API Programming Guide Date: 01/14/2013

Transcription

1 .. API. Programming.... Guide... Date: 01/14/2013

2 Table of Contents 1. API FLOW CONNECTING STREAMING PRICES TRADING MANAGING REQUESTS MESSAGE FLOW AND REQUESTS TRADE PROCESSED ACKNOWLEDGEMENTS ERRORS HEARTBEATS AVERAGING TRADES MARKET SUPPORT BLOCKING BANK MARKET MULTI-LAYERED BID/OFFER TRADING WITH PRECIOUS METALS PEGGED ORDERS MARKET ORDERS TRADEVIEW API FUNCTIONALITY OVERVIEW HSFX CLIENT INSTITUTION CLIENT BANK TRADER CLIENT MESSAGE OVERVIEW GENERAL MESSAGE HSFX EXCEPRTION HSFX MESSAGE HSFX MSG LISTENER MARKET MESSAGE LISTENER PRICE PRICE ACK PRICE CANCEL TRADE BANK MARKET BANK PRICE TICKER QUOTE AVERAGE HEARTBEAT PEGGEDORDER Property of Hotspot FX Inc Page 2 of 37

3 1. API Flow 1.1 Connecting When an API user wants to connect to the HotSpotFX trading system, he needs to create two threads: one for sending messages to the server using the HsfxClient class and one to receive messages from the server using the HsfxMessageListener interface. When a message arrives from the server, the onmessage method in the HsfxMessageListener interface will be triggered and the calling program can process the message based on what type of object it is. When the calling program instantiates a new HsfxClient, it must provide the IP address and port number of the server, the userid of the account and the password for that account. If the login attempt is not successful, the calling program will receive an HsfxMessage with one of the following message types: 1. INCORRECT_USER_PWD means the userid or password provided is incorrect. If the calling program provides the wrong password 3 times in a row, the account will be disabled for security reasons until someone calls HotSpotFX to reactivate it. 2. ALREADY_LOGGED_IN the HotspotFX system allows only one session per userid. If someone tries to log in with a userid while someone else is already logged in under that userid, the server will kill both sessions (both people will get this message) and all prices for that userid will be cancelled. Note: the calling program could receive this message at any point during its session as it happens when someone else tries to use its userid. 3. WRONG_VERSION - periodically (every 3 months or so) a new version of the software is released. If the old version is incompatible because of a change to the messaging, we will force everyone to upgrade (advance notice is always given before any version upgrade release). If the calling program attempts to use the old version after the upgrade on our server, it will receive this message. 4. LOGIN_ERROR - some other error occurred during login and the message that is obtained by calling the getmessage() method will indicate what the problem is. It is also possible to receive one of the general error messages described in the Errors section during a login attempt if there is some other problem. Once the connection attempt is successful the API program will automatically subscribe to all currency pairs that HotSpotFX provides. If the calling program does not want to receive streaming prices for a given currency pair, it should call the unsubscribefrom()method and pass in the currency pair. If it wants to re-subscribe to a currency pair that it has unsubscribed to it should call the subscribeto() method Supporting multiple client instances in same JVM The current API library supports multiple user sessions (HsfxClient instances) within single JVM. Property of Hotspot FX Inc Page 3 of 37

4 The default is single client mode. You can enable the multiple user mode by setting a java run time parameter DMULTIUSER=true API LOGs You can enable API logs by setting a java run time parameter DAPILOG=true. Two log files will be generated under the current running directory. Default log file names are: msgsend.log logs the orders submitted msgprice.log logs order acknowledgments and trade executions You can also specify the log file folder and file name, examples as below: -DOUTPUTLOG=/foldername/logs/hspt-out.log (this logs orders submitted) -DINPUTLOG=/foldername/logs/hspt-in.log (this logs order acks and trades) The log files are in append mode so they will not get overwritten after the logon session reconnects. Under the multiple user session mode, API will also automatically insert the user ID as part of the file name, so that the log files can be easily identified Handling the disconnect/reconnect logic In the event of disconnect, the client application message listener will receive exception such as CLIENT_FATAL_ERROR. At this time you should call the disconnect() method, this ensures API internal states are cleared. After that you should call the connect(server, port, login, pwd) method to re-login Through Http Proxy There are two ways to specify Http Proxy information.. set runtime system parameters: -Dhttp.proxyHost=hostname -Dhttp.proxyPort=portnumber -Dhttp.proxyUserName=username -Dhttp.proxyUserPassword=password. enter parameters when initializing HsfxClient instances HsfxClient(String server, int portnum, String name, String password, String httphostname, int httpport, String httpproxyusername, String httpproxypassword, HsfxMsgListener listener_, boolean receivemarketmsg ) Property of Hotspot FX Inc Page 4 of 37

