EPAM provides pre-certified connectivity solutions for direct access to the B3 PUMA Trading System Unified Market Data Feed (UMDF) and Order Entry Interface (EntryPoint).
All solutions described above are equipped with rich UI simplifying configuration and maintenance and allow real-time monitoring of session statuses and parameters on desktop app or web browser.
B3 FIX/FAST Market Data
The EPAM B2BITS B3 FIX/FAST Market Data Adaptor allows applications to subscribe to one or multiple instruments and supports all features of the B3 New Trading System Market data feed, including mandatory TCP recovery.
Key features:
- Connects and maintains connections to the Puma Trading System UMDF via UDP (Instrument Definition Stream, Incremental Stream, Market Recovery stream)
- Supports all market data types available at B3 UMDF
- Fill gaps when packages are lost automatically by using high performance recovery methods (TCP Recovery, Market Recovery, Natural Refresh, Market Recovery with Natural Refresh)
- Hides FAST details from the client and applies FAST decoding automatically
- Provides a C++/Java API to receive product and instrument definitions, market data events and order book updates, and market data FIX messages via call-back interfaces
- Provides ability to load a B3 configuration file to use connection parameters and a FAST template file to adjust the FAST decoder accordingly
- Automatically builds and updates order books from market data snapshots and incremental messages
- Provides ability to add/delete fields and/or messages, and change attributes
B3 FIX Order Entry
The B3 EntryPoint engine is a FIX Antenna®-based, low latency solution, designed and pre-configured to fully support the B3 EntryPoint Order Entry Interface of the PUMA Trading System.
Key features:
- Connects and maintains connection to B3 Entry Point
- Supports Order Entry Interface message flow (Order flow, Executions, Security Definitions, Quotes, Trade confirmation) and functionality
- Allows access to multiple market segments (derivatives, Equities, FX) through a single EntryPoint session
- Provides drop copy functionality for the confirmation of orders, modification requests, cancel requests and fill notifications entered via the EntryPoint interface, available through one or more FIX sessions
- Lower latency order processing
- 100% FIX 4.4 standard compliance
- Provides ability for pre-trade risk control
B3 Binary Order Entry
B3 SBE Order Entry Handler is a specialized session type within the FIX Antenna HFT engine, enabling seamless interaction with the B3 EntryPoint Order Entry Interface using the SBE protocol.
Key features:
- Direct Binary Data Access: The solution allows for direct access to binary data through the getBinaryData function within the FIXMessage interface. This allows traders to leverage custom binary message handling APIs or utilize industry-standard SBE libraries like RealLogic SBE for decoding and processing incoming messages.
- Automatic Sequence Number Handling: The engine automatically updates outgoing sequence numbers for all messages, relieving developers from manually managing message sequencing.
- Robust Error Handling: The solution incorporates comprehensive error-handling mechanisms. Developers can implement various Engine::Application callbacks, such as onResendRequestEvent, to handle specific scenarios like sequence number gaps (NotApplied messages) and take necessary actions like manual gap-filling.
- Support for Multiple Connections: The solution supports simultaneous connections to multiple market segments through independent B3 sessions. Each session can be configured with specific parameters like Ext.Firm, B3.ClientIP, B3.CancelOnDisconnectType, and B3.CodTimeoutWindow, allowing for granular control over individual segment connectivity.
The deployment of these solutions will provide the following benefits:
- Pre-certified with B3 S.A.
- Quick start and benchmark samples assuring prompt familiarizing with the software
- Re-use of a proven and certified technology with direct market access
- Reduced time to market and cost of implementation & operation
- Lower technical risk for support and maintenance
- 24x7 support provided worldwide
- Option to customize these solutions to meet end-user specifics and requirements
- Availability of "on-demand" software escrow