dukas-proxy

dukas-proxy is a standalone server application for providing REST/WebSocket access to Dukascopy's JForex trading platform. The official JForex SDK allows the user to use JForex API by programming custom Java applications. dukas-proxy server leverages this official SDK and provides REST/WebSocket access for the SDK.

• REST interface for simple request/response communication.
• WebSocket interface for real-time publish/subscribe stream messaging.
• Automatic connection management with JForex platform. (cf: connect, throttled-reconnect, instrument subscription, ...)
• Pure Java application, requiring no additional installations other than the Java Runtime Environment.

Getting Started

Account

First of all, a valid Dukascopy trading account is required for the API access. If you do not have one yet, a demo account can be created on the fly.

The IP address of the proxy server machine needs to be registered to the account. This is mandatory, since API access from an unregistered IP address will need to provide a dynamic PIN code, which is not ideal for automated server applications. IP whitelisting can be done via "Summary > My Account > Security Settings > IP registration" after logging into the official website.

Installation

Download the ZIP archive from releases page, and unarchive into an arbitrary directory on the server.

Application parameters such as username and password can be provided from either the command-line arguments and/or a configuration file. Configuration file templates can be found under ./etc/ directory. Logging configuration file is optional, which will use console output as its default logger.
Copy and rename the template files into the ./lib/conf/ directory and adjust the parameters accordingly.

#
# Create classpath directory for customized configuration files.
#
mkdir ./lib/conf

#
# Copy and rename the template files.
#
cp ./etc/dukas-proxy-template.properties ./lib/conf/dukas-proxy.properties
cp ./etc/logback-template.xml ./lib/conf/logback.xml

#
# Edit the configurations accordingly.
# 
vi ./lib/conf/dukas-proxy.properties

dukas-proxy.credential.user=DemoUser
dukas-proxy.credential.pass=DemoPass

Other configuration parameters and defaults values can be found in com.after_sunrise.dukascopy.proxy.Config.java file.

The resulting directory/file structure should be as follows:

./LICENSE
./README.md
./bin/dukas-proxy
./bin/dukas-proxy.bat
./etc/*
./lib/*.jar
./lib/conf/dukas-proxy.properties
./lib/conf/logback.xml

Launch

Java Runtime Environment 11 or later is required. (cf: sudo yum -y install java-11-openjdk), and configure JAVA_HOME environment variable.

Execute the following command to launch the server. The server will run indefinitely in the foreground. Press ctrl+c to stop.

$JAVA_HOME/bin/java -version

sh bin/dukas-proxy

Search the log output for the following lines to confirm that the credentials are configured correctly.

yyyy-MM-dd HH:mm:ss.SSS|INFO |...|Initializing application.
yyyy-MM-dd HH:mm:ss.SSS|INFO |...|IClient connecting... (url=http://platform.dukas.../jforex.jnlp,..., user=DemoUser, pass=MD5:37b...)

REST API

From another terminal, query the REST endpoints to fetch the account data.

curl -i 'http://localhost:65535/topic/account'

HTTP/1.1 200
Content-Type: application/json;charset=UTF-8

{
  "xt": 1234567890123,
  "xs": false,
  "ai": "0000000",
  "as": "OK",
  "ab": "1000000.0",
  "am": "0.0",
  "au": "DEMO000000000000"
}

List of subscribing instruments can be modified via HTTP PATCH/DELETE methods.

curl -i -X PATCH -H 'Content-Type: application/json' 'http://localhost:65535/subscription' -d '{"instruments":["USDJPY","EURJPY"]}'

HTTP/1.1 200
Content-Type: application/json;charset=UTF-8

{
  "instruments": ["USDJPY", "EURJPY"]
}

curl -i -X DELETE -H 'Content-Type: application/json' 'http://localhost:65535/subscription' -d '{"instruments":["EURJPY"]}'

HTTP/1.1 200
Content-Type: application/json;charset=UTF-8

{
  "instruments": ["USDJPY"]
}

Subscribed instrument data can be fetched by HTTP GET method.

curl -i 'http://localhost:65535/topic/tick/USDJPY'

HTTP/1.1 200
Content-Type: application/json;charset=UTF-8

{
  "xt": 1234567890123,
  "xs": false,
  "in": "USDJPY",
  "is": 3,
  "tt": 1234567890123,
  "ap": "108.819",
  "av": "0.3",
  "at": "12.34",
  "bp": "107.414",
  "bv": "0.1",
  "bt": "23.45"
}

The details for JSON object keys and values can be found in com.after_sunrise.dukascopy.proxy.Subscriber.java file.

• Timestamps are expressed in epoch-milliseconds.
• Floating-point numbers (Float, Double, BigDecimal) are expressed in String.

WebSocket (STOMP)

WebSocket streaming interface can be accessed via STOMP sub-protocol (STOMP over WebSocket). List of STOMP client libraries implemented in various programming lauguages (Java, JavaScript, Python, ...) can be found here.

• CONNECT : ws://localhost:65535/stomp
• SUBSCRIBE
  • Instruments : /topic/subscription
  • Account : /topic/account
  • Message : /topic/message
  • Bar : /topic/bar
  • Tick : /topic/tick
• SEND
  • Subscribe : /subscription/create
  • Unsubscribe : /subscription/delete

SEND payload shall be a JSON object (application/json) with the list of instrument names to modify. id can be optionally specified, which will be included as-is in the corresponding response message.

{
  "id": "abc123",
  "instruments": ["USDJPY", "EURUSD"]
}

Refer to com.after_sunrise.dukascopy.proxy.LauncherTest.java for STOMP client usage examples.

Bulding from Source

JDK 11 or later is required. Make sure the JAVA_HOME environment variable is configured. Then Clone the repository, and use gradle(w) to build the archives.

$JAVA_HOME/bin/java -version

git clone git@github.com:after-the-sunrise/dukas-proxy.git

cd dukas-proxy && ./gradlew clean build

The archives are generated under ./build/distributions/ directory.