BidFX

Dotnet API

Revision number:

Revision Date:

2022-03-14

Client Support:

askfx@bidfx.com

Australia: +61 1300 097 908

Singapore: +65 3129 3838

Hong Kong: +852 3001 5868

UK: +44 808 281 2526 or

+44 208 154 5655

US: +1 833 900 2526

Dotnet API

BidFX Systems Limited

Legal Notices

This document and all portions thereof are the exclusive property of BidFX Systems Ltd. This document is protected

by copyright law and international treaties. Unauthorized possession, reproduction, duplication, or dissemination of

this document, or any portion of it, is illegal and may result in severe civil and criminal penalties. Prosecution will be

to the maximum extent possible under the law.

All BidFX computer programs and all BidFX source code are the exclusive property of BidFX. All such programs,

regardless of distributed form, are protected by copyright law and international treaties. Unauthorized reproduction

of such programs and/or code, or any portions thereof, may result in severe civil and criminal penalties, and will be

prosecuted to the maximum extent possible under the law.

This document is provided “as is”, without warranty of any kind, either express or implied, including, but not limited

to, the implied warranties of merchantability, fitness for a particular purpose, or non-infringement. Information in

this document is subject to change without notice. Technical updates are periodically added to the information

herein. BidFX may make improvements and/or changes to the product(s) and/or the program(s) described in this

publication at any time.

Companies, names, and data used in examples herein are fictitious unless otherwise noted. No part of this document

may be reproduced or transmitted in any form or by any means, electronic or mechanical, for any purpose, without

the express written permission of BidFX.

Dotnet API

Introduction ................................................................................................................................. 4

Pricing ....................................................................................................................................... 4

Programming Language .............................................................................................................. 4

Guides on Usage .......................................................................................................................... 4

Creating a Client ...................................................................................................................... 4

Pricing ....................................................................................................................................... 5

Get the Price Manager ....................................................................................................... 5

Registering for Price Updates from Subscriptions ......................................................... 6

Registering for Status Updates from Subscriptions ....................................................... 6

Check if the Pricing Connections are Ready ................................................................... 7

Wait for the Pricing Connections to be Ready ................................................................ 7

Creating a Subject .............................................................................................................. 8

Required Fields and Values ........................................................................................... 9

Valid Tenors .............................................................................................................. 10

Subscribing and Unsubscribing ...................................................................................... 11

Price Update Events ......................................................................................................... 12

Price Maps ..................................................................................................................... 12

Field Names .................................................................................................................. 13

Time Fields .................................................................................................................... 15

Subscription Status Events.............................................................................................. 15

Connection Status Events................................................................................................ 16

Accessing provider properties ........................................................................................ 17

Stop the price session ...................................................................................................... 17

Trading .................................................................................................................................... 17

Get the Trade Manager .................................................................................................... 17

Order Fields ....................................................................................................................... 19

Registering for Message Responses ............................................................................... 22

Logging ........................................................................................................................................ 23

Points of Presence ..................................................................................................................... 24

Production ............................................................................................................................. 24

Test environments ................................................................................................................ 24

Dotnet API

Introduction

This document describes the usage of the Client API for .Net applications.

The API is used to connect .NET client applications to BidFX's services, with functionality for

real-time pricing and trading.

Pricing

The API makes use of a publish-subscribe paradigm in which clients register for price updates

by subscribing on subjects. Subjects identify individual products. Liquidity providers publish

streams of real-time prices against large numbers of subjects. The BidFX price service

matches client's subscription subjects against published subjects and forwards on to each

client only those price updates that match their subscriptions.

The namespace BidFX.Public.API.Price contains all of the classes, methods and events that are

necessary to subscribe to pricing from a number of prices services. The API allows users to:

• Create a connection to our externally accessible pricing service

• Subscribe to instruments for multiple price providers

• Receive status and/or real-time price updates on each subscription

• Unsubscribe from price updates

Programming Language

The .NET API is written in C#. All of the coded examples below are also presented in C#. To

maximise compatibility across the potential community of users, we have built the API

targeting .NET v4.7.1.

