Vendor adapters
Table of Contents
1. Summary
A live vendor adapter is a separate service. It meets the contract in An adapter and the service meet at four messages and adds a vendor session behind it. It announces one provider, receives demand sets, and publishes ticks with the vendor's own ids and fields. The service treats it exactly as it treats the simulator.
2. Detail
2.1. What the adapter must do
- Announce its provider and universe.
- Open vendor subscriptions for the ids in each demand set and close the others. This is how the platform pays only for what a party demands.
- Translate each vendor update into a tick with the vendor's id scheme, id, field, value and time.
- Reply to a demand with the accepted ids and the rejected ids, such as
not_entitled. - Send a heartbeat, reconnect to the vendor and resend its demand on a new session.
2.2. What it holds that the simulator does not
- Vendor credentials and a session.
- Throttle rules and vendor limits.
- A mapping from minted ids to the vendor's real request. See A vendor instrument is an id scheme, an id and a field.
2.3. What it does not hold
A mapping to oresmd, a tenant, a party, a rate card, or storage. The service holds them.
2.4. Several live sources
One provider can have more than one live adapter: for example a production
session and a vendor test environment. Each has a source of its own kind (live
or test). Routes choose between them. See A party routes to exactly one source for each provider.
2.5. Fit with the rest
The adapter reads like any other source in the catalogue, with a rate card taken from the real contract. The cost model applies unchanged. See A rate card on the source turns usage into a bill the platform shares.
3. See also
- Market Data Architecture — the structure note that orders this cluster.
- An adapter and the service meet at four messages — completes: the messages this adapter must send.
- A live and a simulated source differ only inside the adapter — completes: the differences from the simulator.
- External market data identifiers — completes: the notation of vendor ids.