5 1.2 Streaming Prices Streaming dealable prices will be received by the API as Market objects containing the entire market (all current prices and quantities) for a given currency pair. Banks Users will receive Bank Market Objects instead of receiving Market Objects. If you are a Bank User and sign up for Market Objects you will receive the Bank Market Objects instead. Regular users will receive Market Objects only. To get the size of message queue which holds pending messages to matching engine, Banks Users can use the method getqueuesize(). 1.3 Trading Buy and sell ( Immediate or cancel ) requests can be sent to the server using the API methods submitspotbuy and submitspotsell. A buy request will match any open and matchable offer that is lower than or equal in price (sell requests will match any open and matchable bid that is higher than or equal in price). A buy (sell) request may be matched multiple times until the request is completely filled or until there are no further qualifying offers (bids) to match against. Any remaining quantity on the buy (sell) request that has not been matched will be automatically cancelled. Bids and offers can be sent to the server using the API methods submitspotbid and submitspotoffer. A bid request will match any open and matchable offer that is lower than or equal in price (offer requests will match any open and matchable bid that is higher than or equal in price). A bid (offer) request may be matched multiple times until the request is completely filled or until there are no further qualifying offers (bids) to match against. Any remaining quantity on the bid (offer) request will remain in the market until it is eventually fully matched, cancelled by the API user, cancelled by the server due to communications problems (too many missed heartbeats) or cancelled because the trading day has ended. An open bid (offer) may not be matchable even though its price appears matchable. This could be because: Either party has set a minimum trade size (via the API) that is smaller than the quantity requested. Either party has a lot size setting in the database that prevents matching quantities that are not multiples of that lot size. Some users have permission to submit two-way prices to the server using the submitspotbidoffer method. This method will submit a new bid and a new offer at the prices specified and will cancel the previous bid and offer submitted with this method. Each bid and offer can be matched independently, multiple times and any remaining quantity remains in the market until it is fully matched, cancelled by the next two-way price, cancelled by the API user or by the server due to communications problems or the end of the trading day. Property of Hotspot FX Inc Page 5 of 37

6 To cancel previous bid side only, you can enter zero to the Rate, Amount and showamount on the bid side of the new two-way prices. To cancel the previous offer side only, you can enter zero to the Rate, Amount and showamount on the offer side of the new two-way prices. Entering zeros for all parameters for both sides in the new two-way prices will cancel both sides of the previous prices. 1.4 Managing Requests Buy and sell requests immediately execute against available offers and bids until they are fully matched or there are no more offers and bids to match against, at which time the remaining amount of the request is cancelled. As a consequence, there is nothing to manage once a buy or sell request has been submitted to the server. Bids and offers remain in the market until they are fully matched or until the API user decides to cancel them. Requests can be cancelled in one of three ways. A bid or offer can be cancelled by calling submitcancel(request ID) where the request ID is the ID that was assigned to this bid or offer when it was submitted to the server. Alternatively, the API program can call submitcancelall(currency pair) which will immediately cancel all outstanding bids and offers in that currency pair. Finally, the API user can call submitcancelall() with no currency pair specified to cancel all his outstanding bids and offers in all currency pairs Message Flow and Requests When the API user submits a new bid/offer request using submitspotbid or submitspotoffer, they will receive a PriceAck object with one of the status settings listed below or they will receive an HsfxException. The method call will return the request ID which the calling program should save so that it can cancel the remaining bid or offer if necessary. If the PriceAck object has a status of 1, the server has accepted and is processing the request. If any matches occur, the API user will receive a Trade object for each trade with the request ID of the original bid/offer that was matched. The calling program needs to keep track of how much of the original request is remaining in the market after each trade is received. PriceAck Status Code: Status Meaning 1 Request was accepted 2 Request was rejected due to insufficient credit/margin. 3 Remaining amount was cancelled because there is nothing else that it can match against. This status is only sent for buy and sells requests. 4 Request was rejected because it was an improper format or invalid currency pair. 5 Indicates request was cancelled due to Passive only. 6 Indicates request was cancelled due to wrong lotsize. 7 Indicates request was cancelled due to out-of trading-time. 8 Indicates request was cancelled due to disable user. 9 Indicates request was cancelled due to non-tradeable. 10. Indicates cancel request was processed successfully. Property of Hotspot FX Inc Page 6 of 37

7 11 Cancel request was rejected because price is already cancelled or fully matched. 12 Indicates Invalid Price 25 Indicates dealing on the counter currency is not allowed for metals 26 Indicates quantities for gold must be even multiples of 100 or quantities for silver must be even multiples of Indicates an pegged order already exists to this side of the market 31 Indicates you can not peg to yourself 32 Indicates the specified side of the market is empty, so has no limit orders to peg 33 Indicates the specified side of the market does not have minimum amount of liquidity to peg. The amount threshold is pre-defined in hotspot marketplace per currency pair. 34 Indicates the stop limit of the pegged order has reached If the API user decides to cancel the remaining quantity of a bid or offer that is already in the market, he can call submitcancel(request ID) where he passes in the ID assigned to this request. A PriceAck object with a status of 10 will be sent back by the server if the request is successfully cancelled. A status of 11 indicates that the request could not be cancelled because it was already matched fully or cancelled previously. If the API user uses one of the submitcancelall methods they would get a PriceAck with status = 10 for each bid or offer cancelled. Buy and sell requests are handled in a similar way to bids and offers. When one is submitted to the server using submitspotbuy or submitspotsell, the method will return a request ID which the calling program should save. The server will send back a PriceAck object with one of the status settings in the table above to indicate what happened. If the status is 1 (successful) this may be followed by one or more Trade objects which reference the request ID assigned to this request. Finally, when there are no more bids or offers to match against (or if the price was missed) the calling program will receive a PriceAck object with a status = 3 to indicate that the remaining quantity has been automatically cancelled. The method submitspotbidoffer is available for liquidity providers only. This method is used to submit a new bid, new offer, cancel the old bid and cancel the old offer all at the same time. This method returns an array of two strings. The first String is the request ID for the new bid and the second String is the request ID for the new offer. All subsequent actions, whether matches or cancels, will refer to these request IDs. The calling program will receive four PriceAck objects for each method call to submitspotbidoffer - two for the new prices and two for the cancelled ones. If the new bid or offer fails to go into the system, the old ones will still get cancelled. Once the prices are on the server, they can be matched fully or matched partially. Therefore, the calling program should track the remaining amount for each requestid while it is active. As it receives Trade messages with one of its request IDs, the calling program should deduct the trade amount from the remaining amount for that request ID in its hashtable. The prices will stay live until the next bid/offer is submitted using submitspotbidoffer, or until they are matched completely, or until the program calls submitcancel with its requestid, submitcancel("usd/chf") for all prices in that currency pair, or until the server shuts down at the end of trading day. Property of Hotspot FX Inc Page 7 of 37