Guides on Usage

Creating a Client

When using the API the main class you create is called Client although you will not normally

use this class directly. Since most applications use only a single 'Client' they usually get access

to it via the singleton BidFX.Public.API.DefaultClient. For example:

var client = BidFX.Public.API.DefaultClient.Client

client.Host = "api.ld.bidfx.biz";

client.Username = "myusername";

client.Password = "mysecretpassword!";

The table below details all possible properties:

Dotnet API

Name

Description

Type

Required

Default

Value

Host

The host name of the

BidFX point-of-presence

(see below) you want to

connect to.

string

yes

Port

The port number on which

to connect. When

tunneling via HTTPS to a

BidFX point-of-presence

this will always be 443.

int

443

Username

The username to

authenticate with. This will

have to be a valid user for

the environment / host.

string

yes

Password

The password of the

selected user.

string

yes

ReconnectInterval

The time interval to wait

between attempts to

reconnect to Puffin after a

connection drop.

TimeSpan

seconds

DisableHostnameSslChecks

A flag indicating whether

the Hostname should be

checked on the SSL

connection.

bool

false

SubscriptionRefreshInterval

The time interval to wait

between attempts to

recover bad subscriptions.

TimeSpan

5 minute

Pricing

Get the Price Manager

Once you have created your Client with the correct properties, you can then get the price

session and the price subscriber like so:

Dotnet API

var priceSession = client.PriceSession;

var priceSubscriber = client.PriceSubscriber;

This will initiate the connection to the price services and await subscriptions from you. If you

encounter an error at this point then this is most likely a result of a mis-configuration of one

of more of the above properties.

Registering for Price Updates from Subscriptions

Real-time price updates are forwarded to the client application via the standard .NET event

pattern. To register for price updates, you create a callback method (event delegate) to handle

the published events. The method signature should be as follows:

void OnPriceUpdate(object source, PriceUpdateEvent priceEvent)

You then associate your callback with the event mechanism by adding it to the session's field-

like event handler PriceUpdateEventHandler. For example:

// Define an event delegate for handling price update events.

private void OnPriceUpdate(object source, PriceUpdateEvent priceEvent)

{

IPriceMap price = priceEvent.AllPriceFields;

decimal bid = price.DecimalField(FieldName.Bid) ?? 0.0m;

decimal ask = price.DecimalField(FieldName.Ask) ?? 0.0m;

Console.WriteLine(priceEvent.Subject + " bid=" + bid + " ask=" + ask);

}

// Register the callback with the session's price update event mechanism.

priceSession.PriceUpdateEventHandler += OnPriceUpdate;

// If required, later de-register the callback from the session's price update event

mechanism.

priceSession.PriceUpdateEventHandler -= OnPriceUpdate;

Registering for Status Updates from Subscriptions

If the price service cannot provide a price for a subject for some reason, it will publish a

subscription status event against the problem subject. Again the standard .NET event pattern

is employed to manage these events. To register for status updates, you create a callback

method (event delegate) to handle the event. The method signature should be as follows:

void OnSubscriptionStatus(object source, SubscriptionStatusEvent statusEvent)

You then associate your callback with the event mechanism by adding it to the session's field-

like event handler SubscriptionStatusEventHandler. We recomment that all applications

are so inclined. For example:

Dotnet API

// Define an event delegate for handling status updates.

private void OnSubscriptionStatus(object source, SubscriptionStatusEvent statusEvent)

{

Console.WriteLine(subscriptionStatusEvent.Subject + " " +

subscriptionStatusEvent.Status + " - " + statusEvent.Reason);

}

// Register for status updates.

priceSession.SubscriptionStatusEventHandler += OnSubscriptionStatus;

// If required, later de-register from status updates.

priceSession.SubscriptionStatusEventHandler -= OnSubscriptionStatus;

Check if the Pricing Connections are Ready

To check if the session is ready for use, use the Ready property of the ISession.

if (priceSession.Ready) {

// the session is ready

}

else

{

// the session is not ready

}

Wait for the Pricing Connections to be Ready

It is not necessary to wait until the pricing connections are ready before making subscriptions

but some applications need this capability. Should you wish to wait until the pricing

connections are ready, then you can call the method WaitUntilReady on the price session. This

method takes a System.TimeSpan as a timeout interval. If the pricing connections become

ready within the given time interval then the method returns true. If the pricing connections

are still not ready by the end of the time interval then it returns false. In the latter case you

might then take the opportunity to output the status of each connection - accessible via

ProviderProperties - to find out why that connection failed to ready itself.

