQ Connector

Features

rfq-crypto-zodiaConnector Key

Instruments

FX

Request Types

SUBMIT

Order Types

PREVIOUSLY_QUOTED

Time In Force

FOK

Order ID Mapper

CUSTOM

✗

Order Status Request

✗

Cancel On Disconnect

✗

Commission

✗

Post Only

✗

Fast Cancel

✗

Fast Replace

Notes

Required request properties

Quote Request:

• Currency
• Size
• Settlement Type

Order New Request:

• Quote Id

Please note:

• Only a base instrument currency is accepted as Quote request currency.
• Only TRADEABLE quote type is accepted.

Optional request properties

Quote Request:

• Party Id or Account

Order New Request:

• Account

Account groups

Account group UUID could be provided with the PartyId or Account properties of a QuoteRequest. The same UUID is expected to be provided with the Account property of a OrderNewRequest.

This use of the properties is possible when connector's setting useAccount is set to true.

When PartyId and Account properties are not provided with requests or useAccount = false, default account connector's setting is used.

Request type	useAccount	PartyId property	Account property	Resulting accountGrpUuid
QuoteRequest	true	defined	defined	PartyId
QuoteRequest	true	defined	not defined	PartyId
QuoteRequest	true	not defined	defined	Account
QuoteRequest	true	not defined	not defined	account connector's setting
QuoteRequest	false	any	any	account connector's setting
OrderNewRequest	true	N/A	defined	Account
OrderNewRequest	true	N/A	not defined	account connector's setting
OrderNewRequest	false	N/A	any	account connector's setting

Settlement type

The following settlement types are currently supported:

Ember Settlement Type	Exchange Tenor	Exchange Description
TODAY (1)	T	Will retrieve price for closest available value date to 'today'
TOMORROW (2)	T1	Will retrieve price for closest available value date to 'tomorrow'

Symbology

Symbol name is in the form <base-currency>.<quote-currency> (e.g. BTC.USD).

Instruments list for production env is available via following request:
https://trade-uk.zodiamarkets.com/zm/rest/available-instruments

Configuration

Connector settings

Parameter	Default Value	Description
stream		Name of Timebase stream for quote requests and quotes
websocketRequestTimeout	3s	Timeout for quote and new order requests via websocket. The quote will be rejected, the order will be added to synchronization after the timeout expires.
account		Default account.
useAccount	false	Defines whether or not to use Party ID or Account from requests. See Account groups section for detailed explanation.
syncSettings.syncInterval	20s	Trades synchronization retry interval on successful attempt.
unackOrderSettings.maxUnackOrderAge	1m	Not found unacknowledged (lost) orders will be discarded after this period.
tradesSyncSettings.tradesRequestSizeLimit	50	Limitation for the number of trades in the transaction list response. Maximum value is 200.
tradesSyncSettings.tradeHistoryLookBackPeriod	5s	The time interval from order creation to the past for the start time filter of the transaction list request.
tradesSyncSettings.retryOnFailurePeriod	5s	Trades synchronization retry interval on failed attempt.

Config sample

include classpath("crypto-connectors.conf")

connectors {
    ZODIA: ${template.connector.rfqcrypto.zodia} {
        settings {
            restUrl = " https://trade-uk.zodiamarkets.com"
            websocketUrl = "wss://trade-uk.zodiamarkets.com/zm/ws/ws-client"

            stream = "<TIMEBASE_STREAM_KEY>"

            apiKeys = [{
              apiKey = "<API_KEY>"
              apiSecret = "<API_SECRET>"
            }]
        }
    }
}