8 1.6 Trade Processed Acknowledgements When a Trade object is received by the calling program, it will be passed on to the API user s downstream systems. Once those systems have processed the new trade, the calling program should call the method sendtradeprocessack() and pass in either the trade ID or the entire Trade object that was received. This will let the server know that the Trade was received correctly. If the server does not receive a trade processed acknowledgement within 90 seconds of the trade, it will send out an alert to the HotSpotFX staff who will then manually call the counterparties to ensure that they know about it. 1.7 Errors General errors can occur at any point during the session or during the login phase. The NONFATAL errors generally occur when there is a problem processing a request from a user to bid, offer, buy or sell. FATAL errors usually involve problems with the connection between the API and the server. In all cases, more information about the error can be obtained by calling the getmessage() method of the HsfxMessage object. 1. A CLIENT_NONFATAL_ERROR is thrown from the client side and indicates that something is wrong with one particular request submitted (bad format, missing information, etc). 2. A SERVER_NONFATAL_ERROR is thrown from the server and also indicates that something is wrong with a particular request, so it will have the request ID of the problem price. 3. A CLIENT_FATAL_ERROR message is thrown when the API has missed too many heartbeats from the server and the connection is assumed to be broken. In this case the calling program should call disconnect() method if it has not already exited and it can assume that the server has cancelled all of its requests. 4. A SERVER_FATAL_ERROR is thrown when the server has decided that something is wrong with the connection so it has pulled all active prices for this userid and it has killed the connection from its end. 5. A PRICE_CAN message means the server has cancelled all prices for this userid. This occurs very rarely, but can occur for a variety of reasons. 1.8 Heartbeats After a connection has been established between the HotSpotFX API and the matching server, heartbeats are automatically sent at 3 second intervals to test the connection quality. If the server detects that more than 6 heartbeats have been missed, it will cancel all of the API user s outstanding bids and offers in all currency pairs. If more than 30 heartbeats are missed the server will terminate the connection with the client. Property of Hotspot FX Inc Page 8 of 37

9 Client has option to subscribe/unsubscribe to the HeartBeat object by calling the method subscribetoheartbeat(boolean). HeartBeat object will be exposed to the client application via callback when the client has enabled the subscription. HeartBeat object contains the timestamp when the heartbeat is sent by server in milliseconds. 1.9 Averaging Trades After several trades are done on the market, the API client can submit averaging trades request to HotSpotFX trading system using averagingtrades() method. This method also let API Client to add an Average object containing averaged trade information. Trades to be averaged must be same currency pair, same side and same trade date Market Support Blocking Client can choose receive best bid/offer only rather than the full market prices. When the client is blocked from seeing other banks prices, the client can see the best bid/offer prices which are not blocked. When the client is logged in, the full market is the default. After that, whenever the client calls the method receivebestbidofferonly(), the market he can see is switched between best bid/offer market and full market depend upon the flag he passed in. When flag is turned on to true, the client can see only best bid/offer, and when the flag is turned off, the client can see the full market. To see the current flag s value the method getbestbidofferonlyflag() can be used Bank Market Bank Market Objects are available for bank users/traders. If a Bank User subscribes for Market Objects, he will receive the Bank Market Objects. Each Price object in the bid/offer array contains all information for one price level. Bank Market Objects contains Bank Price object. Total Quantity of a price level is reported in Customer Quantity Multi-Layered Bid/Offer The Multiway BidOffer Function allows API Users to feed in multiple layer prices for one currency in a single method and cancel and replace old prices with new prices in a single method. Method submitmultiwaybidoffer() is available for submitting the multi-layered prices and cancelmultiwaybidoffer() is available to allow clients to cancel previously submitted layered prices. To be able to use this feature, the API login ID has to be configured with both API and multiwaybidoffer entitlement Trading with Precious Metals New functionality allows an API client to trade with Precious Metal currency pairs. The new currency pairs are XAU/USD (Gold/USD) and XAG/USD (Silver/USD). Property of Hotspot FX Inc Page 9 of 37

