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Fxall trading system

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fxall trading system

The StreamBase application acts as the Taker in this environment. Transactions at FXall are negotiated among several parties and executed between two parties. In both the quoting and negotiation phases, a transaction has two sides: During the negotiation phase of a transaction, there is one Taker and one or more Makers. During execution there is one Taker and one Maker. The adapter appears on the EventFlow canvas in StreamBase Studio as two icons, which share a connection to the FXall server. The EventFlow canvas icons for this adapter are:. FXallOutput — a StreamBase output adapter that submits deals and accepts or rejects the resulting quotes. Responds to queries for information, such as the available set of accounts, providers, currencies, and system. FXallInput — a StreamBase input adapter that emits tuples in response to FXall-generated events, such as quotes received in response to submitted deals. Each FXall Relationship Trading Customer adapter icon has its own set of ports, the fields for which are defined later in this document. In addition, each icon has its own properties that configure the connection to the FXall server. The connection trading for each adapter icon must be configured identically to be able to start StreamBase. The FXall Relationship Trading Customer output adapter icon has five input ports and two output ports. The input ports are used, respectively, to submit deals, accept deals, cancel deals, chat with a provider that has generated a quote in response to a submitted deal, and to query information from the adapter. The first output port emits status tuples when the state of the connection to the FXall server changes, when the adapter is suspended or resumed, and when an input tuple is rejected. The second output port emits tuples in trading to query requests. The FXall Relationship Trading Customer input adapter icon has no input ports and two output ports. The first output port emits status tuples when the state of the connection to the FXall server changes and when the adapter is suspended or resumed. The second output port emits tuples in FXall-generated events, such as quotes received in response to submitted deals. The StreamBase application submits an RFQ deal to multiple providers by enqueuing a tuple to the output adapter's SubmitDeal port. Streamed quotes from multiple providers are received, resulting in tuples emitted on the input adapter's FXallEvents port. The StreamBase application accepts a quote from a specific provider by enqueuing a tuple to the output fxall AcceptDeal port. This section describes how to use the FXall Relationship Trading Customer trading in a StreamBase application. As shown in this adapter's sample application, the adapter appears as two icons on the EventFlow canvas. In this adapter's sample application, the adapter's fxall and output ports are connected directly to externally-visible input and output streams. However, in more complex applications these ports will typically be connected to internal StreamBase operators. Add an instance of the adapter to a new StreamBase EventFlow application as follows:. In StreamBase Studiocreate a project, including an empty StreamBase EventFlow application file to host the adapter. From the Operators and Adapter drawer, drag an FXall Relationship Trading Input component to the canvas. From the Operators and Adapter drawer, drag an FXall Relationship Trading Output component to the canvas. Select system Parameters tab at the bottom of the EventFlow editor. Select the FXall Relationship Trading Customer Input adapter icon, and in the Properties view, select the Adapter Settings tab. Repeat the previous two steps for the FXall Relationship Trading Customer Output adapter adapter icon. Configure the schemas of the input streams with the fields listed in the sections below that describe the output adapter's input ports. Note that the adapter will generate typecheck errors when the input streams are missing required fields, when unexpected fields are present, or when fields are of the wrong type. System Systems recommends you start with the FXall Relationship Trading Customer adapter sample as the basis for creating your application, since it already has the input schemas defined. The FXall Relationship Trading Customer Adapter includes both input and output adapters. Each adapter has a specific set of input and output ports to communicate with the surrounding application. As with other StreamBase adapters and operators, you can optionally enable an Error Output Port, as described in Using Error Ports and Error Streams. The FXall Relationship Trading Customer output adapter submit deals, accepts or rejects the resulting quotes, chats with providers and responds to queries for information. It has five input ports and two output ports:. Output Adapter, Input Port 1: Output Adapter, Input Port 2: Output Adapter, Input Port 3: Output Adapter, Input Port 4: Output Adapter, Input Port 5: Output Adapter, Output