For example:

Dotnet API

if (priceSession.WaitUntilReady(TimeSpan.FromSeconds(30)))

{

// pricing session is ready for subscriptions

}

else

{

if (priceSession.ProviderProperties().Any(pp => ProviderStatus.Unauthorized ==

pp.ProviderStatus)

{

// invalid credentials

}

priceSession.stop();

}

Creating a Subject

A BidFX.Public.API.Subject.Subject is immutable and therefore cannot be edited once created -

we have therefore provided a builder class (BidFX.Public.API.Subject.SubjecBuilder) to allow

for easy subject creation.

We have provided static helper methods in BidFX.Public.API.Subject.CommonSubjects to help

create some likely subjects. Common component values are provided as string constants in

BidFX.Public.API.Price.Subject.CommonComponents to help reduce typing errors.

Below are some examples on how to create subjects in different ways:

var spotStreamingSubject =

CommonSubjects.CreateLevelOneSpotStreamingSubject("My_Account", "EURUSD", "UBSFX",

"EUR", "1000000.00");

var ndfQuoteSubject = CommonSubjects.CreateLevelOneNdfQuoteSubject("My_Account",

"USDKRW", "UBSFX", "USD", "1000000.00", "", "20170707");

var spotDepthSubject =

CommonSubjects.CreateLevelTwoSpotStreamingSubject("My_Account", "EURUSD", "USD",

"1000000.00");

var indicativeSubject = CommonSubjects.CreateIndicativePriceSubject("EURUSD");

// To create your own from scratch yourself you can do so like this:

new SubjectBuilder()

.SetComponent(SubjectComponentName.AssetClass, CommonComponents.Fx)

.SetComponent(SubjectComponentName.Level, "1")

.SetComponent(SubjectComponentName.LiquidityProvider, "Indi")

.SetComponent(SubjectComponentName.CcyPair, "EURUSD")

.CreateSubject();

When creating a Premium FX (stream the following fields can be used:

Name

Type

Description

Required

Example

Value

CcyPair

String

The currency pair

"EURUSD"

Dotnet API

Name

Type

Description

Required

Example

Value

Tiered

Boolean

Whether to return multiple levels

tiered on Quantity

False

CrossCurrencyPairs

Boolean

Whether to cross the currency

pairs for non USD currency pairs

False

When creating an Indicative price stream the following fields can be used:

Name

Type

Description

Required

Example

Value

CcyPair

String

The currency pair

"EURUSD"

FieldName

String

The field to be displayed from the price

subscription

"Bid"

Required Fields and Values

Field

Value

Notes

ALL (excluding Indicative or PremiumFX)

BuySideAccount

Either a BuySideAccount (your account with

BidFX to attach the order to) or the name of an

AllocationTemplate must be specified.

AllocationTemplate

AssetClass

Currency

Quantity

Also AllocQuantity for each

BuySideAllocAccount specified

RequestFor

Stream

Quote

LiquidityProvider

If Level = 2 then

FXTS".

For Indicative pricing, use "Indi"

For Premium FX pricing, use "PremiumFX"

Dotnet API

Field

Value

Notes

DealType

Spot, Swap,

Outright, NDS,

NDF

CcyPair

Tenor

Spot, 1W, 2W, 3W,

1M, 2M, 1Y, 2Y,

etc.

User can send Tenor or SettlementDate to

same effect.

If sending both, the SettlementDate will take

precedence.

SettlementDate

YYYYMMDD

Level

NumAllocs

If any BuySideAllocAccounts are specified

SWAP

FarTenor

1W, 2W, 3W, 1M,

2M, 1Y, 2Y, etc.