10 There are the following differences between regular currency and metal currency: Trade amount and show amount in two-way and multilayer trading. For regular currency pair, trade/show amount should be multiplies of 100K. For metals, it is multiplies of quotesize value in Instrument table. Metals can not be trade in counter currency Pegged Orders API clients with peg order entitlement are allowed to submit pegged orders. This is to provide the client ability to add a bid or an offer to Hotspot Market place with an automatic reprice feature and automatically updates the bid or offer price as the market moves. Method submitpeggedorder(peggedorder) is provided for submitting the pegged order. This functionality only allows one pegged order for each Buy/Sell side of the market per currency pair. Therefore, the client is not allowed to submit another pegged order per side per currency until the previous pegged order is either cancelled or fully filled. In the event of a partial fill, the remaining unfilled quantity will continue to peg. Each updated price on the pegged order results in a priceack. The new price will be included in the priceack object. Client can cancel a particular active pegged order by calling submitcancel(requestid). The pegging options available to the client are Peg Side, limit price and +/- pip. Peg Side allows the client to choose the pegged order starting point. When it is specified as Bid on a Bid, the starting point is the Best Buy price. When it is specified as Offer on a Bid, the starting point is the Best Sell price. When it is specified as Offer on an Offer, the starting point is the Best Sell price, when it is specified as Bid on an Offer, the starting point is the Best Buy price. Limit price allows the client to specify the stop point. When the specified limit price is equal to the current Best market price in the system, the order will stop pegging but remains in the system and quoted. The pegging will resume when the current market price moves away from the stop point. +/- pip allows client order to be equal to the best market price or to become the best market price. You can specify zero, or a position /negative value. Value must be in 10 th of pips. Example: Currently, the Market for EUR/USD is / When the client enters a with +/pip value =+0.1, the new Bid price posted to the Market will automatically changes to If the client enters an , the new Offer price posted to the Market will automatically changes to As the Market moves, the +/- pip will automatically increase the Bid or Offer price. Property of Hotspot FX Inc Page 10 of 37

11 1.15 Market Orders Clients can submit Market Buy/Sell orders. Users do not submit price with this request. The market order request is fulfilled at the best available market rate in hotspot market place. Method available for this operation is submitmarketbuysell Tradeview API client is able to receive Tradeview Market Data as well as to submit Tradeview orders. Tradeview Market Data: Tradeview Market Data display weighted average prices. Client can receive up to 6 layers of Tradeview Market Data on bid and offer side respectively. The default market data size/layer for all currency pairs is 1, 3, 5, 10, 20, and 50 (million units on base currency). Client who is configured to automatically receive Tradeview Market Data will receive Market Data base upon the default data size/layer settings after successful logon. Method available to enable/disable the Tradeview MarketData subscription is subscribetotradeviewmarketdata. You can also define customized market data size/layer per currency pair basis by calling the method settradeviewmarketdatasize Tradeview Order: Client can also submit Tradeview type order. This could help client to increase fill rates. This order type allows you to submit an aggressive buy/sell order that indicates the worst acceptable average price of the order executions. Executions could result in multiple parital fills. To submit a Tradeview order request, you can call the method submittradeviewbuysell. This method returns a String which is the requestid of the order. Client who is configured with a special entitlement can receive the automatic tradeview order feature upon successful logon. This means regular IOC buy/sell orders submitted by this client will be automatcially converted into tradeview orders. Client can also use the method setautotradevieworder to enable/dislable the automatic tradeview order feature. After a tradeview order is successfully submited and accepted by Hotspot system, client will receive a PriceAck object that represents the order acknowledgement and order status update. Trade object will be sent to the client if an execution is done. 2. API Functionality Overview 2.1 HSFX Client HsfxClient is a thin client that is used to send messages to the HotSpot FX trading system. It contains methods for connecting and logging into the server, submitting new prices, canceling prices, retrieving all bids and offers for a given currency pair and requesting trades within a specified range. The following documentation describes in detail the commands that can be used within the thin client. Property of Hotspot FX Inc Page 11 of 37

12 2.1.1 Institution Client Command HsfxClient Command String HsfxClient (server, portnum, name, password, listener) Parameters server - String containing the DNS name of the server to connect to. portnum - Specifies the port on the server. name - username assigned to log into the HotSpotFX trading system. password - password assigned to log into the HotSpotFX trading system. listener - the instance of the HsfxMsgListener object that the user created to listen to messages from the server. Function Creates an HsfxClient object and connects to the specified server. HsfxClient HsfxClient HsfxClient (server, portnum, name, password, listener, receivemarketmsg) HsfxClient(server, portnum, name, password, httphostname, httpport, httpproxyusernam e, httpproxypassword, listener_, receivemarketmsg ) server - String containing the DNS name of the server to connect to. portnum - Specifies the port on the server. name - username assigned to log into the HotSpotFX trading system. password - password assigned to log into the HotSpotFX trading system. listener - the instance of the HsfxMsgListener object that the user created to listen to messages from the server. receivemarketmsg obsolete; any boolean value can be used. server - String containing the DNS name of the server to connect to. portnum - Specifies the port on the server. name - username assigned to log into the HotSpotFX trading system. password - password assigned to log into the HotSpotFX trading system. httphostname - String http Proxy Host Name. httpport - int http Proxy Port. httpproxyusername - String http proxy user name. httpproxypassword - String http proxy password. listener - the instance of the Creates an HsfxClient object and connects to the specified server. Creates an HsfxClient object and connects to the specified server through http proxy. Property of Hotspot FX Inc Page 12 of 37

