Whisperer Enterprise is based on industry standard interface standards, and as such no closed/proprietary API is required to communicate with Whisperer Enterprise server components. The SBE Schema serves as the system's API.
For those client not immediately familiar with binary messaging protocols such as SBE, MarketFactory has prepared a open sample client application in Java illustrating best practice models for usage of the codec stubs generated from the schema, threading model, callbacks etc. This should be considered a starting point for integration into the customers specific deployment architecture.
The SBE encoders and decoders in the samples are generated using the SBETool with the following options:
[UPDATED] Included the reference API source code in the 'src' directory. It is also included in the '-sources'.jar in the libs directory.
[UPDATED] Removed the 'Tools' directory as it was out-of-date.
4.3.0 - 21 September 2021
[UPDATED] Added support and sample for the Replay Service.
4.2.0 - 15 June 2021
[UPDATED] Added, temporary, support for the original logon protocol that changed in version 4.0.0. Now both protocols, new and original, are supported. The code 'guesses' at which protocol the server is using - no code changes required on the user's side.
4.1.0 - 2 Feb 2021
[UPDATED] Schema changed to 18654
4.0.0 - 20 Jan 2021
[UPDATED] BREAKING CHANGE. Schema changed to 18542
Reject and BusinessMessageReject - These standard FIX protocol messages have been added as part of a planned migration from ErrorReport, which will be deprecated in due course.
TenorType - M13 & M14 tenors added, for Integral_RFS_Maker
Execution Report legAvgPx - New field
MarketDataRequest - Now incorporate a NoBodyPassthruFields block to support per-venue customisation.
Additional values in various enums
[UPDATED] BREAKING CHANGE. Synchronisation Model Changed
Details here https://confluence.marketfactory.com/x/IIFZAg
The Sample Client will not work with servers prior to the 2020.11.16.WE version
[UPDATED] Removed the requirement for samples to increment next expected sequence numbers.
To increase the consistency and clean up the sample code the inputSequenceStore.compareAndIncrement(messageHeader.msgSeqNum()); has been removed from every onXXX message handler callback method. The incrementing happens before the message is sent to the callback.
3.1.1 - 24 Nov 2020
[FIX] Ensured HeaderFlags is cleared on all Sample outgoing messages
3.1.0 - 6 Aug 2020
[UPDATED] Schema changed to 18459
Fixes spelling with enum value in QuoteRequestRejectReason ProviderUnAvailable -> ProviderUnavailable
3.0.0 - 21 Jul 2020
[UPDATED] BREAKING CHANGE. Schema changed to 18444
PossDupFlag moved from tradingFlags to the new headerFlags
MassQuote HasExtendedPriceFields repeating group removed and replaced/split into HasExtendedBidFields and HasExtendedOfferFields
Other important changes:
Added MDReqRejReason and QuoteRequestRejectReason, CxlRejReason fields to MarketDataRequestReject, QuoteResponse, OrderCancelReject respectively
Changes to enum values
NOTE: This schema version will only work with gateways that have schema version 18444+. You should compare schema version 18444 with the schema version you are currently using to determine the changes relevant to you.
[UPDATED] Added ESPMakerSample with pricing and orders connection.
2.1.0 - 22 May 2020
[UPDATED] Schema changed to 18394
RegulatoryBodies - added enum value ClearingFirm
TradingFlags - IsSynthetic option added to indicate the message generated by Whisperer; not the venue
MarketDataIncrementalRefresh - new field MDSubFeedType added to the body
EndMarker - added fields and repeating groups
QuoteCancel - added NoHops block
2.0.2 - 23 Apr 2020 RC2
[UPDATED] Updated the MassQuoteTradingSample to better handle reconnection attempts.
[UPDATED] Added ESPMakerSample with both pricing and orders connection.
2.0.1 - 8 Apr 2020
[UPDATED] Added callback handlers and samples for MarketData Pricing, MassQuote Pricing, and Trading.
2.0.0 - 30 Mar 2020
[UPDATED] BREAKING CHANGE. Schema changed to 18320. MessageLength increased, message fields changed order, new fields and repeating groups added. This schema version will only work with gateways that have schema version 18320+. You should compare schema version 18320 with the schema version you are currently using to determine the changes relevant to you.
1.2.0 - 24 Mar 2020
[UPDATED] Schema changed to 18309 related to MiFID EDM/IDM/Person|Algo.
New enum value MiFIDInvestmentDecisionMakerAsAlgorithm
Additional changes:
BodyRegulatoryKey enum value SFTRSecuritiesFinancingTransactionFlag moved to LegRegulatoryKey enum value LegSFTRSecuritiesFinancingTransactionFlag
TenorType enum values added/modified
1.1.1 11 Feb 2020
[UPDATED] Updated SBE schema to 18208. Added new enum value 'AllocMiFIDLEI' for use in NoAllocRegulatoryFields
1.1.0 1 Dec 2019
[ADDED] Source code
[ADDED] More tool scenarios to create various logon scenarios
1.0.1 20 Nov 2019
[FIX] ExecutionAck replay is now allowed during the sever to client synchronization phase.