Port 1: Output Adapter, Output Port 2: Tuples are enqueued on this port to submit deals to the FXall server. Note that the FXall sample application appends a sequence number to the user ID entered in Studio to ensure its uniqueness. In two-way deals, the FXall server withholds the direction information from the provider. If trading, the deal is passed to all available providers. The Order tuple has the following schema:. SPECIAL — represents special, non-standard settlement instructions. Tuples are enqueued trading this port to accept a quote received in response to a previously-submitted deal. If the direction was not disclosed when the deal was submitted, it must be disclosed when the deal is accepted. Otherwise, this field can be set to null. Tuples are enqueued on this port to cancel a previously submitted deal. Tuples are enqueued on this port to send chat messages to negotiating providers. A provider can only receive chat once it has picked up the deal, and until a deal is accepted, a deal is cancelled, or a quote is denied. Tuples are enqueued on this port to retrieve information from the adapter. Each accepted query request tuple results in the emission fxall a response tuple emitted on the output adapter's QueryResponse port. The input schema contains a number of tuple fields, each of which can be set to a non-null to retrieve the corresponding information. The output adapter's QueryResponse output schema has a tuple field corresponding to each tuple field in the QueryRequest schema. When an input field is null, the corresponding output field is null. Used to determine whether an account can system used to trade with a specific provier. The output adapter emits tuples on this port in response to important adapter events such as connection transitions, adapter suspend and resume activity, and rejected input tuples. The output trading emits tuples on this port in response query requests received on the QueryRequest stream. If both currencies are holiday, then only the second currency is returned. That is, the deal was not logged. The FXall Relationship Trading Customer input adapter emits tuples in response to events received from the FXall server, such as the receipt of quotes and logged deals. It has trading input ports and two output ports:. Input Adapter, Output Port 1: Input Adapter, Output Port 2: The input adapter emits tuples on this port system response to important adapter events such as connection transitions and adapter suspend and resume activity. Tuples are emitted on this port when events are received from the FXall server. Zero or more additional FXallEvents fields are populated based on the event type. This may be trading authorizations or abuse management or the trading day changes. It allows the application to know that configuration has changed. For example the user may have been assigned another account to trade. ChatMessage — an in-deal chat message has been received from a provider in discussion over a deal. CloseOfDay — the trading day has changed. All in-negotiation deals are fxall. All deals for which an AcceptDeal tuple had previously been successfully processed will continue in the FXall to their natural outcomes. These deals must be inspected using a GetLogStatus query tuple. DealLogError — the provider has failed to a log a deal or the outcome of the deal is unconfirmed because, for example, the provider connection was lost in the process of logging. DealPickup — a provider has picked up a submitted deal. Note that if the StreamBase application submits an in-competition deal successfully to three providers, the application may see three OnDealPickup tuples as each provider chooses to pickup the deal. Disconnect — the connection trading the FXall Server is broken. All deals for which an AcceptDeal tuple had previously been successfully processed will continue in FXall to their natural outcomes. NewPrice — the trading library has received a price update from a provider. QuoteDenied — a provider chooses not to quote prices for a submitted deal. The provider sends trading either in response to the original Request For Quote instead of a Pickup, or after the Pickup to indicate it is no longer quoting prices on this deal. QuoteWindowExpiry — a quote window time has expired. A timer in the FXall system starts when a deal is submitted price negotiation starts. The deal must be accepted or rejected with AcceptDeal or NothingDone respectively before the timer expires to prevent this callback. This mechanism prevents deals from remaining in negotiation for longer that the FXall administrator has defined. The Quote Window time is a function of the currency pair and the order type and may be altered by the administrator prior to SubmitDeal. ServerMessage — an FXall administrator or server is sending a message to the StreamBase application or to the application's customer group. FXall system administrators can kick a StreamBase application off the FXall using ERROR, the connection is broken at the server end. This event may also be used by the FXall to provide additional notifications to the StreamBase application, such as for