Trade Connectors

Overview

Trade Connectors are pluggable components designed to standardize interactions with Order Entry APIs of various exchanges.

The Trade Connectors page in the Deltix Universe Configurator allows you to set up and manage Trade Connectors for different exchanges.

Interface Layout

The Trade Connectors page is divided into two sections:

Connectors List: Displays the list of trade connectors available for configuration.
Settings Panel: Provides configuration options for the selected trade connector.

Connectors List

The Connectors List shows all trade connectors available for configuration.

A search bar above the list allows you to quickly find connectors by exchange name or connector name:

When a trade connector has instances created for it, the number of instances is displayed in brackets next to the trade connector's name.

Example

Binance Futures/Delivery (2) indicates two configured instances of this connector.

Settings Panel

The Settings Panel allows you to configure options specific to the selected trade connector. Within the configuration form, you can view the trade connector name, the installed version number, and parameters list.

Available actions include:

Copy: Duplicate the connector configuration.
Delete: Remove the connector.
Save: Save any configuration changes.

Creating a Trade Connector

In the connectors list, locate the desired connector.
If no instances of the connector exist, click the connector's name to open the settings panel. If instances of the connector already exist, click the Add New button next to the connector's name.
Fill in the required parameters for the trade connector. Configure authentication credentials by either directly entering passwords/API keys, or specify a HashiCorp Vault path by switching from Password to Vault input mode:
Click Create to create the connector instance.
Restart services (Ember) to apply the changes.

Tip

Trade connectors typically require authentication credentials (API keys, passwords) to interact with exchanges. These can be stored either directly or securely through HashiCorp Vault integration.

Info

While basic parameters are similar across connectors, specific settings may vary by exchange.

Simulator Algorithm

The simulator algorithm emulates order execution on an exchange using prices coming from a real exchange, allowing users to test trading strategies without executing real trades or incurring actual costs.

Info

The simulator does not perform matching/crossing of orders submitted to it. It simulates execution using prices from an exchange order book.

To configure a simulator for a specific exchange, follow these steps:

In the Trade Connectors List, locate the SIM (simulator) template.
Fill in the required information:
- Name: A unique identifier for the simulator algorithm.
- Exchange: The name of the exchange to be simulated.
- Streams: A list of the TimeBase market data streams that the simulator will use to source prices.
- Symbols: A list of instrument names that will be utilized with the simulator.
Click Create to create the simulator instance.
Restart services (Ember) to apply the changes.