This document describes the interfaces to the services provided by MarketFactory, via which MarketFactory customers may access multiple FX venues for market data and trading. Facilities for both market-making and regular trading (“taking”) are available.
Access is provided via the SBE protocol using an open-source implementation and alternatively a purely API-based approach (referred to as the “classic” API) using MarketFactory’s own messaging.
- Chapter 1 describes how to use the SBE implementation to access market data and trading functionality via the MFClientclass.
- Chapters 2 and 3 describe the SBE MFSession and MFHandler interfaces which together enable the integration of the MarketFactory client into a customer’s trading system.
- Chapters 4 and 5 describe how to access market data and order management functionality via the SBE MFClient interface. Chapter 6 describes the considerations to be made when migrating from the classic library-based MFAPI to the protocol-based SBE interface.
- Chapter 7 describes how to migrate from the classic API.
- Chapters 8 and 9 are devoted to regular “taking” trading and market-making via the classic API.
- Chapter 10 contains a glossary and notes on venue-specific behaviours
- Appendix A contains the mappings from XML to the message types. These mappings are machine-generated directly from the XML.
- Appendix B details the mappings for each message field in the classic MFAPI messages to the fields as used in the SBE implementation.
Overview
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