Introduction

Skill requirements

Adaptor framework

Strategy framework

• Single-order
• Single-instrument
• Multi-instrument
• PriceInstruction

Tutorial

Adaptor Framework

Cyan Spring ATS provides an adaptor framework for you to connect to different Market data, upstream and downstream sources

Market Data interface

Depends on where you source your market data, you will need to write an adaptor to connect your market data feed to Cyan Spring ATS. The release bundle comes with a market data adaptor for exchange simulator that you may take it as an example to work with your own one. The classes to look at:

• com.cyanspring.common.marketdata.MarketDataManager
• com.cyanspring.common.marketdata.IMarketDataAdaptor
• com.cyanspring.common.marketdata.IMarketDataListener
• com.cyanspring.server.sim.SimMarketDataAdaptor(sample)
• com.cyanspring.adaptor.ib.IbAdaptor(sample)

Downstream(exchange) interface

This is where you send your orders to exchange from. The release bunlde comes with a FIX downstream adaptor. There will be very little work to do if you choose to use FIX as your downstream interface. Otherwise, you will need to write your own downstream adaptor. You may take either the simulator downstream adaptor or the FIX downstream adaptor as the example:

• com.cyanspring.common.downstream.DownStreamManager
• com.cyanspring.common.downstream.IDownStreamConnection
• com.cyanspring.server.downstream.fix.FixDownStreamAdaptor(sample)
• com.cyanspring.server.sim.SimDownStreamConnection(sample)

Upstream interface

This is where you receive your client orders if you are running a broker business

• com.cyanspring.server.upstream.UpStreamManager
• com.cyanspring.common.upstream.IUpStreamConnection
• com.cyanspring.server.upstream.fix.FixUpStreamAdaptor(sample)