13 averagingtrades averagingtrades (tradesids) HsfxMsgListener object that the user created to listen to tradesids The array of trades ID for the selected ccypair. Trades to be averaged must be same currency pair, same side and same trade date. Used to let API client to submit averaging trades request to HotSpotFX trading system cancelmultiwaybidoffer Connect cancelmultiwaybid Offer (ccypair) connect (server, portnum, loginname, pwd) ccypair - The currency market convention that this cancel request applies to server - The DNS name of the HotSpotFX server. portnum - The port number to log into on the server. loginname - The user login id assigned by HotSpotFX Used to cancel all active requests for a given currency pair. Used to connect to the trading system at the location specified by the server and port number, using the supplied username and password. pwd - The user login password Disconnect disconnect () None. Disconnects from the trading system. getalltrades getalltrades() None Used to retrieve all trades executed. getinittrades getinittrades () None. Used to retrieve all the trades of current trade date. getminmdsize getminmdsize() None Used to get the current minimum market data quantity threshold setting getmsglistener getmsglistener () None Return an HsfxMsgListener object. gettradesbyrequestid gettradesbyreque stid(requested) requested The hotspot requested that is uniquely assigned to each order Used to retrieve trade object(s) associated with specified request Id getqueuesize getqueuesize() None. Used to retrieve size of message queue which holds pending messages to matching engine. getoutboundqueuesize None gettrades getoutboundqueue Size() gettrades (starttradeid) starttradeid - The starting trade id. Used to retrieve size of message queue which holds pending messages out to client. Used to retrieve all the trades, starting at the trade specified by starttradeid. gettrades gettrades (starttradeid, endtradeid) starttradeid - The starting trade id. endtradeid - The ending trade id. Used to retrieve all trades with trade Id's between startid and endid. getversion getversion() None Used to display the isconnectionalive isconnectionalive () current API version Used to check if the connection to server is Property of Hotspot FX Inc Page 13 of 37

14 receivebestbidofferonl y sendtradeprocessack sendtradeprocessack sendtradeprocessnak sendtradeprocessnak setminmdsize setmsglistener setautotradevieworder settradeviewmarketdata Size submitcancel receivebestbidoff eronly(b) sendtradeprocess Ack (tradeid) sendtradeprocess Ack (trade) sendtradeprocess Nak (tradeid) sendtradeprocess Nak (trade) setminmdsize(mi nsize) setmsglistener (listener) setautotradeview Order(on) settradeviewmark etdatasize(ccypair, bidlevels, offerlevels) submitcancel (requestid) b true to enable top of book only tradeid - of the trade to ackowledge (can be the tradeid field from the original Trade object). trade - The trade is a Trade object. tradeid - of the trade to ackowledge (can be the tradeid field from the original Trade object) trade - The trade is a Trade object. minsize The minimum quantity threshold listener - Listener is a reference to the HsfxMsgListener object that the user's program is monitoring. on the flag to turn on/off the auto tradeview order, true to enable ccypair - The currency pair is in market format such as "USD/JPY" bidlevels - The array to define display amount for each bid price levels. Maximum 6 price layers. offerlevels - The array to define display amount for each offer price levels. Maximum 6 price layers. requestid - The request id returned when the user submitted the original request. alive Used to subscribe the top of book market data only Used to acknowledge the receipt of a trade message. Used to acknowledge the receipt of a trade message. Used to not acknowledge the receipt of a trade message. Used to not acknowledge the receipt of a trade message. Used to set the min quantity threshold for market data Used to setup the message listener which receives all the messages from the Server. Used to enable/disable Auto Tradeview Trading. When this flag is enabled, regular limit IOC orders will be automatically converted to Tradeview orders Used to set Tradeview market data Size Used to cancel the transaction identified by the specified request ID. submitcancelall submitcancelall () None. Used to cancel all active requests for all currency pairs. submitcancelall submitcancelall (ccypair) ccypair - The currency pair that the cancelall applies to. Used to cancel all active requests for a given currency pair. Property of Hotspot FX Inc Page 14 of 37