User can send FarTenor or FarSettlementDate

to same effect

FarSettlementDate

YYYYMMDD

FarCurrency

Should be the same as Currency

FarQuantity

Also FarAllocQuantity for each

BuySideAllocAccount specified

NDS

FarTenor

1W, 2W, 3W, 1M,

2M, 1Y, 2Y, etc.

User can send FarTenor or FarSettlementDate

to same effect

FarSettlementDate

YYYYMMDD

Valid Tenors

TOD

TOM

SPOT

SPOT_NEXT

Dotnet API

10M

11M

IMMH

IMMM

IMMU

IMMZ

Subscribing and Unsubscribing

To subscribe or unsubscribe from prices you can call the Subscribe and Unsubscribe methods

of the price subscriber. These both accept a BidFX.Public.API.Subject.Subject to operate on.

Dotnet API

var subject = new

BidFX.Public.API.Subject.Subject("Level=1,LiquidityProvider=CITIFX,Symbol=EURUSD,Curr

ency=EUR,DealType=Spot");

// Subscribe to the subject.

priceSubscriber.Subscribe(subject);

// Unsubscribe from the subject.

priceSubscriber.Unsubscribe(subject);

Subscriptions are made asynchronously in the background. The Subscribe method will

provide no immediate feedback on the success of otherwise of its action. The client will

however quickly receive feedback on the subscription via one of the event delegate callback

methods. If there is a problem then you will receive a SubscriptionStatus event. If a price was

obtained then you will receive a PriceUpdate event. Price updates have an implied status of

SubscriptionStatus.OK. Note that it is not uncommon for some price feeds to initially publish

SubscriptionStatus.PENDING, to notify the receipt of a subscription, soon followed by a price

update once the data becomes available from its own remote feed.

Subscribe has an optional argument, autoRefresh. Setting this to true will cause

the subscription to automatically resubscribe if the subscription is closed without

Unsubscribe being called on the subject, such as a Quote subscription expiring.

Price Update Events

Upon receiving a price update in the form of PriceUpdateEvent, you'll want to access the data

inside of it. There are three properties:

• A Subject called Subject equal to the subject passed to Subscribe, indicating the

instrument you have received an update for.

• An IPriceMap called AllPriceFields containing all current price fields for the instrument.

• An IPriceMap called ChangedPriceFields containing only those fields which changed in

this most recent update.

The ChangedPriceFields are always a subset of AllPriceFields and in some cases, such as the

initial snapshot, they are identical. Often GUI applications make use of the ChangedPriceFields

to flash the fields that have just updated.

Price Maps

The interface BidFX.Public.API.Price.IPriceMap, as the name suggests, provides a map of price

fields stored as name-value pairs. With an IPriceMap you can enumerate over either all the

field names in the map or all of the name-value pairs. You can also directly access individual

fields by their name. Field names are just strings with short camel-case word list. All of the

likely published field names are defined as string constants in the class called

BidFX.Public.API.Price.FieldName. To avoid simple typing errors you should use these

constants for accessing specific fields from the IPriceMap. For example:

Dotnet API

// Your event delegate for price updates

private void OnPriceUpdate(object source, PriceUpdateEvent priceEvent)

{

// You can get either AllPriceFields or ChangedPriceFields - for the purpose of

this example I will get AllPriceFields

IPriceMap price = priceEvent.AllPriceFields;

// To enumerate over all the field names as strings you can call:

IEnumerable<string> allFieldNames = price.FieldNames;

// To enumerate over all key-pairs you can call:

IEnumerable<KeyValuePair<string, IPriceField>> allPriceFields =

price.PriceFields;

// To access a specific field you can call:

IPriceField bid = price.Field(FieldName.Bid); // the result may be null if the

field is absent

// We also include convenience methods for accessing fields of a known type, for

example

decimal? ask = price.DecimalField(FieldName.Ask);

long? askSize = price.LongField(FieldName.AskSize);

int? numAsks = price.IntField(FieldName.NumAsks);

string name = price.StringField(FieldName.Name);

DateTime? bidTime = price.DateTimeField(FieldName.BidTime);

}

Field Names

The table below defines some of the more common field names that can be returned from a

subscription. These are defined as string constants in the class

called BidFX.Public.API.Price.FieldName for convienience.

