Trade Streaming

This component creates a web socket with clients. Once established the Clients can receive trade updates through this service.

How to connect

In order to connect to GTN API TRADE STREAMING UAT, setup a WebSocket connection should be established to the following endpoint,

wss://gtn-api-uat.globaltradingnetwork.com/websocket

Authenticate

Once a Websocket connection is established, the program is required to send a message with token information as following for authentication purposes.

{
  "token": "auth_token"
}

Users cannot do anything without getting authenticated with GTN. Socket connection will be closed within 1 min if the authentication process has failed.

A server token or a customer token can be used; to connect to trade streaming. However only 1 server token will be support at any given time for an institution.

A valid token must be used to establish socket connection.

Heartbeat

After creating a web socket, the web socket client is required to send a heartbeat pulse (recommend ; 1 pulse/30 s) to the server. If a heartbeat message is not received within 1 min period, the server will close Websocket session.

The client application is required to send following message a heartbeat and the sever will respond to each with same message.

h

---

Responses

{

    "orderNumber": "XXXXXX",
    "orderId": "XX",
    "originalOrderId": "XX",
    "exchange": "XXX",
    "symbol": "XXXX",
    "accountNumber": "XXXXX",
    "orderSide": "X",
    "orderType": "X",
    "averagePrice": X.X,
    "orderQty": XX.X,
    "filledQty": XX.X,
    "orderValue": XXX.X,
    "netOrderValue": XXX.X,
    "filledOrderValue": X.X,
    "commission": X.X,
    "createdDate": "yyyy/MM/dd-HH:mm:ss",
    "rejectReason": "XXXXXXX",
    "orderStatus": "X",
    "institutionCode": "XXXXX",
    "customerNumber": "XXX",
    "tif": "X",
    "executionId": "XX"

}

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Web Socket Client sample code

export class WebsocketService {

  websocket: WebSocket | undefined;
  public webSocketMessage: string[] = [];

  constructor() { }

  openWebSocketConnection(url:string){
    this.websocket = new WebSocket(url);

    this.websocket.onopen = (e)=>{
      console.log(e);
    }

    this.websocket.onmessage = (e) =>{
      console.log(e);
      this.webSocketMessage.push(e.data);
    }

    this.websocket.onclose= (e)=>{
      console.log(e);
    }
  }

  sendWebSocketMessage(msg: string){
    if(this.websocket!= undefined)
    this.websocket.send(JSON.stringify(msg));
  }

  closeWebSocketConnection(){
    if(this.websocket!= undefined)
    this.websocket.close();
  }

}