NAV
  • Domain Configurator
  • EPAM Systems all rights reserved, 2022

    Domain Configurator

    QuantOffice Domain Configurator is a special application for defining different parameters for the specific instance of the QuantOffice:

    Working with Dashboards

    QuantOffice tables are based on powerful ag-Grid control.

    Each table features different tools that allow adjusting the displayed data to meet each user unique requirements.

    Operations Menu

    Right-Click anywhere within any data table grid or click any table column header to open Operations Menu.

    In each of the data tables it is possible to export the specific data in various formats.

    Grid Operations

    In each data table click table header to open operations menu.

    The menu offers three operations tabs:

    General

    Data Filter

    In each data table column it is possible to filter the content by various criteria.

    Filtering options:

    Columns Filter

    Here it is possible to select which columns to display in the table grid.

    Scroll through the list or use search box to quickly locate the required value.

    It is also possible to perform the same operation in the Tool Panel.

    Restart Services

    Restart Services after submitting any adjustments.


    Securities

    In the Securities section it is possible to browse through the universe of the available symbols (instruments)
    and add new symbols to the current instance of the QuantOffice.

    The Securities screen is split in two sections:

    Instrument/Security Parameters +
    Vendorrequired

    Name of the (vendor) exchange. E.g.: KRAKEN
    Symbolrequired

    Symbol (instrument) name
    Type

    Instrument type
    Base Currencyrequired

    Usually the first currency in the currency pair.
    Represents how much of the Term currency is needed to buy one unit of the Base currency.
    Quantity is measured in the Base currency units, unless BaseCurrency=XXX
    (applicable for marginal trading, when there is no account for trading currency)
    Term Currencyrequired

    Usually the second currency in the currency pair and is used to determine the value of the Base currency.
    Min Order Size Currency

    Currency type for minimal order size
    Commission Currency

    Commission currency type
    Min Order Sizerequired

    Minimal order size per currency per vendor.
    E.g.: 0.002 for BTC for KRAKEN.
    Order Size Precisionrequired

    Order size precision per instrument per vendor.
    Max allowed number of decimal places.
    E.g.: 0.00000001 BTCUSD for KRAKEN
    Order Price Precisionrequired

    Order price precision per instrument per vendor.
    Max allowed number of decimal places.
    E.g.: 0.1 BTCUSD for KRAKEN
    Maker Commissionrequired

    Maker commission value.
    Charged when passive (limit) orders get executed
    Taker Commissionrequired

    Taker commission value.
    Charged when aggressive (market) orders are filled
    Vendor Feed Securityrequired

    Name of the security feed on the vendor side.
    The value that is expected by the exchange.
    E.g.: XBT/USD for BTCUSD for KRAKEN.
    Vendor Trading Securityrequired

    Name of the trading security on the vendor side.
    E.g.: XBTUSD for BTCUSD for KRAKEN.
    Extended Attributes

    JSON string with additional parameters for the instrument.

    Available Symbols

    In this section it is possible to search any predefined symbol.

    Use filter to search for the required symbol:

    It is possible to make more than one selection in each filter.

    The output table below displays available options considering filter settings.

    Add To Stored

    Add to the stored >>

    Any of the predefined symbols can be added to the stored symbols and made available for the current QuantOffice instance to work with.

    1. Set filter to search for the specific symbol
    2. Pick at least one symbol in the output table grid
    3. Click Add to the stored to add selected symbols to the list of stored symbols
    4. Click Save in the Stored Symbols screen area to apply changes
    5. Saved confirmation message appears on the screen in case the operation has been successful

    Stored Symbols

    All the defined symbols for the current QuantOffice instance are displayed in this screen section.

    In this section it is possible to add and remove symbols from the Stored Symbols list.

    Add New

    Add new

    Add New - use to add securities, that cannot be found in the left section of predefined securities.

    1. Click Add new to add a blank line to the table
    2. Specify at least all the required parameters values
    3. Click Save to apply changes

    Save

    Remove From The Stored

    Remove from the stored

    1. Select at least one symbol
    2. Click Remove From The Stored to remove item(s)
    3. Click Save to apply changes

    Data Connectors

    Data Connectors facilitate market data delivery from external venues to the QuantOffice.

    List of available market data connectors is displayed in this section.

    In this section it is possible to add, remove and/or modify data connector instances for the QuantOffice.

    In case a market data connector has an instance created for it, it is displayed in brackets next to the data connector name:

    Data Connector Parameters

    Add Data Connector Instance

    It is possible to create multiple instances for each available data connector.

    1. Click any data connector
    2. In the parameters window edit parameters (if necessary) and click Create
    3. New data connector instance appears in the list under the parent data connector
    4. Click new instance to display its parameters and available actions

    Available Actions

    Start Stop Click any data connector instance to display status and actions.
    Click Start/Stop to start/stop a data connector.
    Create In the data connector parameters window,
    click Create to add a data connector instance.
    Save Click to save changes in the data connector instance
    Delete Click to remove a data connector instance

    Data Connector Status

    Click any data connector to display all instances created for this data connector.