1.0.0 1 Nov 2019
[FIX] Received Heartbeats and Test Request messages now automatically increment the next expected sequence number
0.1.6 09 Oct 2019
[UPDATE] Added mock server tool source. Mock server can be used to simulate scenarios locally.
[UPDATE] Updated SBE schema to 18167
[UPDATE] Increased send and receive buffer size to 64k
0.1.5-beta
[UPDATE] updated SBE schema to 18129 and necessary changes to the sample
0.1.4-beta
[UPDATE] SBE schema to 18079
[FIXED] MakerSample includes forward points and party ids necessary for FxAll QuickTrade
0.1.3-beta
Initial Release
Whisperer Enterprise is based on industry standard interface standards, and as such no closed/proprietary API is required to communicate with Whisperer Enterprise server components. The SBE Schema serves as the system's API.
For those client not immediately familiar with binary messaging protocols such as SBE, MarketFactory has prepared a open sample client application in Java illustrating best practice models for usage of the codec stubs generated from the schema, threading model, callbacks etc. This should be considered a starting point for integration into the customers specific deployment architecture.
The SBE encoders and decoders in the samples are generated using the SBETool with the following options:
[UPDATED] Added, temporary, support for the original logon protocol that changed in version 4.0.0. Now both protocols, new and original, are supported. The code 'guesses' at which protocol the server is using - no code changes required on the user's side.
4.1.0 - 2 Feb 2021
[UPDATED] Schema changed to 18654
4.0.0 - 20 Jan 2021
[UPDATED] BREAKING CHANGE. Schema changed to 18542
Reject and BusinessMessageReject - These standard FIX protocol messages have been added as part of a planned migration from ErrorReport, which will be deprecated in due course.
TenorType - M13 & M14 tenors added, for Integral_RFS_Maker
Execution Report legAvgPx - New field
MarketDataRequest - Now incorporate a NoBodyPassthruFields block to support per-venue customisation.
Additional values in various enums
[UPDATED] BREAKING CHANGE. Synchronisation Model Changed
Details here https://confluence.marketfactory.com/x/IIFZAg
The Sample Client will not work with servers prior to the 2020.11.16.WE version
[UPDATED] Removed the requirement for samples to increment next expected sequence numbers.
To increase the consistency and clean up the sample code the inputSequenceStore.compareAndIncrement(messageHeader.msgSeqNum()); has been removed from every onXXX message handler callback method. The incrementing happens before the message is sent to the callback.
3.1.1 - 24 Nov 2020
[FIX] Ensured HeaderFlags is cleared on all Sample outgoing messages
3.1.0 - 6 Aug 2020
[UPDATED] Schema changed to 18459
Fixes spelling with enum value in QuoteRequestRejectReason ProviderUnAvailable -> ProviderUnavailable
3.0.0 - 21 Jul 2020
[UPDATED] BREAKING CHANGE. Schema changed to 18444
PossDupFlag moved from tradingFlags to the new headerFlags
MassQuote HasExtendedPriceFields repeating group removed and replaced/split into HasExtendedBidFields and HasExtendedOfferFields
Other important changes:
Added MDReqRejReason and QuoteRequestRejectReason, CxlRejReason fields to MarketDataRequestReject, QuoteResponse, OrderCancelReject respectively
Changes to enum values
NOTE: This schema version will only work with gateways that have schema version 18444+. You should compare schema version 18444 with the schema version you are currently using to determine the changes relevant to you.
[UPDATED] Added ESPMakerSample with pricing and orders connection.
2.1.0 - 22 May 2020
[UPDATED] Schema changed to 18394
RegulatoryBodies - added enum value ClearingFirm
TradingFlags - IsSynthetic option added to indicate the message generated by Whisperer; not the venue
MarketDataIncrementalRefresh - new field MDSubFeedType added to the body
EndMarker - added fields and repeating groups
QuoteCancel - added NoHops block
2.0.2 - 23 Apr 2020 RC2
[UPDATED] Updated the MassQuoteTradingSample to better handle reconnection attempts.
[UPDATED] Added ESPMakerSample with both pricing and orders connection.
2.0.1 - 8 Apr 2020
[UPDATED] Added callback handlers and samples for MarketData Pricing, MassQuote Pricing, and Trading.
2.0.0 - 30 Mar 2020
[UPDATED] BREAKING CHANGE. Schema changed to 18320. MessageLength increased, message fields changed order, new fields and repeating groups added. This schema version will only work with gateways that have schema version 18320+. You should compare schema version 18320 with the schema version you are currently using to determine the changes relevant to you.
1.2.0 - 24 Mar 2020
[UPDATED] Schema changed to 18309 related to MiFID EDM/IDM/Person|Algo.
