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fxsigexec's Introduction

FxSigExec ZMQ ENDPOINTS

  1. Socket type: PUB / SUB
  2. Usage:
    • Subscribes to messages on localhost:5555 or any other port
    • A message format is: <ServerPubkey> <EncryptedPayload> where
      • <ServerPubKey> is a 40 byte Z85 encoded 32-byte pubkey
      • <EncryptedPayload> format is <Worker> <Command> <Payload> once decrypted by<SharedKey> with AES 256
        • SharedKey is the 32 byte Diffie Hellman derivated key betweenClientPrivKey and ServerPubKey.
        • Worker: Either account number id or the * char
        • Command: See below
        • Payload: Json for the command

FxSigExec ZMQ RESPONSES

  1. Socket type: PUSH / PULL
  2. Usage:
    • Pushes messages on localhost:5557 or any other port
    • A message format is: <ClientPubKey> <EncryptedPayload>where
      • EncryptedPayload' format is <Worker> <Result> <Payload> once decrypted by <SharedKey>with AES 256
        • SharedKey is the 32 byte Diffie Hellman derivated key betweenServerPrivKey and ClientPubKey.
        • Worker: Either account number id or the * char
        • Result: "OK" or "Error"
        • Payload: Either a word or json (See each command)

graph LR
A[Server] -- Pub/Sub --> B(Client)
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graph LR
A[Client] -- Push/Pull --> B(Client)
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Commands

Backtest

sequenceDiagram
Alice ->> Bob: Hello Bob, how are you?
Bob-->>John: How about you John?
Bob--x Alice: I am good thanks!
Bob-x John: I am good thanks!
Note right of John: Bob thinks a long<br/>long time, so long<br/>that the text does<br/>not fit on a row.

Bob-->Alice: Checking with John...
Alice->John: Yes... John, how are you?
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GetPubKey

Trade

LotSize

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