    Status and Start/Stop actions are displayed for each data connector instance.

    Once created, data connector instances get status ACTIVE automatically by default.

    Trade Connectors

    Trade Connectors facilitate orders delivery to the destination (target) exchanges.

    The list of available trade connectors is displayed in this section.

    In this section it is possible to add, remove and/or modify trade connector instances for the QuantOffice.

    In case a trade connector has an instance(s) created for it, it is displayed in brackets next to the data connector name:

    Trade Connector Parameters

    1. Click any trade connector to display parameters window
    2. Edit any trade connector parameter and click Save to apply changes

    Add Trade Connector Instance

    It is possible to create multiple instances for each available trade connector.

    1. Click any trade connector
    2. In the parameters window edit parameters (if necessary) and click Create
    3. New trade connector instance appears in the list under the parent trade connector
    4. Click new instance to display its parameters and available actions

    Trade Connector Fees

    It is possible to specify custom fees for each trade connector under Fee Schedule.

    Use this option in case a specific trade venue does not supply fees with the data stream or custom (personal) fee rates are in place.

    Available Actions

    Create In the trade connector parameters window,
    click Create to add a trade connector instance.
    Save Click to save changes in the trade connector instance
    Delete Click to remove a trade connector instance

    Balances

    Use Balances to sign up for account balance data from external trade venues (exchanges).

    Balances Readers list displays all available connections to external exchanges.

    The number of active connection instances is displayed next to each exchange name.

    Expand to display all available connection instances.

    Global Config

    Use GlobalConfig window to set global settings for Balances.

    Add Connection

    1. Click any exchange in the Balance Readers list
    2. Fill in at least all the required parameters
    3. it is possible to skip optional parameters to keep the defaults
    4. Click Create to apply changes

    Edit Connection

    1. Select any existing connector instance in the Balance Readers list
    2. Edit parameters
    3. Click Save to apply changes

    Delete Connection

    1. Select any existing connector instance in the Balance Readers list
    2. Click Delete to apply changes

    Email Notification

    Use to configure email notifications service in case of alerts or executions.

    Specify SMTP server parameters for email notifications.

    Parameters +
    Enabledrequired

    Enable/disable email notification
    Hostrequired

    SMTP server host
    Portrequired

    SMTP server port
    Enable SSLrequired

    Enable/disable SSL usage when connecting to SMTP server
    Enable STARTTLSrequired

    Enable/disable STARTTLS email protocol command to manage insecure connections
    User Namerequired

    Email name for SMTP connection
    Passwordrequired

    Email password for SMTP connection
    Fromrequired

    Sender email address
    Torequired

    Email recipients list separated with semicolon
    Cc

    Email Cc recipients list separated with semicolon
    Bcc

    Email Bcc recipients list separated with semicolon
    Max Attemptsrequired

    Max number of resend attempts in case of an error while sending emails
    Resend Interval (minutes)required

    Time interval in minutes between resend attempts
    Subject Prefixrequired

    Prefix that is added to the email Subject
    Email Notification Interval (seconds)

    Notification emails interval in minutes
    Send email on successful startrequired

    Enable/disable notification email on a successful start
    Send trade notificationsrequired

    Enable/disable notification email on any trade event

    Notification Flow

    The event notification is triggered for either alert of execution.

    The Notification Service waits for one minute prior to sending a notification email.

    The notification email includes all alerts and executions occurred within the one minute anticipation period.

    In the notification email alerts are displayed on top of the list followed by the list of executions.

    Having sent the notification email, notification service waits for another alert or execution to trigger another notification.

    Maintenance

    Use to configure automated system maintenance.

    CRON - use to schedule timed maintenance tasks.

    Add your CRON template and start maintenance procedure.

    More info about CRON templates

    Maintenance Purpose

    Backup

    Configuration backup is created with each maintenance procedure.

    Configuration archive is stored at: /mnt/data/deltix/maintenance/daily/<DATE>/config-backup-<DATE>.tar

    <DATE> represents the maintenance date.

    Variables

    Use maintenance variables to specify tasks to be performed by the maintenance procedure.

    Some of them are required.

    Maintenance Delay - Required

    Set the maintenance Delay in minutes to notify operator about the upcoming maintenance

    Maintenance Rotation - Required

    Set number of days for the system to keep logs on the hard disk.

    Use with caution to avoid running out of disk space.

    Delete MD Streams - Required

    Activate to delete market data streams, which saves space on the disk but prolongs maintenance time.

    Archive Market Data - Required

    Activate to enable market data archiving. Market data archive allows to perform investigation of root causes in case or any error of failure.

    Slows down the maintenance procedure if enabled.

    Truncate MM Streams - Required

    Activate to delete the stream data and keep it empty.

    Channel - Optional

    Specify the target channel in the Mattermost or Slack for messages.

    Webhook Link - Optional

    Webhook link to the specified channel.

    Example: https://your.channel.com/hooks/i23sq9gj2ngsd42gsgscb7wrqeqr.

    System Upgrade

    SQL scripts required for the system update are kept at: /mnt/data/deltix/maintenance/sql