Develop Your System
This section is to discuss the key components in Cyan Spring framework and how to develop your system based on those componentsAdaptor 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)