New versions of FX market Trading and Clearing systems on test environment (INETCUR_GATEWAY)

Starting from February 28, 2017 a new versions of the FX market trading and clearing systems are available on the test environment for developers (INETCUR_GATEWAY). This update includes a major internal architecture improvement: trading and clearing functionality will be performed by dedicated trading and clearing engines represented by independent hardware and software components.

Both trading and clearing engines are stand-alone systems separated in order to become the basis for future implementation of a single clearing engine for multiple markets, as well as partitioning trading engine by trading modes. Such an approach (loose coupling) will also help both the Exchange and the clients to optimize development process, as changes to trading and clearing components will be performed independently, and improve the overall system reliability by avoiding the single point of failure.

Separation of trading and clearing components also provides a technical ability to split the set of Bridge interfaces into "fast" (for trading transactions) and "slow" (for clearing operations that do not require extra low latency) that is commonly used in modern high frequency trading. Please be informed that this division is logical, not technical: "slow" interfaces will be treated as lower critical in terms of speed and latency, but there won't be any technical limitations to their actual operation.

These architecture improvements affect the external systems connectivity via ASTS Bridge native API. External systems, which require an access to both trading and clearing operations, need to establish an additional connection to the clearing system using the new clearing interface. Two connections may be established simultaneously to both systems using the same User Id.

The updated FX market trading and clearing systems will support the following ASTS Bridge interfaces:

For connecting to the trading system:

IFC_Broker24, IFC_Broker26 – existing interface versions. The structure of the interfaces remain unchanged, but all the clearing transactions will be unavailable (please see the description of clearing interface attached) and clearing and risk management tables will be empty.

IFC_Broker27 – new interface that contains only tables and transactions available in the trading system.

For connecting to the clearing system:

IFCBroker27R – new interface that contains only clearing tables (including risk-parameters) and clearing transactions.

Please find IFC_Broker27 and IFCBroker27R interface descriptions, and answers to frequently asked questions in the Broker27 and FAQ file.

Several tables (such as CURRENCY, FIRMS, TRDACC, USERS) exist in both trading and clearing interfaces – they are synchronized between the trading and the clearing engines and may be obtained by the external system from any of these sources.

Parameters for connecting to the trading system remain unchanged.

The following parameters should be used to connect to the INETCUR test clearing system via the Internet:

For further information, please contact the Public Relations Department at (495) 363-3232.