15 submitcanceltradeview submitmarketbuysell submitmarketbuysell submitcanceltrade view(requestid) submitmarketbuys ell(currpair, buysell, amount, amtccy) submitmarketbuys ell(currpair, buysell, amount, amtccy, timestamp, bmintradesize, mintradesize, extpriceid, isexternal) requestid -The request id returned when the user submitted the original Tradeview order currpair The currency pair in market convention buysell buy or sell amount the quantity you wish to buy or sell amtccy the curreny that the amount is expressed in currpair The currency pair in market convention buysell buy or sell amount the quantity you wish to buy or sell amtccy the curreny that the amount is expressed in bmintradesize- minimum trading amount flag: true indicates on, false indicates off mintrade Size- minimum trading amount extpriceid- The external Price ID isexternal - true indicates enable extpriceid Used to cancel a Tradeview order. Used to submit a Market BuySell request. The market request is fulfilled at the current market price. User does not submit a price with this request. Used to submit a Market BuySell request. The market request is fulfilled at the current market price. User does not submit a price with this request. submitmultiwaybidoffer submitmultiwaybidoffer submitpeggedorder submitspotbid submitmultiwaybi doffer (currpair, quotes, timestamp) submitmultiwaybi doffer (currpair, quotes) submitpeggedorde r(peggedorder) submitspotbid (currpair, price, amount, currpair - The currency pair in market convention that the quotes represented quotes An array of quotes that the client wish to submit timestamp - The timestamp in milliseconds that indicates the price creation time. If specified, this information can be used for price protection logic. currpair - The currency pair in market convention that the quotes represented quotes An array of quotes that the client wish to submit PeggedOrder the order object represents a pegged order currpair - The currency pair in market format such as "USD/JPY" Used to submit a multiple up to 4 bids and offers in the same currency pair at the same time to the trading system. This method automatically cancels any prices on the same currency pair that were previously submitted with this function. Used to submit a multiple up to 4 bids and offers in the same currency pair at the same time to the trading system. This method automatically cancels any prices on the same currency pair that were previously submitted with this function. Used to submit a pegged order Used to submit a bid to the trading system. Property of Hotspot FX Inc Page 15 of 37

16 submitspotbid showamount, amtccy) submitspotbid(stri ng currpair, String price, String amount, String showamount, String amtccy, boolean bmintradesize, String mintradesize) price - The offer price in market format amount - The total quantity of the offer showamount - The amount you wish to show to the rest of the market. Used to hide the true size of your bid. amtccy - The currency that the amount is expressed in currpair - The currency pair in market format such as "USD/JPY" price - The offer price in market format amount - The total quantity of the offer showamount - The amount you wish to show to the rest of the market. Used to hide the true size of your bid. amtccy - The currency that the amount is expressed in bmintradesize- minimum trading amount flag: true indicates on, false indicates off mintrade Size- minimum trading amount Used to submit a bid to the trading system. submitspotbid submitspotbidoffer submitspotbid (String currpair, String price, String amount, String showamount, String amtccy, String userid, long timestamp, boolean bmintradesize, String mintradesize, String extpriceid, boolean isexternal) submitspotbidoffe r (currpair, long bidprice, long currpair - The currency pair in market format such as "USD/JPY" price - The offer price in market format amount - The total quantity of the offer showamount - The amount you wish to show to the rest of the market. Used to hide the true size of your bid. amtccy - The currency that the amount is expressed in bmintradesize- minimum trading amount flag: true indicates on, false indicates off mintrade Size- minimum trading amount extpriceid- The external Price ID isexternal - true indicates enable extpriceid currpair - The currency pair in market format such as "USD/JPY" Used to submit a bid to the trading system. Used to submit a bid and an offer in the same currency pair at the Property of Hotspot FX Inc Page 16 of 37

17 submitspotbuy submitspotbuy submitspotbuy bidamount, long bidshowamount, offerprice, long offeramount, long offershowamount) submitspotbuy (currpair, price, amount, amtccy) String submitspotbuy(str ing currpair, String price, String amount, String amtccy, boolean bmintradesize, String mintradesize) submitspotbuy(str ing currpair, String price, String amount, String amtccy, String userid, long timestamp, boolean bmintradesize, String mintradesize, String extpriceid, boolean isexternal) bidprice - The bid price in market format bidamount - The quantity of the bid bidshowamount - The amount you wish to show to the rest of the market. Used to hide the true size of your bid. offerprice - The offer price in market format offeramount - The quantity of the offer offershowamount - The amount you wish to show to the rest of the market. Used to hide the true size of your offer. currpair - The currency pair is in market format such as "USD/JPY" price - The price you wish to buy at in market format amount - The quantity you wish to purchase amtccy - The currency that the amount is expressed in currpair - The currency pair is in market format such as "USD/JPY" price - The price you wish to buy at in market format amount - The quantity you wish to purchase amtccy - The currency that the amount is expressed in bmintradesize - minimum trading amount flag: true indicates on, false indicates off mintradesize - minimum trading amount currpair - The currency pair is in market format such as "USD/JPY" price - The price you wish to buy at in market format amount - The quantity you wish to purchase amtccy - The currency that the amount is expressed in bmintradesize - minimum trading amount flag: true indicates on, false indicates off mintradesize - minimum trading amount extpriceid- The external Price ID same time to the trading system. This method automatically cancels any prices on the same currency pair that you previously submitted with this function. Two requestid's are returned to calling function: String[0] refers to the bid, String[1] refers to the offer. Used to submit a buy request to the trading system. If a buy request cannot be completely fulfulled when it is submitted, the remaining quantity is cancelled and does not remain on the system as an active bid. Used to submit a buy request to the trading system. If a buy request cannot be completely fulfulled when it is submitted, the remaining quantity is cancelled and does not remain on the system as an active bid Used to submit a buy request to the trading system. If a buy request cannot be completely fulfulled when it is submitted, the remaining quantity is cancelled and does not remain on the system as an active bid. Property of Hotspot FX Inc Page 17 of 37

