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Version: 1.2.0 - Production

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/v1.2

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.

Snapshot​

Whenever trade streaming is down, the client can get the lost data for a down period. Response contains all open orders till now & status updated orders from the requested time till now.

If the connection is requested by a customer token, response only contains orders related to customer number. If the connection is requested by a server token, response contains all orders related to the institution.

Snapshot can be requested for:
  • only once for a connection
  • a maximum 24hrs time period

If the client is disconnected for more than 24hrs from trade-streaming or the client wants to check the status of a particular order, Order Search or Get Oder Details endpoints can be used for it.

Request:
{
  "command": "snapshot",
  "sTime": "string",
  "type": "trade"
}
Request Fields:
  • command (required)
  • sTime (optional)
    • starting time
    • Value must match regular expression yyyy/MM/dd HH:mm:ss
    • If the sTime is not specified, 24hrs time period is considered
  • command (required)
Response:

Response contains a multiple types list of CS(Equity), OPT(Option), BND(Fixed Income), and FND(Mutual Fund). If there are more than 100 orders for the snapshot, a series of paginated response messages will be sent. Page width of each message will be 100.

{
    "type": "trade",
    "snapshot": [
        {
            "orderNumber": "xxxxxx",
            "orderId": "xxxxxx",
            "exchange": "xxxx",
            "symbol": "xxxxxx",
            "currency": "xxx",
            "settleCurrency": "xxx",
            "accountNumber": "xxxxxx",
            "orderSide": "x",
            "orderType": "x",
            "averagePrice": x.x,
            "orderQty": x.x,
            "filledQty": x.x,
            "orderValue": x.x,
            "netOrderValue": x.x,
            "orderNetSettle": x.x,
            "filledOrderValue": x.x,
            "commission": x.x,
            "vat": x.x,
            "cumulativeQty": x.x,
            "cumulativeOrderValue": x.x,
            "cumulativeOrderNetValue": x.x,
            "cumulativeOrderNetSettle": x.x,
            "cumulativeCommission": x.x,
            "cumulativeVatAmount": x.x,
            "createdDate": "yyyy/MM/dd-HH:mm:ss",
            "rejectReason": "xxxxxx",
            "orderStatus": "x",
            "institutionCode": "xxxxxx",
            "customerNumber": "xxxxxx",
            "tif": "x",
            "executionId": "xxxxxx",
            "orderReferenceId": "xxxxxx"
        },
        {
            "orderNumber": "xxxxxx",
            "orderId": "xxxxxx",
            "originalOrderId": "xxxxxx",
            "accountNumber": "xxxxxx",
            "customerNumber": "xxxxxx",
            "orderStatus": "x",
            "symbol": "xxxxxx",
            "exchange": "xxxx",
            "orderValue": x.x,
            "currency": "xxx",
            "settleCurrency": "xxx",
            "createdDate": "yyyy/MM/dd-HH:mm:ss",
            "orderSide": "x",
            "lastUpdatedTime": "yyyy/MM/dd-HH:mm:ss",
            "principal": x.x,
            "price": x.x,
            "tif": x,
            "orderType": "x",
            "expiryDate": "yyyy/MM/dd-HH:mm:ss",
            "orderQty": x.x,
            "accruedInterest": x.x,
            "commission": x.x,
            "orderReferenceId": "xxxxxx"
        }
    ]
}

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": "xxxxxx",
    "originalOrderId": "xxxxxx",
    "exchange": "xxxx",
    "symbol": "xxxxxx",
    "currency": "xxx",
    "settleCurrency": "xxx",
    "accountNumber": "xxxxxx",
    "orderSide": "x",
    "orderType": "x",
    "averagePrice": x.x,
    "orderQty": x.x,
    "filledQty": x.x,
    "orderValue": x.x,
    "netOrderValue": x.x,
    "orderNetSettle": x.x,
    "filledOrderValue": x.x,
    "commission": x.x,
    "vat": x.x,
    "cumulativeQty": x.x,
    "cumulativeOrderValue": x.x,
    "cumulativeOrderNetValue": x.x,
    "cumulativeOrderNetSettle": x.x,
    "cumulativeCommission": x.x,
    "cumulativeVatAmount": x.x,
    "createdDate": "yyyy/MM/dd-HH:mm:ss",
    "rejectReason": "xxxxxx",
    "orderStatus": "x",
    "institutionCode": "xxxxxx",
    "customerNumber": "xxxxxx",
    "tif": "x",
    "executionId": "xxxxxx",
    "orderReferenceId": "xxxxxx"
}

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();
  }

}
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