deal failure notifications. SubmitError — there is fxall problem at the FXall submitting a deal to one or more providers. The reason for failure is contained in the ErrorMessage and ErrorCode fields. If the Provider field is null, this indicates that the deal submit failed before sending to any providers. If the provider is not-null, this indicates the deal submit failed for that specific provider. The StreamBase application may receive a number of OnSubmitError events even if the deal has been submitted to some providers successfully, as indicated afterwards by one or more OnSubmitOk events. SubmitOk — the deal was successfully submitted to some or all of the requested providers. The FXall Relationship Trading Customer fxall uses typecheck messages to help you configure the adapter within your StreamBase application. In particular, the adapter generates typecheck messages for the following reasons:. One or more required fields in an input schema is missing or is of the wrong type. The adapter generates warning messages during runtime under various conditions, including:. A tuple is enqueued to the output adapter while the connection to the FXall server is down. A tuple enqueued to the output adapter contains one or more missing or invalid arguments. When suspended, the adapter continues to receive and process FXall messages, but no longer emits tuples on its output ports. FXall Relationship Trading Customer Adapter. Contents Introduction Adapter Properties Using the Adapter in a StreamBase Application This Adapter's Ports and Schemas Typechecking and Error Handling Suspend and Resume Behavior Related Topics. Property Description Host Name The URI used to connect to the FXall server. User Name The username for logging in to the FXall server. Password The password for logging in to the FXall server. Certificate Directory The absolute path of the directory containing the FXall keystore files. Reconnect Interval The time, in seconds, between attempts to re connect the FXall server. Log Level Controls the level of verbosity the adapter uses to send notifications to the console. This setting can be higher than the containing application's log level. If set lower, the system log level is used. Available values, in increasing order of verbosity, are: OFF, ERROR, WARN, INFO, DEBUG, TRACE, and ALL. Using the Adapter system a StreamBase Application. Note In this adapter's sample application, the adapter's input and output ports are connected directly to externally-visible input and output streams. Adding the Fxall to an EventFlow Application. Select the Editor tab at the bottom of the EventFlow editor. Connect Input and Output Streams to the adapters' input and output ports. This Adapter's Ports and Trading. Output Adapter System Input Adapter Ports. SubmitDeal Output Adapter, Input Port 2: AcceptDeal Output Adapter, Input Port 3: NothingDone Output Adapter, Input Port 4: Chat Output Adapter, Input Port 5: QueryRequest Output Adapter, Output Port 1: FXallOutputStatus Output Adapter, Output Port 2: The Order tuple has the following schema: Field Data Type Description CustomerID string The ID of the order within the Taker's StreamBase application's Electronic Trading System. PortfolioID string The ID of the portfolio containing this order for custom Taker StreamBase application use. OrderBatchId int The ID of the order batch containing this order, for custom Taker StreamBase application use. OrderBatchCount int The number of orders in the order batch, for custom Taker StreamBase application use. AutoTradable bool This flag is set to false by the Taker StreamBase application if the Taker wants to trade with a human trader Maker. The default is true. TakerOrderReference string The reference to the order within the Taker's StreamBase application's back-office system. TakerOrderConfirmation string A confirmation of or reference to the completed deal within the Taker's StreamBase application's back-office system. TakerOrderCustom string Field for custom-use by the Taker StreamBase application. DealRemarks tuple Zero or more remarks associated with the deal. Each deal remark has the following fields: Field Data Type Description Type string The order type, one of: SPOTFORWARDSWAPor BLOCK. BaseCurrency string The base currency for the order. TermsCurrency string The terms currency for the order. DealtCurrency string The currency that the amounts are specified in. Legs List tuple One or more leg records in the order. Each tuple member of the Legs list has the schema described in the following table. Field Data Type Description ValueDate string The Value Date of all requirements within this leg. The date is in YYYYMMDD format. By trading a non-null value in this field, the value date type and spot date is automatically calculated. If the value date is not recognized as a tenor then the value date type is set as BROKEN. If the value date is not recognized, then nothing is set. ValueDateType string The Shorthand Value Date Type of all requirements in this leg, such as 1M in the case of a one month value date. By providing a non-null value in this field, the value date and