18 submitspotoffer submitspotoffer submitspotoffer (currpair, price, amount, showamount, amtccy) submitspotoffer(st ring currpair, String price, String amount, String showamount, String amtccy, boolean bmintradesize, String mintradesize) isexternal - true indicates enable extpriceid currpair - The currency pair in market format such as "USD/JPY" price - The bid price in market format amount - The quantity of the offer showamount - The amount you wish to show to the rest of the market. Used to hide the true size of your offer. amtccy - The currency that the amount is expressed in currpair - The currency pair in market format such as "USD/JPY" price - The bid price in market format amount - The quantity of the offer showamount - The amount you wish to show to the rest of the market. Used to hide the true size of your offer. amtccy - The currency that the amount is expressed in bmintradesize - minimum trading amount flag: true indicates on, false indicates off mintradesize - minimum trading amount Used to submit an offer to the trading system. Used to submit an offer for a user to the trading system. submitspotoffer submitspotoffer(st ring currpair, String price, String amount, String showamount, String amtccy, String userid, long timestamp, boolean bmintradesize, String mintradesize, String extpriceid, boolean isexternal) currpair - The currency pair in market format such as "USD/JPY" price - The bid price in market format amount - The quantity of the offer showamount - The amount you wish to show to the rest of the market. Used to hide the true size of your offer. amtccy - The currency that the amount is expressed in bmintradesize - minimum trading amount flag: true indicates on, false indicates off mintradesize - minimum trading amount extpriceid- The external Price ID isexternal - true indicates enable Used to submit an offer for a user to the trading system. Property of Hotspot FX Inc Page 18 of 37

19 submitspotsell submitspotsell submitspotsell (currpair, price, amount, amtccy) String submitspotsell(stri ng currpair, String price, String amount,amtccy, boolean bmintradesize, String mintradesize) extpriceid currpair - The currency pair is in market format such as "USD/JPY" price - The sell price in market format amount - The quantity you are trying to sell amtccy - The currency that the amount is expressed in currpair - The currency pair is in market format such as "USD/JPY" price - The sell price in market format amount - The quantity you are trying to sell amtccy - The currency that the amount is expressed in bmintradesize - minimum trading amount flag: true indicates on, false indicates off mintradesize - minimum trading amount Used to submit a sell request to the trading system. If a sell request cannot be completely fulfulled when it is submitted, the remaining quantity is cancelled and does not remain on the system as an active offer. Used to submit a sell request to the trading system. If a sell request cannot be completely fulfulled when it is submitted, the remaining quantity is cancelled and does not remain on the system as an active offer submitspotsell submitspotsell(stri ng currpair, String price, String amount, String amtccy, String userid, long timestamp, boolean bmintradesize, String mintradesize, String extpriceid, boolean isexternal) currpair - The currency pair is in market format such as "USD/JPY" price - The sell price in market format amount - The quantity you are trying to sell amtccy - The currency that the amount is expressed in bmintradesize - minimum trading amount flag: true indicates on, false indicates off mintradesize - minimum trading amount extpriceid- The external Price ID isexternal - true indicates enable extpriceid Used to submit a sell request to the trading system. If a sell request cannot be completely fulfulled when it is submitted, the remaining quantity is cancelled and does not remain on the system as an active offer submitusercancelall submittradeviewbuysell submitusercancel All (userid) submittradeviewb uysell(currpair, buysell, price, amount, amtccy, bmintradesize, UserId - The user ID for this request. Currpair - The currency pair is in market format such as "USD/JPY" buysell - Specify buy or sell price - Specify rate. This is the worst tolerance price of the execution you can accept. Used to cancel all active requests for all currency pairs for the user. Used to submit a Tradeview BuySell request to the trading system. Property of Hotspot FX Inc Page 19 of 37

20 subscribeto subscribetoheartbeat mintradesize, isexternal, extpriceid) subscribeto (ccypair) subscribetoheartb eat(boolean) amount - The quantity you wish to buy or sell amtccy - The currency that the amount is expressed in bmintradesize - minimum trading amount flag: true indicates on, false indicates off mintradesize - minimum trading amount extpriceid - The external Price ID isexternal - The external Price ID flag: true indicates on, false indicates off ccypair - The currency pair to subscribe to. True to subscribe, false to unsubscribe subscribetoall subscribetoall() Used to subscribe to all currency pairs. subscribetotradeviewm subscribetotradev on - The flag to turn on/off the arketdata iewmarketdata(on) tradeview market data view, true to enable. unsubscribefrom unsubscribefromall unsubscribefrom (ccypair) unsubscribefroma ll () ccypair - The currency pair to unsubscribe from. None. Used to subscribe to fully subscribe to a given currency pair. The User should remember to clear his book before this method is called. Used to subscribe to the heartbeat information from the server Used to subscribe to all currency pairs Used to enable/disable receiving Tradeview market data (weighted average price) Used to unsubscribe from a given currency pair. User should remember to clear his book after this method is called. Used to unsubscribe from all currency pairs. Property of Hotspot FX Inc Page 20 of 37

