In the Securities section it is possible to browse through the universe of the available symbols (instruments)
and add new symbols to the current instance of the Market Maker.

The Securities screen is split in two sections:

  • available or predefined symbols
  • stored symbols ( available for the current instance of the Market Maker). May be initially empty.

Parameters

Parameter Required Description
Vendor Yes Name of the (vendor) exchange. E.g.: KRAKEN
Symbol Yes Symbol (instrument) name
Type No Instrument type
Base Currency Yes Usually the first currency in the currency pair. Represents how much of the Term currency is needed to buy one unit of the Base currency. Quantity is measured in the Base currency units, unless BaseCurrency=XXX (applicable for marginal trading, when there is no account for trading currency)
Term Currency Yes Usually the second currency in the currency pair and is used to determine the value of the Base currency.
Min Order Size Currency No Currency type for minimal order size
Commission Currency No Commission currency type
Min Order Size Yes Minimal order size per currency per vendor. E.g.: 0.002 for BTC for KRAKEN.
Order Size Precision Yes Order size precision per instrument per vendor. Max allowed number of decimal places. E.g.: 0.00000001 BTCUSD for KRAKEN
Order Price Precision Yes Order price precision per instrument per vendor. Max allowed number of decimal places. E.g.: 0.1 BTCUSD for KRAKEN
Maker Commission Yes Maker commission value. Charged when passive (limit) orders get executed
Taker Commission Yes Taker commission value. Charged when aggressive (market) orders are filled
Vendor Feed Security Yes Name of the security feed on the vendor side. The value that is expected by the exchange. E.g.: XBT/USD for BTCUSD for KRAKEN
Vendor Trading Security Yes Name of the trading security on the vendor side. E.g.: XBTUSD for BTCUSD for KRAKEN.
Extended Attributes No JSON string with additional parameters for the instrument.

Available Symbols

In this section it is possible to search any predefined symbol.

Use filter to search for the required symbol:

  • Search by vendor
  • Search by base currencies
  • Search by term currencies
  • Search by currency types

It is possible to make more than one selection in each filter.

The output table below displays available options considering filter settings.

Add To Stored

Any of the predefined symbols can be added to the stored symbols and made available for the current Market Maker instance to work with.

  • Set filter to search for the specific symbol
  • Pick at least one symbol in the output table grid
  • Click Add to the stored to add selected symbols to the list of stored symbols
  • Click Save in the Stored Symbols screen area to apply changes
  • Saved confirmation message appears on the screen in case the operation has been successful
  • Click Restart Services

Stored Symbols

All the defined symbols for the current Market Maker instance are displayed in this screen section.

In this section it is possible to add and remove symbols from the Stored Symbols list.

Add New Symbol

Add New - use to add securities, that cannot be found in the left section of predefined securities.

  • Click Add new to add a blank line to the table
  • Specify at least all the required parameters values
  • Click Save to apply changes
  • Click Restart Services

Remove From Stored

  • Select at least one symbol
  • Click Remove From The Stored to remove item(s)
  • Click Save to apply changes

Export

  • Right-click on existing Available symbols table or Stored symbols table in Securities.
  • Press Excel export.

Export functionality works with the same table that is displayed on the Securities page. It means if there are filters applied, only filtered rows will be exported.

Import

  • Right-click on existing Stored symbols table in Securities.
  • Press Excel import.
  • Click Save to apply changes.

Import rewrites current Stored Symbols list by a new one.

Extended Attributes

  • append_currency - not used
  • calendar_code - identifier for trading hours schedule in calendar stream
  • expiration_date - when instrument will be expired (informative)
  • feed_qty_multiplier - quantity multiplier, used in MM to convert market data receiving to TB stream
  • first_traded_date - not used
  • is_inverse - true if instrument is inverse or false if not
  • is_quanto - true if instrument is quanto-contract or false if not (informative)
  • maxOrderSize - maximum order size accepted by exchange
  • min_notional - min amount size accepted by exchange
  • min_notional_currency - currency used for min notional value calculation
  • multiplier - contract multiplier, used in MM for converting between contract and currency value
  • option_type - option type
  • position_currency - currency of the position (informative)
  • price_significant_digits - max significant digits in price (Some examples for 5 digits: 1.0234, 10.234, 120.34, 1234.5, 0.012345, and 0.00012340)
  • root - not used
  • security_id - not used
  • settlement_currency - settlement currency for quanto-contracts
  • strike_price - strike price for options
  • trading_qty_multiplier - quantity multiplier, used in MM to adjust quote sizes according by broker requirements.
  • underlying - describe what is base currency for instrument (informative)