FieldName

Stream & Quote

Depth

Indicative

PremiumFX

Bid

Bid1

Bid2

Bid

n...

Ask

Ask1

Ask2

Ask

n...

BidFirm1

BidFirm2

Dotnet API

FieldName

Stream & Quote

Depth

Indicative

PremiumFX

BidFirm

n...

AskFirm1

AskFirm2

AskFirm

n...

BidSize1

BidSize2

BidSize

n...

AskSize1

AskSize2

AskSize

n...

BidTime

BidTime1

BidTime2

BidTime

n...

AskTime

AskTime1

AskTime2

AskTime

n...

BidLevels

AskLevels

OriginTime

PriceID

BidSpot

AskSpot

HopLatency1

Dotnet API

FieldName

Stream & Quote

Depth

Indicative

PremiumFX

HopLatency2

SystemTime

High

Low

Broker

PercentChange

LastTick

Open

Provider

NetChange

Status

Category1

Category2

Category

n...

Time Fields

Time fields returned from a depth subscription are Decimal fields. Their value is an integer

representing the number of milliseconds since the Unix epoch (Java Time). We have provided

a helper method, BidFX.Public.API.Price.Tools.TimeFieldTools.ToDateTime(decimal

timeValue) to convert this value into a DateTime object.

Subscription Status Events

Upon receiving a status update in the form of a SubscriptionStatusEvent, you'll want to access

the data inside of it. There are three properties:

• A Subject called Subject gives the subject of the subscription the status update refers

to.

• A SubscriptionStatus containing an enum value that defines the status of the

subscription.

• A string containing a more detailed reason of the change in status.

Dotnet API

The data can be accessed as follows:

// Your event delegate for subscription status events

private void OnStatusUpdate(object source, SubscriptionStatusEvent statusEvent)

{

Subject subject = statusEvent.Subject;

SubscriptionStatus status = statusEvent.SubscriptionStatus;

string reason = statusEvent.StatusReason;

}

Most subscription status' result from temporary issues that can be resolved by the price

service. For example, if a connection goes down and fails over then the API will publish a

recoverable status code such as SubscriptionStatus.STALE and then quickly reconnect and

resume publishing prices again.

Other status codes are more serious and tend to be semi-permanent in nature; examples are,

bad symbols, invalid price source, user authentication or authorisation error. These are

normally unrecoverable without some admin user intervention followed by re-subscribing.

That said, in a long running application we need every type of error the be potentially

recoverable in time without the need to restart the application. So if a subscription comes

back with a server status code, such as the liquidity provider's remote feed not running, the

API will automatically resubscribe periodically in an attempt to recover. This re-subscription

interval is, by default, a relatively long 5 minutes to prevent overly stressing the server with

bad subscriptions. The time interval can however be configured if required by setting the

session property SubscriptionRefreshInterval.

Connection Status Events

When the price session is started it will create and start connections to each of it's providing

services. Each service connection will be initially in a down state with the status

ProviderStatus.TemporarilyDown. As connections come online or go offline they send status

updates in the form of ProviderStatusEvents. Clients can register callbacks to receive

notification of these events.

// define a callback for handling ProviderStatusEvents

private static void OnProviderStatus(object sender, ProviderStatusEvent

providerStatusEvent)

{

Log.Info("provider status: " +

providerStatusEvent.Name + " changed status from " +

providerStatusEvent.PreviousProviderStatus

+ " to " + providerStatusEvent.ProviderStatus

+ " because: " + providerStatusEvent.StatusReason);

}

// register callback with the Pisa session

priceSession.ProviderStatusEventHandler += OnProviderStatus;

Dotnet API

Accessing provider properties

It is possible to access the current properties of each provider by calling ProviderProperties on

the price session. This gives the current status of each provider. For example:

ICollection<IProviderProperties> providerProperties =

priceSession.ProviderProperties();

foreach (var providerProperties in providerProperties)

{

Log.Info(providerProperties.Name + " is " + providerProperties.ProviderStatus);

}

Stop the price session

When you are finished with the pricing session you should stop the session to free up its

resources by calling Stop. For example:

// Stop the session.