21 2.1.2 Bank Trader Client Command Command String Parameters Function HsfxClient HsfxClient (server, portnum, name, password, listener) server - String containing the DNS name of the server to connect to. portnum - Specifies the port on the server. name - username assigned to log into the HotSpotFX trading system. password - password assigned to log into the HotSpotFX trading system. listener - the instance of the HsfxMsgListener object that the user created to listen to messages from the server. Creates an HsfxClient object and connects to the specified server. HsfxClient averagingtrades HsfxClient (server, portnum, name, password, listener, receivemarketmsg) averagingtrades (tradesids) server - String containing the DNS name of the server to connect to. portnum - Specifies the port on the server. name - username assigned to log into the HotSpotFX trading system. password - password assigned to log into the HotSpotFX trading system. listener - the instance of the HsfxMsgListener object that the user created to listen to messages from the server. receivemarketmsg - obsolete; any boolean value can be used. tradesids The array of trades ID for the selected ccypair. Trades to be averaged must be same currency pair, same side and same trade date. Creates an HsfxClient object and connects to the specified server. Used to let API client to submit averaging trades request to HotSpotFX trading system connect connect (server, portnum, loginname, pwd) server - The DNS name of the HotSpotFX server. portnum - The port number to log into on the server. loginname - The user login id assigned by HotSpotFX pwd - The user login password Used to connect to the trading system at the location specified by the server and port number, using the supplied username and password. cancelmultiwaybidoffer cancelmultiwaybido ccypair - The currency Used to cancel all Property of Hotspot FX Inc Page 21 of 37

22 ffer (ccypair) market convention that this cancel request applies to active requests for a given currency pair. disconnect disconnect () None. Disconnects from the trading system. getalltrades getalltrades() None Used to retrieve all trades executed getinittrades getinittrades () None. Used to retrieve all the trades of current trade date. getminmdsize getminmdsize() None Used to get the current minimum market data quantity threshold setting getmsglistener getmsglistener () None. Return an HsfxMsgListener object. gettradesbyrequestid gettradesbyrequesti d(requested) requested The hotspot requested that is uniquely assigned to each order Used to retrieve trade object(s) associated with specified request Id getqueuesize getqueuesize() None. Used to retrieve size of message queue which holds pending messages to matching engine. getoutboundqueuesize None getoutboundqueuesi ze() Used to retrieve size of message queue which holds pending messages out to client. getversion getversion() None Used to display the current API version isconnectionalive isconnectionalive () None. Used to check if the connection to server is alive. gettrades gettrades receivebestbidofferonly sendtradeprocessack sendtradeprocessack sendtradeprocessnak gettrades (starttradeid) gettrades (starttradeid, endtradeid) receivebestbidoffer Only (b) sendtradeprocessac k (tradeid) sendtradeprocessac k (trade) sendtradeprocessna k (tradeid) starttradeid - The starting trade id. starttradeid - The starting trade id. endtradeid - The ending trade id. b true to enable top of book only tradeid - of the trade to ackowledge (can be the tradeid field from the original Trade object). trade - The trade is a Trade object. tradeid - of the trade to ackowledge (can be the tradeid field from the original Trade object) Used to retrieve all the trades, starting at the trade specified by starttradeid. Used to retrieve all trades with trade Id's between startid and endid. Used to subscribe the top of book market data only Used to acknowledge the receipt of a trade message. Used to acknowledge the receipt of a trade message. Used to not acknowledge the receipt of a trade message. sendtradeprocessnak sendtradeprocessna trade - The trade is a Trade Used to not Property of Hotspot FX Inc Page 22 of 37

23 setminmdsize setmsglistener setautotradevieworder settradeviewmarketdatasi ze submitcancel k (trade) object. acknowledge the receipt of a trade message. setminmdsize(mins ize) setmsglistener (listener) setautotradeviewor der(on) settradeviewmarket DataSize(ccypair, bidlevels, offerlevels) submitcancel (requestid) minsize The minimum quantity threshold listener - Listener is a reference to the HsfxMsgListener object that the user's program is monitoring. on the flag to turn on/off the auto tradeview order, true to enable ccypair - The currency pair is in market format such as "USD/JPY" bidlevels - The array to define display amount for each bid price levels. Maximum 6 price layers. offerlevels - The array to define display amount for each offer price levels. Maximum 6 price layers. requestid - The request id returned when the user submitted the original Used to set the min quantity threshold for market data Used to setup the message listener which receives all the messages from the Server. Used to enable/disable Auto Tradeview Trading. When this flag is enabled, regular limit IOC orders will be automatically converted to Tradeview orders Used to set Tradeview market data Size Used to cancel the transaction identified by the specified request ID. request. submitcancelall submitcancelall () None. Used to cancel all active requests for all currency pairs. submitcancelall submitcanceltradeview submitmarketbuysell submitmarketbuysell submitcancelall (ccypair) submitcanceltradevi ew(requestid) submitmarketbuysel l(currpair, buysell, amount, amtccy) submitmarketbuysel l(currpair, buysell, amount, amtccy, timestamp, ccypair - The currency pair that the cancelall applies to. requestid -The request id returned when the user submitted the original Tradeview order currpair The currency pair in market convention buysell buy or sell amount the quantity you wish to buy or sell amtccy the curreny that the amount is expressed in currpair The currency pair in market convention buysell buy or sell amount the quantity you Used to cancel all active requests for a given currency pair. Used to cancel a Tradeview order. Used to submit a Market BuySell request. The market request is fulfilled at the current market price. User does not submit a price with this request. Used to submit a Market BuySell request. The market request is fulfilled at Property of Hotspot FX Inc Page 23 of 37