Getting started with TT .NET SDK

Having experience with the X_TRADER’s APIs will be helpful when developing TT .NET SDK applications, but knowledge of the X_TRADER’s APIs is not necessary to use TT .NET SDK. You must, however, have a solid understanding of the Microsoft .NET syntax and object-oriented programming to develop TT .NET SDK applications.

Trading Technologies provides additional developer support, including:

Development environments

TT also provides two useful environments to which developers can connect to write, test and debug their applications.

Staying current with TT .NET SDK releases

It is important to stay current on all of the latest changes that TT makes in TT .NET SDK Client Side. You can subscribe for automated email notifications when new versions of TT .NET SDK Client Side are released by clicking the ‘Subscribe’ button on the TT Release Notes web page. Although we strive to keep the interface completely backwards compatible in new versions, there may be instances where this is not possible and, as such, will require developers to recompile and/or make code changes.

Versions lower than v3.2.0.2 target a single REST API instance in the U.S. to service internal version requests. To improve resiliency, TT has deployed a new version of this REST API to multiple instances around the globe. This will benefit non-U.S. client applications in that they will communicate with a regionally local instance. Furthermore, automatic failover will occur if your regionally local instance becomes unavailable, providing seamless operation of your applications. As such, TT strongly recommends that clients upgrade to v3.2.0.2 or higher to avoid business continuity issues. Furthermore, you will need to ensure that your network’s firewall configuration allows access to the new URL: https://ttrestapi.trade.tt.

TT .NET SDK includes an Application Programming Interface (API) that provides developers with the ability to create high performance applications that communicate with the TT platform. Specifically, applications can subscribe for prices, route orders, and receive fills.

In client-side mode, customer applications reside outside the TT ecosystem. In server-side mode, customer applications reside inside the TT ecosystem. Use of server-side mode requires a dedicated server leased from TT. Please contact your TT representative for details.

TT .NET SDK is based on Microsoft .NET technology. And it’s interface was designed to duplicate the interface of the X_TRADER platform’s TT API to minimize migration efforts. TT .NET SDK also provides:

It also provides a single, normalized interface for interacting with all exchanges supported by Trading Technologies.

TT logs messages for your application and stores them in the ‘\Users\ <user>\Documents\TradingTechnologies\Logs\ <application name>’ directory.

You can log to this file as well using the singleton Logger class provided.

TT also provides several methods for logging messages of various severities.

The TT .NET SDK interface was designed to duplicate that of of the X_TRADER platform’s TT API to minimize migration efforts. However, some changes will be required to your application since complete backwards compatibility is not possible given some significant differences between the X_TRADER and TT platforms. To assist you in migrating your application, the following guidelines may prove useful.

Getting started

All migrations should begin by performing the following steps:

Deprecated properties and methods

You may encounter some properties and methods that will show up in Visual Studio as deprecated. These properties and methods will still work. However, the deprecation message will indicate that a new, more efficient implementation has been provided.

TT strongly advises that you update your code such that deprecated properties and methods are not used since they will be removed from the API in a future release.

Enumerations

While some enumerations were easily migrated from TT API to TT .NET SDK, others had no corollary in the TT platform. Developers are advised to review the enumerated values being used to ensure that there are no compilation issues.

OrderProfile

Many exchange-specific fields, as well as MiFID II fields, which were previously configured in 7.x TT API OrderProfile can no longer be set in the TT .NET SDK OrderProfile class and are now configured in Setup. Configurable fields can be found in the Task article sections for [each exchange]|(https://library.tradingtechnologies.com/user-setup/index.html#tt-exchanges-eu) within the Setup documentation.

In addition, the 7x TT API free form text fields (FFT2, FFT3, FFT4, FFT5, FFT6) have been replaced with the new TextA, TextB, TextC, and TextTT fields. Character limitations and exchange tag mappings are summarized [here]|(https://library.tradingtechnologies.com/trade/ot-reference.html#fft-table). Full documentation can be found in each of the “Configuring User Access” Task articles linked above.

System requirements

.NET Version and Operating System

To run TT .NET SDK applications, your workstation must have .NET 4.6.1 or .NET 5 and one of the following Microsoft Operating System versions or higher.

Transport Layer Security (TLS)

You must ensure that your application connects using TLS 1.2 or higher. Older version are no longer supported.

Microsoft Visual Studio

To develop TT .NET SDK applications, you must also have Microsoft Visual Studio 2017, version 15.9.8 or higher.