BidFX.Public.API.DefaultClient.Client.PriceSession.Stop();

Trading

Get the Trade Manager

Once you have created your Client with the correct properties, you can get the trade manager

which is able to submit and query orders.

var tradeSession = client.TradeSession;

The Trade manager has the following workflow:

Dotnet API

1. User registers an event handler to TradeSession.OrderSubmitEventHandler.

2. User creates an FxOrder object, using an FxOrderBuilder.

3. User submits the order using TradeSession.SubmitOrder(). This returns a locally-

unique MessageId. The order submission to the BidFX system is done asynchonously,

so you can have multiple messages in-flight at once.

4. The TradeSession receives a response from BidFX for the order and notifies the event

handlers.

5. The user can determine which message the callback invocation is for by checking the

MessageId of the OrderResponse passed to it.

Dotnet API

Order Fields

These are all of the order fields that can be set in FxOrderBuilder.

Each of these fields can be set via their corresponding Set method.

For example

FxOrder fxOrder = new FxOrderBuilder()

.SetAccount("FX_ACCT")

.SetCurrencyPair("EURGBP")

.SetCurrency("GBP")

.SetDealType("Spot")

.SetHandlingType("stream")

.SetPriceType("Limit")

.SetPrice("1.180000")

.SetQuantity("2000000")

.SetSide("Sell")

.SetSettlementDate("2018-02-07")

.SetReferenceOne(".NET API Example")

.Build();

Field Name

Field

Type

Example Data

Order

Type

Notes

Account

String

"FX_ACCT"

Any

The account to book the order

to.

CurrencyPair

String

"EURGBP"

Any

The currency pair being

traded.

DealType

String

"Spot"

Any

The deal type to be traded.

We support the following deal

types in FX:

• "Spot" for a spot order

• "Forward" or "Outright"

for a forward outright

order

• "Swap" for a swap

order

Dotnet API

Field Name

Field

Type

Example Data

Order

Type

Notes

• "NDF" for a non-

deliverable forward

outright

• "NDS" for a non-

deliverable swap

Currency

String

"GBP"

Any

The dealt currency, must

match either the base or term

from the given currency pair.

Quantity

String

"10000000"

Any

The dealt quantity to be

traded. Specific in terms of

the dealt_ccy.

For example: GBP 2,000,000

to trade £2m or EUR

2,000,000 to trade €2m.

SettlementDate

String

"2018-01-30"

Any

The settlement date in the

format "YYYY-MM-DD".

An order must contain either

a tenor or settlement date.

HandlingType

String

"Stream"

Any

The handling type of the order

can be one of :

• "Stream" - used in

request for stream

workflow

• "Quote" - used in

request for quote

workflow

• "Automatic" - used for

sending an order to

broker algos.

Price

String

"1.34586"

Any

The price of the order. For an

algo this could be the limit or

stop price.

Dotnet API

Field Name

Field

Type

Example Data

Order

Type

Notes

For a market order the price

can be omitted. Orders

resulting from "request for

stream/quote" workflow need

to return the last price

received from the LP that the

order is being routed to.

PriceType

String

"Limit"

Any

The price type of the order.

This can be either:

• "Limit"

• "Market"

• "Quoted"

Side

String

"Buy"

Any

The side of an order.

Can be etiher "Buy" or "Sell".

Tenor

String

"1M"

Any

The tenor of the order.

An order must contain either

a tenor or settlement date.

FixingDate

String

"2018-01-30"

NDF

and

NDS

The fixing date for an NDF or

NDS in the format "YYYY-MM-

DD".

ReferenceOne

String

Any

STP reference. Valid values

will vary from client to client. If

in doubt ask your account

manager.