spot date is automatically calculated. If the value date type is not recognized as a valid tenor then nothing fxall set. BROKEN is a valid fxall for this field in addition to the tenors, but the field cannot be assigned as BROKEN. Requirements list tuple One or more requirement records within this FX leg. Each requirement record has the schema described in the following table. Field Data Type Description TakerBuysBase bool True if the Taker StreamBase application is buying the base currency and false otherwise. A null value prevents the direction from being disclosed. Account string The account that is being traded against. DealtAmount string The amount of the dealt currency being bought or sold. System string Field for custom use by the Taker the StreamBase application. SourceId string Field for custom use by the Taker the StreamBase application. SettlementDetails list tuple One or more settlement detail records associated with the requirement. Each system detail record has the schema described in the following table. Field Data Type Description Type string The type of settlement instructions to be used: STANDARD — represents standard settlement instructions. Connection SuspendResume User Input. Up — connection to FXall server is up Down — connection to FXall server is down Suspending — adapter is being suspended Resumed — adapter has been resumed Rejected — an input tuple has trading rejected. DENIED — deal denied. FXallInputStatus Input Adapter, Output Port 2: Up — Connection to FXall server is up Down — Connection trading FXall server is down Suspending — Adapter is being suspended Resumed — Adapter has been resumed. AdminEventType ChatMessage — an in-deal chat message has been received from a provider in discussion over a deal. UserId, FxallId, Provider, ChatMessage CloseOfDay — the trading day has changed. EodCurrency DealLogError — the provider has failed to a log a deal or the outcome of the deal is unconfirmed because, for example, the provider connection was lost in the process of logging. UserId, FxallId, Provider, ErrorMessage DealLogged — the provider has logged the deal. UserId, FxallId, Provider DealPickup — a provider has picked up a submitted deal. UserId, FxallId, Provider Disconnect — the connection to the FXall Server is broken. None NewPrice — the trading library has received a price update from a provider. UserId, QuoteId, FxallId, Provider, Order QuoteDenied — a provider chooses not fxall quote prices for a submitted deal. UserId, FxallId, Provider, Reason QuoteWindowExpiry — a quote window time has expired. UserId, FxallId ServerMessage — an FXall administrator or server is sending a message to the StreamBase application or to the application's customer system. ServerMessageType, ServerMessage SubmitError — there is a problem at the Fxall submitting a deal to one or more providers. UserId, Provider, ErrorMessage, ErrorCode SubmitOk — the deal was successfully submitted to some or all of the requested providers. UserId, System WithdrawPrice — a price has been withdrawn by a provider. Typechecking and Error Handling. A required property such as the FXall host name or username is missing. One or more unexpected fields are present in an input schema. The adapter fails to connect or loses its connection to the FXall server. Suspend and Resume Behavior. Controls the level of verbosity the adapter uses to send notifications system the console. The ID of the order within the Taker's StreamBase application's Electronic Trading System. The ID of the portfolio containing this order for fxall Taker StreamBase application use. The ID of the order batch containing this order, for custom Taker StreamBase application use. The number of orders in the order batch, for custom Taker StreamBase application use. This flag is set to false by the Taker StreamBase application if the Taker wants to trade with a human trader Maker. The reference to the order within the Taker's StreamBase application's back-office system. A confirmation of or reference to the system deal within the Taker's StreamBase application's back-office system. Field for custom-use by the Taker StreamBase application. Zero or more remarks associated with the deal. One or more more instrument orders associated with the deal. Each instrument order tuple has the schema described in the following table. The order type, one of: One or more leg records in the order. The Value Date of all requirements within this leg. The Shorthand Value Date Type of all requirements in this leg, such as 1M in the case of a one month value date. One or more requirement records within this FX leg. True fxall the Taker StreamBase application is buying the base currency and false otherwise. Field for custom use by the Taker the StreamBase application. One or more settlement detail records associated with the requirement. The type of settlement instructions to be used:

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2 thoughts on “Fxall trading system”

  1. alex@terehov says:

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  2. sersar says:

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