TT Infrastructure Access

Network Administrators must ensure that all TT .NET SDK applications can access the backend TT infrastructure. To enable access, ensure that the network’s firewall configuration allows access to the URLs listed below.

https://ttrestapi.debesys.net/dotnetclient/prod

https://ttrestapi.debesys.net/dotnetclient/uat

https://id.tradingtechnologies.com

https://id-uat.tradingtechnologies.com

[UAT – Cert]

https://pds-ext-uat-cert.trade.tt

https://admin-ext-uat-cert.trade.tt

https://risk-ext-uat-cert.trade.tt

https://ledgerweb-ext-uat-cert.trade.tt

https://analytics-uat.trade.tt

[Prod – Sim]

https://pds-ext-prod-sim.trade.tt

https://admin-ext-prod-sim.trade.tt

https://risk-ext-prod-sim.trade.tt

https://ledgerweb-ext-prod-sim.trade.tt

https://analytics.trade.tt

[Prod – Live]

https://pds-ext-prod-live.trade.tt

https://admin-ext-prod-live.trade.tt

https://risk-ext-prod-live.trade.tt

https://ledgerweb-ext-prod-live.trade.tt

https://analytics.trade.tt

In addition, network administrators should download and use the TT URLs spreadsheet to view the specific ports and IP addresses required for connectivity.

Warning: Failure to enable access to the ports and IP addresses in the TT URLs spreadsheet will result in failure for all TT .NET SDK applications.

TT .NET SDK licensing

Running a TT .NET SDK application requires the following prerequisites:

Market Data Entitlements

Client-Side Mode

To access market data in client-side mode, you must select the “Allow” checkbox in the “SDK Client Market Data” sub-tab under the user’s “Exchanges” tab.

Server-Side Mode

To access market data in server-side mode, you must select the “Allow” checkbox in the “FIX and SDK Server Market Data” sub-tab under the user’s “Exchanges” tab.

For information about market data fees, please see the Exchange Subscriber Service Fees page or contact your TT Customer Success Representative.

TT .NET SDK client-side mode network

For TT .NET SDK client-side mode, TT Platform uses a hybrid-cloud architecture where:

Both traffic types are automatically routed by the TT .NET SDK software library. Exchange traffic can utilize Direct Connect or Private Lines provided the User Account which generated the application key has been configured for these connection scenarios.

The TT Edge Server accepts a WebSocket connection to interact with the TT Platform. It services application requests, including those for market data and order routing. TTWeb and TT Desktop utilize the TT Edge Server to power their user interfaces. The TT .NET SDK software library uses the TT Edge Server to service market data and order routing requests on behalf of client applications.

If connectivity between your TT .NET SDK application and the TT Edge server is lost, the SDK will automatically reconnect, resync the order book and reestablish any active price subscriptions.

TT Edge Servers are located in all major data centers allowing for local connectivity to the entire, global TT Platform.

TT .NET SDK server-side mode network

TT .NET SDK server-side mode allows developers to write applications that communicate with the TT infrastructure and the exchanges to which it connects. Specifically, applications can download instruments, subscribe for market data, route orders, and receive order / fill updates.

Applications written using TT .NET SDK server-side mode must be deployed to and run on a bare metal server provided by TT. These servers are not only configured for the best possible performance, they are also fitted with specific hardware to ensure that they are properly secured.

The TT .NET SDK software library is available in NuGet.

To reference the DLL:

The dlls listed below are required for successfully running an application on Server Side SDK. These are part of the SDK package that can be downloaded from NuGet.

Note TT .NET Server Side SDK only supports the .NET 4.x framework. In addition, the TT .NET Server Side SDK requires a TT-provided server to run.

These dependent dlls can be found in the /build folder if the code is compiled using Visual Studio. Otherwise, they can be found in the package folder under the /lib and /build sub-folders.

If you are using Visual Studio to publish the application or using ClickOnce to create a package, please be aware it might not include all the dlls that are required to make the Server Side SDK run. You should be able to create a .zip file with the required dlls.

Dependent DLLS Required to Run the TT .NET Server Side SDK

.NET Dependencies

Microsoft Visual C++ Redistributables

Ensure you install the Microsoft Visual C++ Redistributable runtime files. Use the following link for more information and to access the files: https://learn.microsoft.com/en-US/cpp/windows/latest-supported-vc-redist?view=msvc-170#visual-studio-2015-2017-2019-and-2022.