ReferenceTwo

String

Any

STP reference. Valid values

will vary from client to client. If

in doubt ask your account

manager.

Dotnet API

Field Name

Field

Type

Example Data

Order

Type

Notes

FarCurrency

String

"GBP"

Swap

and

NDS

The dealt currency of the far

leg of a swap or NDS.

FarFixingDate

String

"2018-02-15"

NDS

The fixing date of a far leg of

an NDS.

FarQuantity

String

"10000000"

Swap

and

NSD

The dealt quantity of the far

leg of a swap or NDS.

FarSettlementDate

String

"2018-02-15"

Swap

and

NDS

The settlement date of the far

leg of a swap or NDS.

FarTenor

String

"2M"

Swap

and

NDS

The tenor of the far leg of a

swap or NDS.

AllocationTemplate

String

"AllocationTemplate"

Any

The name of an allocation

template to assign to the

order.

Registering for Message Responses

New order submissions and order queries are sent to the server asynchronously, and the

response is delivered as a callback to the OrderSubmitEventHandler and

OrderQueryEventHandler event handlers. These operate in the standard .NET event pattern.

A callback method (event delegate) should have the following method signature, for both

OrderSubmit events and OrderQuery events:

void MethodName(object source, OrderResponse orderResponse)

You then associate your callback with the event mechanism by adding it to the session's field-

like event handler PriceUpdateEventHandler. For example:

Dotnet API

// Define event delegates for handling order response events.

private void OnOrderSubmitResponse(object source, OrderResponse orderResponse)

{

long messageId = orderResponse.GetMessageId();

string tsOrderId = orderResponse.GetOrderId();

string state = orderResponse.GetState();

//Do something...

}

private void OnOrderQueryResponse(object source, OrderResponse orderResponse)

{

long messageId = orderResponse.GetMessageId();

string tsOrderId = orderResponse.GetOrderId();

string state = orderResponse.GetState();

//Do something...

}

// Register the callbacks with the session's event mechanism.

tradeSession.OrderSubmitEventHandler += OnOrderSubmitResponse;

tradeSession.OrderQueryEventHandler += OnOrderQueryResponse;

// If required, later de-register the callbacks from the session's event mechanism.

tradeSession.OrderSubmitEventHandler -= OnOrderSubmitResponse;

tradeSession.OrderQueryEventHandler -= OnOrderQueryResponse;

Logging

The API makes use of the logging framework Serilog for logging important activity and errors.

As a guide we log high volume messages, such as price ticks, at debug level so they are easily

disabled via configuration. Server connection attempts are logged at info level, as are

subscriptions. Connections failures are logged at warn level. All log messages from the API

have the SourceContext property set to their namespace & class.

We suggest setting the log level to info in a production system to keep the level of logging

manageable. If you choose to enable debug logging in production then there will be a

performance impact when prices update quickly.

Serilog requires the use of sink packages in order to have somewhere to log to. For example,

by using the Serilog.Sinks.Console package, we can log to the console with the following

configuration:

Log.Logger = new LoggerConfiguration()

.MinimumLevel.Debug()

.WriteTo.Console(outputTemplate:

"[{Timestamp:HH:mm:ss} {Level:u4}][{SourceContext}]

{Message:lj}{NewLine}{Exception}")

.CreateLogger();

Dotnet API

Points of Presence

BidFX provide a number of points-of-presence (POPs) around the world via which clients may

connect to our global price service.

Production

Clients are encouraged to connect to their geographically closest access point for minimum

latency.

City

Environment

DNS name

Port

London

PROD

api.ld.bidfx.com

64.52.164.90

443

New York

PROD

api.ny.bidfx.com

64.52.165.90

443

Tokyo

PROD

api.ty.bidfx.com

64.52.166.90

443

Singapore

PROD

api.sg.bidfx.com

64.52.167.90

443

Test environments

We provide a UAT environment using test connections to banks to allow you to test your

programs without risking real money.

City

Environment

DNS name

Port

London

UAT

api.ld.bidfx.biz

64.52.164.80

443

Tokyo

UAT

api.ty.bidfx.biz

64.52.166.80

443