RESTful API documented with Swagger
Implemented modern RESTful API, enabling the development of advanced user interface for MarksMan and integration of the rest of B2Broker UX/UI-related products.
Price risk hedging on an external liquidity provider
Enabled automatic hedging of trades executed on the B2Trader platform by transferring the price risk onto an external liquidity provider, such as Binance.
Direct hedging on external liquidity providers for client instances of B2BX
Added a feature enabling direct hedging price risks on external liquidity providers, such as Binance, for the client exchanges receiving the liquidity from B2BX.
Rate service for displaying the currency values in reports
Introduced a rate service for converting the order sizes and trade totals, appearing in the hedging reports into a currency of choice.
Extended hedging parameters. Implemented the configuration of hedging parameters by trader account IDs, hedge ratio is configurable by the trade side (BUY or SELL), hedging instrument may be mapped to another spot market symbol, for instance BTC/USDT trades may be hedged with BTC/USDC.
Improved trade placement and execution analytics. Getting additional trade-related data from the B2Trader platform facilitates end-to-end analytics of the hedging requests and responses.
Synthetics engine supports inversion. When designing synthetic instruments, components of synthetic crosses may be inverted.
Fixed a bug causing the hedging agent to drop connections if any of API credentials in the configuration are empty.
Eliminated a defect responsible for not all of the markets, present in the pricing service to be operational.
Corrected a feature of the price discovery gateway that used to incorrectly constrain the market depth of some trading instruments.
Internal hedging on B2Trader
Implemented Hedgehog the hedging agent, that transfers trading orders originating on one platform to another.
Employing the JWT technology for authorization
Implemented a service based on JWT technology for authorization of clients connecting to MarksMan. It also allows identifying transactions made from different B2Trader platforms for consequent hedging.
Tracking hedging orders data
Implemented a statistics and analytics service to track the execution of hedged orders.
Customizing timeouts by instrument. Implemented the configuration of custom timeouts for each instrument separately. The timeout values are used to reset the instrument’s order book and switch its price source. The feature enabled improving the stability of price quotation for instruments with low liquidity.
Improved stability and performance of the price feed feature.
Additional metrics for performance monitoring. Added metrics to track the status and performance of MarksMan services to identify and prevent failures.
Fixed a bug preventing constructed price (market) updates for some instruments by ensuring that the corresponding symbol is mapped.